SGDLX vs. SPY

In the year-to-date period, SGDLX achieves a 44.08% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, SGDLX has underperformed SPY with an annualized return of 8.79%, while SPY has yielded a comparatively higher 12.73% annualized return.

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SGDLX has a 1.44% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Equity Fund (SGDLX) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current SGDLX Sharpe Ratio is 1.65, which is higher than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SGDLX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SGDLX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.

The maximum SGDLX drawdown since its inception was -75.02%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SGDLX and SPY.

Sprott Gold Equity Fund (SGDLX) has a higher volatility of 11.77% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that SGDLX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.