SGDLX vs. SWPPX
Compare and contrast key facts about Sprott Gold Equity Fund (SGDLX) and Schwab S&P 500 Index Fund (SWPPX).
SGDLX is managed by Sprott. It was launched on Jun 28, 1998. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SGDLX vs. SWPPX - Performance Comparison
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SGDLX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SGDLX Sprott Gold Equity Fund | 5.53% | 147.67% | 20.58% | 1.91% | -13.21% | -11.79% | 35.30% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 15.08% |
Returns By Period
In the year-to-date period, SGDLX achieves a 5.53% return, which is significantly higher than SWPPX's -4.39% return.
SGDLX
- 1D
- 6.88%
- 1M
- -20.55%
- YTD
- 5.53%
- 6M
- 22.83%
- 1Y
- 107.73%
- 3Y*
- 42.56%
- 5Y*
- 22.56%
- 10Y*
- —
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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SGDLX vs. SWPPX - Expense Ratio Comparison
SGDLX has a 1.44% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
SGDLX vs. SWPPX — Risk / Return Rank
SGDLX
SWPPX
SGDLX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Equity Fund (SGDLX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| SGDLX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.65 | 0.97 | +1.68 |
Sortino ratioReturn per unit of downside risk | 2.80 | 1.49 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.72 | 1.52 | +2.20 |
Martin ratioReturn relative to average drawdown | 13.16 | 7.29 | +5.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGDLX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 0.97 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.70 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.48 | +0.15 |
Correlation
The correlation between SGDLX and SWPPX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SGDLX vs. SWPPX - Dividend Comparison
SGDLX's dividend yield for the trailing twelve months is around 0.63%, less than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDLX Sprott Gold Equity Fund | 0.63% | 0.67% | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
SGDLX vs. SWPPX - Drawdown Comparison
The maximum SGDLX drawdown since its inception was -47.59%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SGDLX and SWPPX.
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Drawdown Indicators
| SGDLX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.59% | -55.06% | +7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -28.77% | -12.10% | -16.67% |
Max Drawdown (5Y)Largest decline over 5 years | -43.47% | -24.51% | -18.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -20.55% | -6.26% | -14.29% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -10.00% | -8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 2.52% | +5.61% |
Volatility
SGDLX vs. SWPPX - Volatility Comparison
Sprott Gold Equity Fund (SGDLX) has a higher volatility of 16.67% compared to Schwab S&P 500 Index Fund (SWPPX) at 5.36%. This indicates that SGDLX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGDLX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.67% | 5.36% | +11.31% |
Volatility (6M)Calculated over the trailing 6-month period | 33.91% | 9.55% | +24.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.51% | 18.32% | +22.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.15% | 16.94% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.68% | 18.21% | +15.47% |