SGDM vs. EPGFX
Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and EuroPac Gold Fund (EPGFX).
SGDM is a passively managed fund by Sprott that tracks the performance of the Solactive Gold Miners Custom Factors Index. It was launched on Jul 15, 2014. EPGFX is managed by Euro Pacific Asset Management. It was launched on Jul 18, 2013.
Performance
SGDM vs. EPGFX - Performance Comparison
Loading graphics...
SGDM vs. EPGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 13.63% | 153.46% | 12.14% | 2.34% | -8.23% | -9.15% | 21.85% | 44.27% | -15.14% | 10.46% |
EPGFX EuroPac Gold Fund | 5.67% | 129.06% | 8.51% | 2.31% | -14.00% | -18.06% | 36.99% | 37.25% | -13.85% | 12.73% |
Returns By Period
In the year-to-date period, SGDM achieves a 13.63% return, which is significantly higher than EPGFX's 5.67% return. Both investments have delivered pretty close results over the past 10 years, with SGDM having a 16.46% annualized return and EPGFX not far behind at 15.85%.
SGDM
- 1D
- 4.81%
- 1M
- -17.00%
- YTD
- 13.63%
- 6M
- 27.33%
- 1Y
- 111.01%
- 3Y*
- 42.57%
- 5Y*
- 24.69%
- 10Y*
- 16.46%
EPGFX
- 1D
- 6.92%
- 1M
- -19.20%
- YTD
- 5.67%
- 6M
- 17.58%
- 1Y
- 93.89%
- 3Y*
- 33.01%
- 5Y*
- 16.27%
- 10Y*
- 15.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SGDM vs. EPGFX - Expense Ratio Comparison
SGDM has a 0.50% expense ratio, which is lower than EPGFX's 1.40% expense ratio.
Return for Risk
SGDM vs. EPGFX — Risk / Return Rank
SGDM
EPGFX
SGDM vs. EPGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and EuroPac Gold Fund (EPGFX). 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.
| SGDM | EPGFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 2.40 | +0.04 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.62 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 3.22 | +0.46 |
Martin ratioReturn relative to average drawdown | 13.29 | 12.66 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SGDM | EPGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 2.40 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.51 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.49 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.35 | -0.05 |
Correlation
The correlation between SGDM and EPGFX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SGDM vs. EPGFX - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 0.92%, less than EPGFX's 6.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 0.92% | 1.04% | 1.04% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.58% | 0.02% | 1.47% |
EPGFX EuroPac Gold Fund | 6.49% | 6.86% | 10.36% | 0.00% | 0.00% | 2.49% | 8.67% | 0.00% | 0.00% | 2.56% | 19.31% | 0.00% |
Drawdowns
SGDM vs. EPGFX - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, roughly equal to the maximum EPGFX drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for SGDM and EPGFX.
Loading graphics...
Drawdown Indicators
| SGDM | EPGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.95% | -56.70% | +1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -28.88% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -45.06% | -47.59% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -49.69% | -51.03% | +1.34% |
Current DrawdownCurrent decline from peak | -17.00% | -19.42% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -25.53% | -22.10% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 7.35% | +0.98% |
Volatility
SGDM vs. EPGFX - Volatility Comparison
Sprott Gold Miners ETF (SGDM) and EuroPac Gold Fund (EPGFX) have volatilities of 16.86% and 16.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SGDM | EPGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.86% | 16.68% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 38.34% | 32.39% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.74% | 39.05% | +6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.29% | 32.14% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.07% | 32.65% | +4.42% |