Correlation
The correlation between SGDM and FTIHX is 0.16, 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.
SGDM vs. FTIHX
Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and Fidelity Total International Index Fund (FTIHX).
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. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016. Both SGDM and FTIHX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGDM or FTIHX.
Performance
SGDM vs. FTIHX - Performance Comparison
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Key characteristics
SGDM:
1.92
FTIHX:
0.91
SGDM:
2.45
FTIHX:
1.42
SGDM:
1.33
FTIHX:
1.20
SGDM:
2.19
FTIHX:
1.16
SGDM:
8.49
FTIHX:
3.53
SGDM:
7.65%
FTIHX:
4.31%
SGDM:
33.80%
FTIHX:
15.75%
SGDM:
-54.95%
FTIHX:
-35.75%
SGDM:
0.00%
FTIHX:
0.00%
Returns By Period
In the year-to-date period, SGDM achieves a 63.33% return, which is significantly higher than FTIHX's 15.34% return.
SGDM
63.33%
13.95%
56.30%
64.26%
17.98%
11.29%
11.26%
FTIHX
15.34%
4.17%
12.13%
14.14%
9.77%
9.38%
N/A
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SGDM vs. FTIHX - Expense Ratio Comparison
SGDM has a 0.50% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Risk-Adjusted Performance
SGDM vs. FTIHX — Risk-Adjusted Performance Rank
SGDM
FTIHX
SGDM vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Fidelity Total International Index Fund (FTIHX). 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.
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Dividends
SGDM vs. FTIHX - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 0.64%, less than FTIHX's 2.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 0.64% | 1.04% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.57% | 0.02% | 1.47% | 0.26% |
FTIHX Fidelity Total International Index Fund | 2.50% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.81% | 0.47% | 0.00% | 0.00% |
Drawdowns
SGDM vs. FTIHX - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for SGDM and FTIHX.
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Volatility
SGDM vs. FTIHX - Volatility Comparison
Sprott Gold Miners ETF (SGDM) has a higher volatility of 14.10% compared to Fidelity Total International Index Fund (FTIHX) at 2.71%. This indicates that SGDM's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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