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SGDM vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGDM and FTIHX is 0.31, 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.


-0.50.00.51.00.3

Performance

SGDM vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Gold Miners ETF (SGDM) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
27.51%
68.59%
SGDM
FTIHX

Key characteristics

Sharpe Ratio

SGDM:

0.44

FTIHX:

0.39

Sortino Ratio

SGDM:

0.79

FTIHX:

0.61

Omega Ratio

SGDM:

1.10

FTIHX:

1.08

Calmar Ratio

SGDM:

0.30

FTIHX:

0.45

Martin Ratio

SGDM:

1.52

FTIHX:

1.51

Ulcer Index

SGDM:

8.61%

FTIHX:

3.26%

Daily Std Dev

SGDM:

29.99%

FTIHX:

12.53%

Max Drawdown

SGDM:

-54.95%

FTIHX:

-35.75%

Current Drawdown

SGDM:

-23.48%

FTIHX:

-11.08%

Returns By Period

In the year-to-date period, SGDM achieves a 12.99% return, which is significantly higher than FTIHX's 1.90% return.


SGDM

YTD

12.99%

1M

-6.08%

6M

6.01%

1Y

9.94%

5Y*

4.49%

10Y*

6.09%

FTIHX

YTD

1.90%

1M

-4.01%

6M

-2.97%

1Y

3.40%

5Y*

3.64%

10Y*

N/A

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. FTIHX - Expense Ratio Comparison

SGDM has a 0.50% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


SGDM
Sprott Gold Miners ETF
Expense ratio chart for SGDM: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FTIHX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SGDM, currently valued at 0.44, compared to the broader market0.002.004.000.440.39
The chart of Sortino ratio for SGDM, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.790.61
The chart of Omega ratio for SGDM, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.08
The chart of Calmar ratio for SGDM, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.300.45
The chart of Martin ratio for SGDM, currently valued at 1.52, compared to the broader market0.0020.0040.0060.0080.00100.001.521.51
SGDM
FTIHX

The current SGDM Sharpe Ratio is 0.44, which is comparable to the FTIHX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SGDM and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.39
SGDM
FTIHX

Dividends

SGDM vs. FTIHX - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 1.04%, while FTIHX has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
SGDM
Sprott Gold Miners ETF
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
0.00%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.48%
-11.08%
SGDM
FTIHX

Volatility

SGDM vs. FTIHX - Volatility Comparison

Sprott Gold Miners ETF (SGDM) has a higher volatility of 9.07% compared to Fidelity Total International Index Fund (FTIHX) at 4.28%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.07%
4.28%
SGDM
FTIHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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