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SGDM vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SGDM vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FTIHX
Fidelity Total International Index Fund
1.79%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, SGDM achieves a 13.63% return, which is significantly higher than FTIHX's 1.79% return.


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%

FTIHX

1D
2.98%
1M
-7.01%
YTD
1.79%
6M
5.81%
1Y
27.20%
3Y*
15.30%
5Y*
7.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SGDM vs. FTIHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGDM
SGDM Risk / Return Rank: 9292
Overall Rank
SGDM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SGDM Sortino Ratio Rank: 8989
Sortino Ratio Rank
SGDM Omega Ratio Rank: 9090
Omega Ratio Rank
SGDM Calmar Ratio Rank: 9393
Calmar Ratio Rank
SGDM Martin Ratio Rank: 9292
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8585
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGDM vs. FTIHX - Risk-Adjusted Trends 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.


SGDMFTIHXDifference

Sharpe ratio

Return per unit of total volatility

2.44

1.74

+0.70

Sortino ratio

Return per unit of downside risk

2.58

2.32

+0.26

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratio

Return relative to maximum drawdown

3.69

2.38

+1.31

Martin ratio

Return relative to average drawdown

13.29

9.30

+3.99

SGDM vs. FTIHX - Sharpe Ratio Comparison

The current SGDM Sharpe Ratio is 2.44, which is higher than the FTIHX Sharpe Ratio of 1.74. 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.


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Sharpe Ratios by Period


SGDMFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.74

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.48

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.56

-0.26

Correlation

The correlation between SGDM and FTIHX is 0.32, 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

SGDM vs. FTIHX - Dividend Comparison

SGDM's dividend yield for the trailing twelve months is around 0.92%, less than FTIHX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
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%
FTIHX
Fidelity Total International Index Fund
2.73%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%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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Drawdown Indicators


SGDMFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-54.95%

-35.75%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-11.25%

-18.79%

Max Drawdown (5Y)

Largest decline over 5 years

-45.06%

-29.99%

-15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-49.69%

Current Drawdown

Current decline from peak

-17.00%

-8.61%

-8.39%

Average Drawdown

Average peak-to-trough decline

-25.53%

-7.31%

-18.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

2.88%

+5.45%

Volatility

SGDM vs. FTIHX - Volatility Comparison

Sprott Gold Miners ETF (SGDM) has a higher volatility of 16.86% compared to Fidelity Total International Index Fund (FTIHX) at 7.78%. 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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Volatility by Period


SGDMFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.86%

7.78%

+9.08%

Volatility (6M)

Calculated over the trailing 6-month period

38.34%

11.04%

+27.30%

Volatility (1Y)

Calculated over the trailing 1-year period

45.74%

16.05%

+29.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.29%

15.09%

+20.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.07%

16.02%

+21.05%