SGDM vs. FXZ
Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and First Trust Materials AlphaDEX Fund (FXZ).
SGDM and FXZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FXZ is a passively managed fund by First Trust that tracks the performance of the StrataQuant Materials Index. It was launched on May 8, 2007. Both SGDM and FXZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SGDM vs. FXZ - Performance Comparison
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SGDM vs. FXZ - 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% |
FXZ First Trust Materials AlphaDEX Fund | 17.95% | 16.25% | -16.31% | 16.27% | -0.92% | 30.84% | 22.52% | 21.52% | -22.62% | 23.72% |
Returns By Period
In the year-to-date period, SGDM achieves a 13.63% return, which is significantly lower than FXZ's 17.95% return. Over the past 10 years, SGDM has outperformed FXZ with an annualized return of 16.46%, while FXZ has yielded a comparatively lower 11.09% annualized 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%
FXZ
- 1D
- 3.07%
- 1M
- -3.11%
- YTD
- 17.95%
- 6M
- 24.85%
- 1Y
- 39.96%
- 3Y*
- 7.22%
- 5Y*
- 8.21%
- 10Y*
- 11.09%
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SGDM vs. FXZ - Expense Ratio Comparison
SGDM has a 0.50% expense ratio, which is lower than FXZ's 0.67% expense ratio.
Return for Risk
SGDM vs. FXZ — Risk / Return Rank
SGDM
FXZ
SGDM vs. FXZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and First Trust Materials AlphaDEX Fund (FXZ). 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 | FXZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 1.52 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.12 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.45 | +1.23 |
Martin ratioReturn relative to average drawdown | 13.29 | 9.45 | +3.85 |
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
| SGDM | FXZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | 1.52 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.34 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.45 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.33 | -0.04 |
Correlation
The correlation between SGDM and FXZ is 0.26, 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. FXZ - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 0.92%, less than FXZ's 1.52% 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% |
FXZ First Trust Materials AlphaDEX Fund | 1.52% | 1.74% | 1.81% | 1.97% | 1.56% | 1.11% | 1.51% | 1.58% | 1.38% | 1.01% | 1.19% | 1.26% |
Drawdowns
SGDM vs. FXZ - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, smaller than the maximum FXZ drawdown of -65.46%. Use the drawdown chart below to compare losses from any high point for SGDM and FXZ.
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Drawdown Indicators
| SGDM | FXZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.95% | -65.46% | +10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -16.38% | -13.66% |
Max Drawdown (5Y)Largest decline over 5 years | -45.06% | -33.99% | -11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -49.69% | -49.41% | -0.28% |
Current DrawdownCurrent decline from peak | -17.00% | -4.10% | -12.90% |
Average DrawdownAverage peak-to-trough decline | -25.53% | -11.45% | -14.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.33% | 4.25% | +4.08% |
Volatility
SGDM vs. FXZ - Volatility Comparison
Sprott Gold Miners ETF (SGDM) has a higher volatility of 16.86% compared to First Trust Materials AlphaDEX Fund (FXZ) at 8.64%. This indicates that SGDM's price experiences larger fluctuations and is considered to be riskier than FXZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGDM | FXZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.86% | 8.64% | +8.22% |
Volatility (6M)Calculated over the trailing 6-month period | 38.34% | 17.29% | +21.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.74% | 26.42% | +19.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.29% | 24.10% | +11.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.07% | 24.79% | +12.28% |