SGDM vs. VUG
Compare and contrast key facts about Sprott Gold Miners ETF (SGDM) and Vanguard Growth ETF (VUG).
SGDM and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both SGDM and VUG 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 VUG.
Key characteristics
| SGDM | VUG | |
|---|---|---|
| YTD Return | 12.14% | 31.13% |
| 1Y Return | 22.54% | 38.87% |
| 3Y Return (Ann) | -0.94% | 9.00% |
| 5Y Return (Ann) | 5.09% | 19.15% |
| 10Y Return (Ann) | 4.97% | 15.78% |
| Sharpe Ratio | 0.71 | 2.33 |
| Sortino Ratio | 1.16 | 3.03 |
| Omega Ratio | 1.14 | 1.43 |
| Calmar Ratio | 0.49 | 3.00 |
| Martin Ratio | 2.83 | 11.86 |
| Ulcer Index | 7.59% | 3.28% |
| Daily Std Dev | 30.36% | 16.70% |
| Max Drawdown | -54.95% | -50.68% |
| Current Drawdown | -24.06% | -0.65% |
Correlation
The correlation between SGDM and VUG is 0.14, 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.
Performance
SGDM vs. VUG - Performance Comparison
In the year-to-date period, SGDM achieves a 12.14% return, which is significantly lower than VUG's 31.13% return. Over the past 10 years, SGDM has underperformed VUG with an annualized return of 4.97%, while VUG has yielded a comparatively higher 15.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGDM vs. VUG - Expense Ratio Comparison
SGDM has a 0.50% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
SGDM vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Gold Miners ETF (SGDM) and Vanguard Growth ETF (VUG). 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.
Dividends
SGDM vs. VUG - Dividend Comparison
SGDM's dividend yield for the trailing twelve months is around 1.24%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGDM Sprott Gold Miners ETF | 1.24% | 1.39% | 1.42% | 1.33% | 0.30% | 0.25% | 0.50% | 0.57% | 0.02% | 1.47% | 0.26% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SGDM vs. VUG - Drawdown Comparison
The maximum SGDM drawdown since its inception was -54.95%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SGDM and VUG. For additional features, visit the drawdowns tool.
Volatility
SGDM vs. VUG - Volatility Comparison
Sprott Gold Miners ETF (SGDM) has a higher volatility of 8.94% compared to Vanguard Growth ETF (VUG) at 5.00%. This indicates that SGDM's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.