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SGOL vs. MINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOL vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Physical Gold Shares ETF (SGOL) and PIMCO Enhanced Short Maturity Active ETF (MINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGOL achieves a 2.97% return, which is significantly higher than MINT's 1.81% return. Over the past 10 years, SGOL has outperformed MINT with an annualized return of 13.32%, while MINT has yielded a comparatively lower 2.70% annualized return.


SGOL

1D
-0.98%
1M
-1.67%
YTD
2.97%
6M
5.51%
1Y
32.27%
3Y*
31.36%
5Y*
18.40%
10Y*
13.32%

MINT

1D
0.00%
1M
0.36%
YTD
1.81%
6M
2.20%
1Y
4.67%
3Y*
5.41%
5Y*
3.47%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOL vs. MINT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGOL
abrdn Physical Gold Shares ETF
2.97%63.99%26.90%12.99%-0.51%-3.94%25.03%18.21%-1.94%12.86%
MINT
PIMCO Enhanced Short Maturity Active ETF
1.81%4.74%5.94%6.26%-1.01%-0.03%1.62%3.34%1.72%1.86%

Correlation

The correlation between SGOL and MINT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2009

0.11

The correlation between SGOL and MINT shifts across timeframes, from -0.08 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGOL vs. MINT — Risk / Return Rank

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

SGOL
SGOL Risk / Return Rank: 3232
Overall Rank
SGOL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SGOL Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGOL Omega Ratio Rank: 3636
Omega Ratio Rank
SGOL Calmar Ratio Rank: 3434
Calmar Ratio Rank
SGOL Martin Ratio Rank: 2929
Martin Ratio Rank

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
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.

SGOL vs. MINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Gold Shares ETF (SGOL) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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.


SGOLMINTDifference
Sharpe ratioReturn per unit of total volatility

-15.86

Sortino ratioReturn per unit of downside risk

-63.91

Omega ratioGain probability vs. loss probability

1.25

20.53

-19.28

Calmar ratioReturn relative to maximum drawdown

1.69

94.30

-92.61

Martin ratioReturn relative to average drawdown

4.20

939.26

-935.06

SGOL vs. MINT - Sharpe Ratio Comparison

The current SGOL Sharpe Ratio is 1.23, which is lower than the MINT Sharpe Ratio of 17.09. The chart below compares the historical Sharpe Ratios of SGOL and MINT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SGOLMINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

17.09

-15.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

5.99

-4.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

2.87

-2.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

2.47

-1.92

Drawdowns

SGOL vs. MINT - Drawdown Comparison

The maximum SGOL drawdown since its inception was -45.51%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for SGOL and MINT.


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Drawdown Indicators


SGOLMINTDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-4.62%

-40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-0.05%

-19.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-0.16%

-18.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-2.42%

-18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-21.56%

-4.62%

-16.94%

Current Drawdown

Current decline from peak

-17.72%

0.00%

-17.72%

Average Drawdown

Average peak-to-trough decline

-18.41%

-0.17%

-18.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

0.00%

+7.71%

Volatility

SGOL vs. MINT - Volatility Comparison

abrdn Physical Gold Shares ETF (SGOL) has a higher volatility of 5.46% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.09%. This indicates that SGOL's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOLMINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

0.09%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

22.93%

0.20%

+22.73%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

0.27%

+26.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

0.58%

+17.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

0.95%

+14.96%

SGOL vs. MINT - Expense Ratio Comparison

SGOL has a 0.17% expense ratio, which is lower than MINT's 0.36% expense ratio.


Dividends

SGOL vs. MINT - Dividend Comparison

SGOL has not paid dividends to shareholders, while MINT's dividend yield for the trailing twelve months is around 4.28%.


PositionTTM20252024202320222021202020192018201720162015
MINT
PIMCO Enhanced Short Maturity Active ETF
4.28%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%
SGOL
abrdn Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SGOL and MINT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGOL has higher volatility (5.46%) compared to MINT (0.09%). In terms of maximum drawdown, SGOL dropped -45.51% vs MINT's -4.62%.

On 10-year performance, SGOL leads with 13.32% vs 2.70% for MINT. On fees, SGOL is cheaper at 0.17% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SGOL has performed better with a 13.32% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOL is cheaper with a 0.17% expense ratio, compared with 0.36% for MINT.

MINT has the higher dividend yield at 4.28%, compared with 0.00% for SGOL.

SGOL is categorized as Precious Metals, while MINT is Ultrashort Bond. They also come from different issuers: abrdn and PIMCO. Their fees differ too: 0.17% for SGOL and 0.36% for MINT.

MINT currently has the higher Sharpe Ratio (17.09 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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