SILJ vs. FSM
Compare and contrast key facts about ETFMG Prime Junior Silver Miners ETF (SILJ) and Fortuna Silver Mines Inc. (FSM).
SILJ is a passively managed fund by ETFMG that tracks the performance of the Prime Junior Silver Miners & Explorers Index. It was launched on Nov 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SILJ or FSM.
Key characteristics
| SILJ | FSM | |
|---|---|---|
| YTD Return | 17.50% | 17.62% |
| 1Y Return | 38.08% | 34.72% |
| 3Y Return (Ann) | -6.68% | 5.48% |
| 5Y Return (Ann) | 3.13% | 8.31% |
| 10Y Return (Ann) | 3.87% | 0.25% |
| Sharpe Ratio | 1.18 | 0.93 |
| Sortino Ratio | 1.78 | 1.56 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 0.80 | 0.68 |
| Martin Ratio | 4.57 | 2.55 |
| Ulcer Index | 10.39% | 19.38% |
| Daily Std Dev | 40.27% | 53.26% |
| Max Drawdown | -79.04% | -92.25% |
| Current Drawdown | -39.45% | -52.41% |
Correlation
The correlation between SILJ and FSM is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SILJ vs. FSM - Performance Comparison
The year-to-date returns for both investments are quite close, with SILJ having a 17.50% return and FSM slightly higher at 17.62%. Over the past 10 years, SILJ has outperformed FSM with an annualized return of 3.87%, while FSM has yielded a comparatively lower 0.25% 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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Risk-Adjusted Performance
SILJ vs. FSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and Fortuna Silver Mines Inc. (FSM). 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
SILJ vs. FSM - Dividend Comparison
SILJ's dividend yield for the trailing twelve months is around 0.01%, while FSM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SILJ ETFMG Prime Junior Silver Miners ETF | 0.01% | 0.01% | 0.06% | 0.36% | 1.23% | 1.45% | 1.65% | 0.00% | 0.52% | 2.45% | 0.00% | 0.10% |
FSM Fortuna Silver Mines Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SILJ vs. FSM - Drawdown Comparison
The maximum SILJ drawdown since its inception was -79.04%, smaller than the maximum FSM drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for SILJ and FSM. For additional features, visit the drawdowns tool.
Volatility
SILJ vs. FSM - Volatility Comparison
The current volatility for ETFMG Prime Junior Silver Miners ETF (SILJ) is 13.58%, while Fortuna Silver Mines Inc. (FSM) has a volatility of 15.25%. This indicates that SILJ experiences smaller price fluctuations and is considered to be less risky than FSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.