SILJ vs. MAG

Last updated Apr 1, 2026

Compare and contrast key facts about ETFMG Prime Junior Silver Miners ETF (SILJ) and MAG Silver Corp. (MAG).

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.

Performance

SILJ vs. MAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Junior Silver Miners ETF (SILJ) and MAG Silver Corp. (MAG). The values are adjusted to include any dividend payments, if applicable.

SILJ vs. MAG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SILJ ETFMG Prime Junior Silver Miners ETF	7.41%	183.89%	6.39%	-5.21%	-15.42%	-23.21%	33.00%	57.06%	-27.95%	-5.65%
MAG MAG Silver Corp.	0.00%	85.31%	30.64%	-33.40%	-0.26%	-23.64%	73.31%	62.19%	-40.94%	12.06%

Returns By Period

SILJ

• 1D: 8.82%
• 1M: -26.25%
• YTD: 7.41%
• 6M: 31.14%
• 1Y: 149.83%
• 3Y*: 42.89%
• 5Y*: 16.70%
• 10Y*: 14.73%

MAG

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SILJ vs. MAG — Risk / Return Rank

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

SILJ

SILJ Risk / Return Rank: 95
SILJ Sharpe Ratio Rank: 97
SILJ Sortino Ratio Rank: 94
SILJ Omega Ratio Rank: 92
SILJ Calmar Ratio Rank: 96
SILJ Martin Ratio Rank: 95

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.

SILJ vs. MAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and MAG Silver Corp. (MAG). 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.

	SILJ	MAG	Difference
Sharpe ratio Return per unit of total volatility	2.74	—	—
Sortino ratio Return per unit of downside risk	2.83	—	—
Omega ratio Gain probability vs. loss probability	1.40	—	—
Calmar ratio Return relative to maximum drawdown	4.26	—	—
Martin ratio Return relative to average drawdown	14.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SILJ	MAG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.74	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	—	—

Correlation

The correlation between SILJ and MAG is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SILJ vs. MAG - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 1.86%, less than MAG's 2.14% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SILJ ETFMG Prime Junior Silver Miners ETF	1.86%	2.00%	7.26%	0.01%	0.05%	0.36%	1.23%	1.45%	1.66%	0.00%	0.52%	2.46%
MAG MAG Silver Corp.	2.14%	2.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	SILJ	MAG	Difference
Max Drawdown Largest peak-to-trough decline	-79.04%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-34.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.06%	—	—
Current Drawdown Current decline from peak	-26.25%	—	—
Average Drawdown Average peak-to-trough decline	-41.67%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	10.16%	—	—

Volatility

Volatility by Period

	SILJ	MAG	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	54.97%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.61%	—	—