SILVX vs. COPX
Compare and contrast key facts about SGI U.S. Large Equity Fund (SILVX) and Global X Copper Miners ETF (COPX).
SILVX is managed by Summit Global Investments. It was launched on Feb 29, 2012. COPX is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Index. It was launched on Apr 19, 2010.
Performance
SILVX vs. COPX - Performance Comparison
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SILVX vs. COPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | -1.71% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | 0.19% | 16.43% |
COPX Global X Copper Miners ETF | 6.35% | 93.50% | 3.57% | 8.38% | -0.76% | 23.39% | 51.66% | 12.48% | -31.31% | 38.92% |
Returns By Period
In the year-to-date period, SILVX achieves a -1.71% return, which is significantly lower than COPX's 6.35% return. Over the past 10 years, SILVX has underperformed COPX with an annualized return of 9.37%, while COPX has yielded a comparatively higher 20.82% annualized return.
SILVX
- 1D
- 0.35%
- 1M
- -7.55%
- YTD
- -1.71%
- 6M
- 1.69%
- 1Y
- 5.40%
- 3Y*
- 11.25%
- 5Y*
- 7.40%
- 10Y*
- 9.37%
COPX
- 1D
- 7.92%
- 1M
- -20.22%
- YTD
- 6.35%
- 6M
- 30.65%
- 1Y
- 101.10%
- 3Y*
- 28.34%
- 5Y*
- 18.72%
- 10Y*
- 20.82%
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SILVX vs. COPX - Expense Ratio Comparison
SILVX has a 0.98% expense ratio, which is higher than COPX's 0.65% expense ratio.
Return for Risk
SILVX vs. COPX — Risk / Return Rank
SILVX
COPX
SILVX vs. COPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Equity Fund (SILVX) and Global X Copper Miners ETF (COPX). 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.
| SILVX | COPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 2.41 | -1.92 |
Sortino ratioReturn per unit of downside risk | 0.77 | 2.75 | -1.99 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.46 | -2.84 |
Martin ratioReturn relative to average drawdown | 2.65 | 13.40 | -10.74 |
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
| SILVX | COPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 2.41 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.52 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.59 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.16 | +0.60 |
Correlation
The correlation between SILVX and COPX is 0.44, 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
SILVX vs. COPX - Dividend Comparison
SILVX's dividend yield for the trailing twelve months is around 9.02%, more than COPX's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 9.02% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
COPX Global X Copper Miners ETF | 2.52% | 2.68% | 1.80% | 2.39% | 3.14% | 1.48% | 1.30% | 1.37% | 2.59% | 1.57% | 0.60% | 1.20% |
Drawdowns
SILVX vs. COPX - Drawdown Comparison
The maximum SILVX drawdown since its inception was -31.29%, smaller than the maximum COPX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for SILVX and COPX.
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Drawdown Indicators
| SILVX | COPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -83.16% | +51.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -27.82% | +18.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -42.12% | +20.91% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -65.41% | +34.12% |
Current DrawdownCurrent decline from peak | -7.55% | -20.22% | +12.67% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -39.60% | +35.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 7.20% | -5.05% |
Volatility
SILVX vs. COPX - Volatility Comparison
The current volatility for SGI U.S. Large Equity Fund (SILVX) is 3.33%, while Global X Copper Miners ETF (COPX) has a volatility of 18.96%. This indicates that SILVX experiences smaller price fluctuations and is considered to be less risky than COPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SILVX | COPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 18.96% | -15.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.83% | 33.75% | -26.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.03% | 42.22% | -29.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.28% | 36.05% | -22.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 35.51% | -20.55% |