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SMB vs. GDXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMB vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short Muni ETF (SMB) and VanEck Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMB achieves a 0.76% return, which is significantly higher than GDXJ's -11.62% return. Over the past 10 years, SMB has underperformed GDXJ with an annualized return of 1.48%, while GDXJ has yielded a comparatively higher 10.91% annualized return.


SMB

1D
-0.03%
1M
0.79%
YTD
0.76%
6M
0.76%
1Y
3.53%
3Y*
3.47%
5Y*
1.24%
10Y*
1.48%

GDXJ

1D
-5.24%
1M
-9.91%
YTD
-11.62%
6M
-16.20%
1Y
51.11%
3Y*
44.53%
5Y*
17.86%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMB vs. GDXJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMB
VanEck Short Muni ETF
0.76%4.61%2.41%3.14%-4.50%0.12%3.30%4.54%1.86%1.16%
GDXJ
VanEck Junior Gold Miners ETF
-11.62%172.28%15.67%7.12%-14.53%-21.25%30.40%40.44%-11.02%8.22%

Correlation

The correlation between SMB and GDXJ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

0.18

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

0.16

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2009

0.11

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Return for Risk

SMB vs. GDXJ — Risk / Return Rank

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

SMB
SMB Risk / Return Rank: 6969
Overall Rank
SMB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SMB Sortino Ratio Rank: 7777
Sortino Ratio Rank
SMB Omega Ratio Rank: 7979
Omega Ratio Rank
SMB Calmar Ratio Rank: 6666
Calmar Ratio Rank
SMB Martin Ratio Rank: 5252
Martin Ratio Rank

GDXJ
GDXJ Risk / Return Rank: 2828
Overall Rank
GDXJ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 2727
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 2929
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 2727
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 2626
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.

SMB vs. GDXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short Muni ETF (SMB) and VanEck Junior Gold Miners ETF (GDXJ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMBGDXJDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.43

1.20

+0.24

Calmar ratioReturn relative to maximum drawdown

3.03

1.30

+1.73

Martin ratioReturn relative to average drawdown

8.52

3.40

+5.12

SMB vs. GDXJ - Sharpe Ratio Comparison

The current SMB Sharpe Ratio is 2.18, which is higher than the GDXJ Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SMB and GDXJ, 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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Drawdowns

SMB vs. GDXJ - Drawdown Comparison

The maximum SMB drawdown since its inception was -12.64%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for SMB and GDXJ.


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Drawdown Indicators


SMBGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-88.66%

+76.02%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-39.47%

+38.30%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-39.47%

+37.67%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-48.79%

+41.31%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-57.77%

+45.13%

Current Drawdown

Current decline from peak

-0.05%

-35.62%

+35.57%

Average Drawdown

Average peak-to-trough decline

-1.14%

-60.40%

+59.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

15.08%

-14.66%

Volatility

SMB vs. GDXJ - Volatility Comparison

The current volatility for VanEck Short Muni ETF (SMB) is 0.29%, while VanEck Junior Gold Miners ETF (GDXJ) has a volatility of 20.19%. This indicates that SMB experiences smaller price fluctuations and is considered to be less risky than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

20.19%

-19.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.16%

44.45%

-43.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.63%

52.42%

-50.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

41.71%

-39.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

44.30%

-40.04%

SMB vs. GDXJ - Expense Ratio Comparison

SMB has a 0.20% expense ratio, which is lower than GDXJ's 0.52% expense ratio.


Dividends

SMB vs. GDXJ - Dividend Comparison

SMB's dividend yield for the trailing twelve months is around 2.69%, more than GDXJ's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
GDXJ
VanEck Junior Gold Miners ETF
2.63%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%
SMB
VanEck Short Muni ETF
2.69%2.63%2.38%1.83%1.32%1.24%1.50%1.58%1.49%1.23%1.12%1.13%

Frequently Asked Questions


SMB and GDXJ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXJ has higher volatility (20.19%) compared to SMB (0.29%). In terms of maximum drawdown, SMB dropped -12.64% vs GDXJ's -88.66%.

On 10-year performance, GDXJ leads with 10.91% vs 1.48% for SMB. On fees, SMB is cheaper at 0.20% per year. On volatility, SMB has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GDXJ has performed better with a 10.91% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMB is cheaper with a 0.20% expense ratio, compared with 0.52% for GDXJ.

SMB has the higher dividend yield at 2.69%, compared with 2.63% for GDXJ.

SMB is categorized as Municipal Bonds, while GDXJ is Gold. SMB tracks Bloomberg AMT-Free Short Continuous, while GDXJ tracks MVIS Global Junior Gold Miners Index. Their fees differ too: 0.20% for SMB and 0.52% for GDXJ.

SMB currently has the higher Sharpe Ratio (2.18 vs 0.98), 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

Find the right allocation for SMB and GDXJ

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