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UNWPX vs. VSQYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


UNWPXVSQYX
YTD Return10.34%12.00%
1Y Return9.59%21.35%
3Y Return (Ann)-14.20%6.42%
5Y Return (Ann)-1.28%11.26%
Sharpe Ratio0.321.34
Daily Std Dev25.18%15.57%
Max Drawdown-95.11%-38.11%
Current Drawdown-74.22%-1.20%

Correlation

-0.50.00.51.00.3

The correlation between UNWPX and VSQYX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

UNWPX vs. VSQYX - Performance Comparison

In the year-to-date period, UNWPX achieves a 10.34% return, which is significantly lower than VSQYX's 12.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
23.06%
6.84%
UNWPX
VSQYX

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UNWPX vs. VSQYX - Expense Ratio Comparison

UNWPX has a 1.53% expense ratio, which is higher than VSQYX's 0.19% expense ratio.


UNWPX
U.S. Global Investors World Precious Minerals Fund
Expense ratio chart for UNWPX: current value at 1.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.53%
Expense ratio chart for VSQYX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

UNWPX vs. VSQYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors World Precious Minerals Fund (UNWPX) and Invesco MSCI World SRI Index Fund (VSQYX). 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.


UNWPX
Sharpe ratio
The chart of Sharpe ratio for UNWPX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.005.000.32
Sortino ratio
The chart of Sortino ratio for UNWPX, currently valued at 0.64, compared to the broader market0.005.0010.000.64
Omega ratio
The chart of Omega ratio for UNWPX, currently valued at 1.07, compared to the broader market1.002.003.004.001.07
Calmar ratio
The chart of Calmar ratio for UNWPX, currently valued at 0.13, compared to the broader market0.005.0010.0015.0020.000.13
Martin ratio
The chart of Martin ratio for UNWPX, currently valued at 1.02, compared to the broader market0.0020.0040.0060.0080.00100.001.02
VSQYX
Sharpe ratio
The chart of Sharpe ratio for VSQYX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.005.001.34
Sortino ratio
The chart of Sortino ratio for VSQYX, currently valued at 1.94, compared to the broader market0.005.0010.001.94
Omega ratio
The chart of Omega ratio for VSQYX, currently valued at 1.25, compared to the broader market1.002.003.004.001.25
Calmar ratio
The chart of Calmar ratio for VSQYX, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.37
Martin ratio
The chart of Martin ratio for VSQYX, currently valued at 7.39, compared to the broader market0.0020.0040.0060.0080.00100.007.39

UNWPX vs. VSQYX - Sharpe Ratio Comparison

The current UNWPX Sharpe Ratio is 0.32, which is lower than the VSQYX Sharpe Ratio of 1.34. The chart below compares the 12-month rolling Sharpe Ratio of UNWPX and VSQYX.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AprilMayJuneJulyAugustSeptember
0.32
1.34
UNWPX
VSQYX

Dividends

UNWPX vs. VSQYX - Dividend Comparison

UNWPX has not paid dividends to shareholders, while VSQYX's dividend yield for the trailing twelve months is around 2.70%.


TTM202320222021202020192018201720162015
UNWPX
U.S. Global Investors World Precious Minerals Fund
0.00%0.00%0.00%71.74%6.75%0.00%17.45%28.55%0.33%9.84%
VSQYX
Invesco MSCI World SRI Index Fund
2.70%3.02%1.84%1.40%1.46%1.78%2.90%3.73%0.79%0.00%

Drawdowns

UNWPX vs. VSQYX - Drawdown Comparison

The maximum UNWPX drawdown since its inception was -95.11%, which is greater than VSQYX's maximum drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for UNWPX and VSQYX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-51.81%
-1.20%
UNWPX
VSQYX

Volatility

UNWPX vs. VSQYX - Volatility Comparison

U.S. Global Investors World Precious Minerals Fund (UNWPX) has a higher volatility of 9.04% compared to Invesco MSCI World SRI Index Fund (VSQYX) at 5.47%. This indicates that UNWPX's price experiences larger fluctuations and is considered to be riskier than VSQYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
9.04%
5.47%
UNWPX
VSQYX