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CUSIP
38149W556
Inception Date
Jul 23, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$39M

Share Price Chart


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Performance

GMNY Performance Chart

Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) is up 2.1% since the beginning of the year. GMNY is currently trading at $50 per share.


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S&P 500 Index

Returns By Period

Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) has returned 2.06% so far this year and 6.30% over the past 12 months.


Goldman Sachs Dynamic New York Municipal Income ETF

1D
-0.03%
1M
1.28%
YTD
2.06%
6M
2.24%
1Y
6.30%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMNY Monthly Returns History

Based on dividend-adjusted daily data since Jul 25, 2024, GMNY's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 75% of months were positive and 25% were negative. The best month was Sep 2025 with a return of +1.8%, while the worst month was Mar 2026 at -1.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, GMNY closed higher 55% of trading days. The best single day was Apr 14, 2025 with a return of +0.9%, while the worst single day was Apr 7, 2025 at -1.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.74%1.19%-1.79%1.05%0.35%0.53%2.06%
20250.41%1.14%-1.41%-0.72%0.02%0.63%-0.52%0.88%1.82%0.91%0.24%0.38%3.79%
20240.30%0.62%1.04%-1.22%1.26%-1.15%0.82%

Benchmark Metrics

Goldman Sachs Dynamic New York Municipal Income ETF has an annualized alpha of 3.41%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 25, 2024.

  • This ETF participated in 18.01% of S&P 500 Index downside but only 15.93% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.41%
Beta
0.01
0.00
Upside Capture
15.93%
Downside Capture
18.01%

Expense Ratio

GMNY has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GMNY ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GMNY Risk / Return Rank: 7272
Overall Rank
GMNY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GMNY Sortino Ratio Rank: 8080
Sortino Ratio Rank
GMNY Omega Ratio Rank: 8484
Omega Ratio Rank
GMNY Calmar Ratio Rank: 5959
Calmar Ratio Rank
GMNY Martin Ratio Rank: 6262
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) and compare them to S&P 500 Index.

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.


GMNYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

2.85

2.78

+0.07

Martin ratioReturn relative to average drawdown

10.80

12.44

-1.64

Dividends

Dividend History

Goldman Sachs Dynamic New York Municipal Income ETF provided a 3.28% dividend yield over the last twelve months, with an annual payout of $1.65 per share.


1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.65$1.66$0.73

Dividend yield

3.28%3.33%1.47%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Dynamic New York Municipal Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.14$0.13$0.15$0.14$0.13$0.70
2025$0.00$0.14$0.13$0.15$0.15$0.14$0.15$0.08$0.14$0.15$0.15$0.28$1.66
2024$0.16$0.15$0.13$0.29$0.73

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Dynamic New York Municipal Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs Dynamic New York Municipal Income ETF was 4.00%, occurring on Apr 11, 2025. Recovery took 102 trading sessions.

The current Goldman Sachs Dynamic New York Municipal Income ETF drawdown is 0.03%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-4.00%Apr 2025
1mo 13d5mo 1d
6mo 14dFeb 2025 - Sep 2025
2026 pullback2026
-2.21%Mar 2026
24d2mo 24d
3mo 18dMar 2026 - Jun 2026
2025 pullback2025
-2.12%Jan 2025
1mo 9d1mo 13d
2mo 22dDec 2024 - Feb 2025
2024 pullback2024
-1.99%Nov 2024
1mo 5d26d
2mo 1dOct 2024 - Dec 2024
2024 pullback2024
-0.82%Aug 2024
9d22d
1mo 1dAug 2024 - Sep 2024

Drawdown Indicators


GMNYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.00%

-56.78%

+52.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-9.10%

+6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.03%

-1.80%

+1.77%

Average Drawdown

Average peak-to-trough decline

-0.90%

-10.71%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.03%

-1.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GMNY

Add Goldman Sachs Dynamic New York Municipal Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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