GPIQ's Sortino Ratio of 1.87 indicates that for each unit of downside volatility, it generates 1.87 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
GPIQ Sortino Ratio Rank
GPIQ ranks above 54.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
GPIQ Sortino Ratio Market Positioning
The chart shows GPIQ's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 14.15+
- Median: 1.83 — half of all investments score higher
How it compares to other similar ETFs
The table compares Goldman Sachs Nasdaq-100 Core Premium Income ETF's Sortino Ratio with other ETFs in the Nasdaq-100, Dividend category across multiple time periods, showing how GPIQ's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 5.08 | |||
| NAPR | Innovator Nasdaq-100 Power Buffer ETF - April | 4.82 | |||
| PQAP | PGIM Nasdaq-100 Buffer 12 ETF - April | 4.58 | |||
| DEW | WisdomTree Global High Dividend Fund | 4.49 | |||
| INCE | Franklin Income Equity Focus ETF | 4.48 | |||
| SCHD | Schwab U.S. Dividend Equity ETF | 4.37 | |||
| QB | ProShares Nasdaq-100 Dynamic Daily Buffer ETF | 4.14 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 4.11 | |||
| SCDL | ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 3.97 | |||
| SDOG | ALPS Sector Dividend Dogs ETF | 3.95 | |||
| GPIQ | Goldman Sachs Nasdaq-100 Core Premium Income ETF | 1.87 |
Compare this symbol against anything
How much price history to include in the calculation
Historical Sortino Ratio
The chart shows GPIQ's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GPIQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does GPIQ fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio