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AAAU vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAAU vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Physical Gold ETF (AAAU) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAAU achieves a 3.83% return, which is significantly higher than FLRT's 1.85% return.


AAAU

1D
0.87%
1M
-1.63%
YTD
3.83%
6M
6.34%
1Y
32.55%
3Y*
31.47%
5Y*
18.60%
10Y*

FLRT

1D
0.02%
1M
0.81%
YTD
1.85%
6M
2.51%
1Y
6.08%
3Y*
8.87%
5Y*
5.98%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAU vs. FLRT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AAAU
Goldman Sachs Physical Gold ETF
3.83%64.06%26.91%12.96%-0.50%-4.01%25.02%18.17%9.20%
FLRT
Pacific Global Senior Loan ETF
1.85%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-3.94%

Correlation

The correlation between AAAU and FLRT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.01

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

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2018

0.06

The correlation between AAAU and FLRT shifts across timeframes, from -0.07 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AAAU vs. FLRT — Risk / Return Rank

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

AAAU
AAAU Risk / Return Rank: 3434
Overall Rank
AAAU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 3131
Sortino Ratio Rank
AAAU Omega Ratio Rank: 3939
Omega Ratio Rank
AAAU Calmar Ratio Rank: 3535
Calmar Ratio Rank
AAAU Martin Ratio Rank: 3030
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6969
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.

AAAU vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and Pacific Global Senior Loan ETF (FLRT). 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.


AAAUFLRTDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-4.39

Omega ratioGain probability vs. loss probability

1.25

1.95

-0.70

Calmar ratioReturn relative to maximum drawdown

1.71

3.43

-1.72

Martin ratioReturn relative to average drawdown

4.21

12.62

-8.41

AAAU vs. FLRT - Sharpe Ratio Comparison

The current AAAU Sharpe Ratio is 1.24, which is lower than the FLRT Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of AAAU and FLRT, 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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Sharpe Ratios by Period


AAAUFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

3.89

-2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

2.61

-1.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.75

+0.34

Drawdowns

AAAU vs. FLRT - Drawdown Comparison

The maximum AAAU drawdown since its inception was -21.63%, roughly equal to the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for AAAU and FLRT.


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Drawdown Indicators


AAAUFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-20.96%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-19.13%

-1.78%

-17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.13%

-2.87%

-16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-7.60%

-13.34%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-16.97%

-0.13%

-16.84%

Average Drawdown

Average peak-to-trough decline

-6.19%

-1.41%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

0.48%

+7.28%

Volatility

AAAU vs. FLRT - Volatility Comparison

Goldman Sachs Physical Gold ETF (AAAU) has a higher volatility of 5.51% compared to Pacific Global Senior Loan ETF (FLRT) at 0.40%. This indicates that AAAU's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAUFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

0.40%

+5.11%

Volatility (6M)

Calculated over the trailing 6-month period

22.94%

1.19%

+21.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

1.57%

+24.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

2.30%

+15.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

6.17%

+10.82%

AAAU vs. FLRT - Expense Ratio Comparison

AAAU has a 0.18% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Dividends

AAAU vs. FLRT - Dividend Comparison

AAAU has not paid dividends to shareholders, while FLRT's dividend yield for the trailing twelve months is around 6.81%.


PositionTTM20252024202320222021202020192018201720162015
AAAU
Goldman Sachs Physical Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Frequently Asked Questions


AAAU and FLRT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAAU has higher volatility (5.51%) compared to FLRT (0.40%). In terms of maximum drawdown, AAAU dropped -21.63% vs FLRT's -20.96%.

On 5-year performance, AAAU leads with 18.60% vs 5.98% for FLRT. On fees, AAAU is cheaper at 0.18% per year. On volatility, FLRT has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AAAU has performed better with a 18.60% return vs 5.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AAAU is cheaper with a 0.18% expense ratio, compared with 0.69% for FLRT.

FLRT has the higher dividend yield at 6.81%, compared with 0.00% for AAAU.

AAAU is categorized as Gold, while FLRT is High Yield Bonds. They also come from different issuers: Goldman Sachs and Pacific Life. Their fees differ too: 0.18% for AAAU and 0.69% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.89 vs 1.24), 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

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