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BBC vs. GDOC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBC vs. GDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Goldman Sachs Future Health Care Equity ETF (GDOC). The values are adjusted to include any dividend payments, if applicable.

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BBC vs. GDOC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBC
Virtus LifeSci Biotech Clinical Trials ETF
7.95%63.77%-1.11%-1.80%-35.13%-15.20%
GDOC
Goldman Sachs Future Health Care Equity ETF
-8.12%10.74%-1.66%4.60%-17.12%-2.77%

Returns By Period

In the year-to-date period, BBC achieves a 7.95% return, which is significantly higher than GDOC's -8.12% return.


BBC

1D
7.67%
1M
-1.98%
YTD
7.95%
6M
55.07%
1Y
141.32%
3Y*
25.09%
5Y*
-3.63%
10Y*
8.41%

GDOC

1D
2.76%
1M
-5.94%
YTD
-8.12%
6M
2.88%
1Y
1.53%
3Y*
0.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBC vs. GDOC - Expense Ratio Comparison

BBC has a 0.79% expense ratio, which is higher than GDOC's 0.75% expense ratio.


Return for Risk

BBC vs. GDOC — Risk / Return Rank

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

BBC
BBC Risk / Return Rank: 9797
Overall Rank
BBC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BBC Sortino Ratio Rank: 9797
Sortino Ratio Rank
BBC Omega Ratio Rank: 9595
Omega Ratio Rank
BBC Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBC Martin Ratio Rank: 9898
Martin Ratio Rank

GDOC
GDOC Risk / Return Rank: 1414
Overall Rank
GDOC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GDOC Sortino Ratio Rank: 1313
Sortino Ratio Rank
GDOC Omega Ratio Rank: 1313
Omega Ratio Rank
GDOC Calmar Ratio Rank: 1414
Calmar Ratio Rank
GDOC Martin Ratio Rank: 1414
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.

BBC vs. GDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Clinical Trials ETF (BBC) and Goldman Sachs Future Health Care Equity ETF (GDOC). 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.


BBCGDOCDifference

Sharpe ratio

Return per unit of total volatility

3.52

0.08

+3.44

Sortino ratio

Return per unit of downside risk

3.86

0.25

+3.61

Omega ratio

Gain probability vs. loss probability

1.47

1.03

+0.44

Calmar ratio

Return relative to maximum drawdown

6.54

0.10

+6.44

Martin ratio

Return relative to average drawdown

25.10

0.31

+24.79

BBC vs. GDOC - Sharpe Ratio Comparison

The current BBC Sharpe Ratio is 3.52, which is higher than the GDOC Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BBC and GDOC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBCGDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.52

0.08

+3.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.20

+0.32

Correlation

The correlation between BBC and GDOC is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBC vs. GDOC - Dividend Comparison

BBC's dividend yield for the trailing twelve months is around 1.57%, more than GDOC's 0.35% yield.


TTM20252024202320222021202020192018201720162015
BBC
Virtus LifeSci Biotech Clinical Trials ETF
1.57%1.70%1.00%0.34%0.00%0.00%0.00%0.00%0.00%2.09%0.00%0.51%
GDOC
Goldman Sachs Future Health Care Equity ETF
0.35%0.32%0.02%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBC vs. GDOC - Drawdown Comparison

The maximum BBC drawdown since its inception was -76.85%, which is greater than GDOC's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for BBC and GDOC.


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Drawdown Indicators


BBCGDOCDifference

Max Drawdown

Largest peak-to-trough decline

-76.85%

-31.01%

-45.84%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-14.57%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-72.58%

Max Drawdown (10Y)

Largest decline over 10 years

-76.85%

Current Drawdown

Current decline from peak

-30.71%

-15.86%

-14.85%

Average Drawdown

Average peak-to-trough decline

-37.30%

-15.90%

-21.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

4.96%

+0.09%

Volatility

BBC vs. GDOC - Volatility Comparison

Virtus LifeSci Biotech Clinical Trials ETF (BBC) has a higher volatility of 13.21% compared to Goldman Sachs Future Health Care Equity ETF (GDOC) at 6.04%. This indicates that BBC's price experiences larger fluctuations and is considered to be riskier than GDOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCGDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.21%

6.04%

+7.17%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

11.22%

+15.71%

Volatility (1Y)

Calculated over the trailing 1-year period

40.92%

18.63%

+22.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.30%

18.83%

+20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.86%

18.83%

+19.03%