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FCSH vs. GSIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCSH vs. GSIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short Duration Corporate ETF (FCSH) and Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCSH achieves a 0.40% return, which is significantly lower than GSIG's 0.68% return.


FCSH

1D
-0.14%
1M
-0.07%
YTD
0.40%
6M
0.63%
1Y
3.64%
3Y*
5.10%
5Y*
10Y*

GSIG

1D
0.01%
1M
0.20%
YTD
0.68%
6M
0.89%
1Y
4.17%
3Y*
5.39%
5Y*
2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCSH vs. GSIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCSH
Federated Hermes Short Duration Corporate ETF
0.40%6.42%4.66%5.45%-5.87%0.08%
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
0.68%6.69%4.72%6.06%-5.80%0.02%

Correlation

The correlation between FCSH and GSIG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2021

0.93

The correlation between FCSH and GSIG shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FCSH vs. GSIG — Risk / Return Rank

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

FCSH
FCSH Risk / Return Rank: 5959
Overall Rank
FCSH Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FCSH Sortino Ratio Rank: 6363
Sortino Ratio Rank
FCSH Omega Ratio Rank: 5959
Omega Ratio Rank
FCSH Calmar Ratio Rank: 6161
Calmar Ratio Rank
FCSH Martin Ratio Rank: 5656
Martin Ratio Rank

GSIG
GSIG Risk / Return Rank: 7878
Overall Rank
GSIG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GSIG Sortino Ratio Rank: 8888
Sortino Ratio Rank
GSIG Omega Ratio Rank: 8686
Omega Ratio Rank
GSIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
GSIG Martin Ratio Rank: 7171
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.

FCSH vs. GSIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short Duration Corporate ETF (FCSH) and Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG). 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.

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.


FCSHGSIGDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.36

1.50

-0.15

Calmar ratioReturn relative to maximum drawdown

2.94

3.13

-0.19

Martin ratioReturn relative to average drawdown

9.62

12.77

-3.15

FCSH vs. GSIG - Sharpe Ratio Comparison

The current FCSH Sharpe Ratio is 1.84, which is comparable to the GSIG Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of FCSH and GSIG, 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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Drawdowns

FCSH vs. GSIG - Drawdown Comparison

The maximum FCSH drawdown since its inception was -8.47%, smaller than the maximum GSIG drawdown of -9.57%. Use the drawdown chart below to compare losses from any high point for FCSH and GSIG.


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Drawdown Indicators


FCSHGSIGDifference

Max Drawdown

Largest peak-to-trough decline

-8.47%

-9.57%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-1.46%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-1.46%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Current Drawdown

Current decline from peak

-0.74%

-0.31%

-0.43%

Average Drawdown

Average peak-to-trough decline

-2.19%

-2.10%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.36%

+0.02%

Volatility

FCSH vs. GSIG - Volatility Comparison

Federated Hermes Short Duration Corporate ETF (FCSH) has a higher volatility of 0.65% compared to Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) at 0.57%. This indicates that FCSH's price experiences larger fluctuations and is considered to be riskier than GSIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSHGSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.57%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

1.35%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

1.84%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

2.89%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.89%

2.71%

+0.18%

FCSH vs. GSIG - Expense Ratio Comparison

FCSH has a 0.30% expense ratio, which is higher than GSIG's 0.14% expense ratio.


Dividends

FCSH vs. GSIG - Dividend Comparison

FCSH's dividend yield for the trailing twelve months is around 4.09%, less than GSIG's 4.34% yield.


PositionTTM202520242023202220212020
FCSH
Federated Hermes Short Duration Corporate ETF
4.09%4.14%4.44%2.31%1.76%0.04%0.00%
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.34%4.61%4.59%3.51%2.21%1.04%0.45%

Frequently Asked Questions


FCSH and GSIG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCSH has higher volatility (0.65%) compared to GSIG (0.57%). In terms of maximum drawdown, FCSH dropped -8.47% vs GSIG's -9.57%.

On 3-year performance, GSIG leads with 5.39% vs 5.10% for FCSH. On fees, GSIG is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GSIG has performed better with a 5.39% return vs 5.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSIG is cheaper with a 0.14% expense ratio, compared with 0.30% for FCSH.

GSIG has the higher dividend yield at 4.34%, compared with 4.09% for FCSH.

FCSH is categorized as Short-Term Bond, while GSIG is Corporate Bonds. They also come from different issuers: Federated and Goldman Sachs. Their fees differ too: 0.30% for FCSH and 0.14% for GSIG.

GSIG currently has the higher Sharpe Ratio (2.48 vs 1.84), 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.

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