FSCO vs. GPIX
FSCO (FS Credit Opportunities Corp.) is a stock, while GPIX (Goldman Sachs S&P 500 Premium Income ETF) is Derivative Income fund actively managed by Goldman Sachs. Over the past year, FSCO returned -24.79% vs 22.76% for GPIX. At a 0.26 correlation, their price movements are largely independent.
Performance
FSCO vs. GPIX - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -19.22% return, which is significantly lower than GPIX's 8.64% return.
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
GPIX
- 1D
- 0.55%
- 1M
- 0.31%
- YTD
- 8.64%
- 6M
- 9.22%
- 1Y
- 22.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO vs. GPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 34.88% | 6.91% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.64% | 16.25% | 21.77% | 13.04% |
Correlation
The correlation between FSCO and GPIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.26 |
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Return for Risk
FSCO vs. GPIX — Risk / Return Rank
FSCO
GPIX
FSCO vs. GPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.
| FSCO | GPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.06 | ||
| Sortino ratioReturn per unit of downside risk | -4.10 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.41 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.97 | -3.67 |
| Martin ratioReturn relative to average drawdown | -1.41 | 14.51 | -15.93 |
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Drawdowns
FSCO vs. GPIX - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for FSCO and GPIX.
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Drawdown Indicators
| FSCO | GPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -17.50% | -18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -7.71% | -27.82% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | — | — |
Current DrawdownCurrent decline from peak | -29.47% | -1.63% | -27.84% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -1.49% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 1.57% | +16.02% |
Volatility
FSCO vs. GPIX - Volatility Comparison
FS Credit Opportunities Corp. (FSCO) has a higher volatility of 5.86% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 3.77%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | GPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 3.77% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.49% | 8.51% | +13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 10.62% | +16.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 13.86% | +14.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.22% | 13.86% | +14.36% |
Dividends
FSCO vs. GPIX - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 16.32%, more than GPIX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% |
GPIX Goldman Sachs S&P 500 Premium Income ETF | 8.09% | 8.01% | 7.45% | 1.40% | 0.00% |
Frequently Asked Questions
FSCO and GPIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.86%) compared to GPIX (3.77%). In terms of maximum drawdown, FSCO dropped -35.53% vs GPIX's -17.50%.
GPIX currently has the higher Sharpe Ratio (2.15 vs -0.91), 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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