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GDOC vs. ARKG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDOC vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Health Care Equity ETF (GDOC) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GDOC achieves a -7.76% return, which is significantly lower than ARKG's 17.09% return.


GDOC

1D
0.41%
1M
1.93%
YTD
-7.76%
6M
-9.87%
1Y
5.18%
3Y*
0.05%
5Y*
10Y*

ARKG

1D
-0.24%
1M
10.92%
YTD
17.09%
6M
10.02%
1Y
53.35%
3Y*
0.67%
5Y*
-15.72%
10Y*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDOC vs. ARKG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDOC
Goldman Sachs Future Health Care Equity ETF
-7.76%10.74%-1.66%4.60%-17.12%-2.77%
ARKG
ARK Genomic Revolution Multi-Sector ETF
17.09%23.04%-28.24%16.22%-53.90%-16.26%

Correlation

The correlation between GDOC and ARKG is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.70

The correlation between GDOC and ARKG shifts across timeframes, from 0.59 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

GDOC vs. ARKG - Sectors Allocation Comparison


Sectors
GDOC
ARKG

Healthcare

97.3%
99.2%

Consumer Defensive

1.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Financial Services

-

0.5%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

GDOC
97.3%
ARKG
99.2%

Consumer Defensive

GDOC
1.0%
ARKG

-

Basic Materials

GDOC

-

ARKG

-

Communication Services

GDOC

-

ARKG

-

Consumer Cyclical

GDOC

-

ARKG

-

Energy

GDOC

-

ARKG

-

Financial Services

GDOC

-

ARKG
0.5%

Industrials

GDOC

-

ARKG

-

Real Estate

GDOC

-

ARKG

-

Technology

GDOC

-

ARKG

-

Utilities

GDOC

-

ARKG

-

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Return for Risk

GDOC vs. ARKG — Risk / Return Rank

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

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

ARKG
ARKG Risk / Return Rank: 3535
Overall Rank
ARKG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 3737
Sortino Ratio Rank
ARKG Omega Ratio Rank: 3232
Omega Ratio Rank
ARKG Calmar Ratio Rank: 3838
Calmar Ratio Rank
ARKG Martin Ratio Rank: 3131
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.

GDOC vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Health Care Equity ETF (GDOC) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.


GDOCARKGDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.07

1.22

-0.16

Calmar ratioReturn relative to maximum drawdown

0.33

1.95

-1.62

Martin ratioReturn relative to average drawdown

0.76

4.67

-3.91

GDOC vs. ARKG - Sharpe Ratio Comparison

The current GDOC Sharpe Ratio is 0.33, which is lower than the ARKG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GDOC and ARKG, 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


GDOCARKGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.31

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.13

-0.32

Drawdowns

GDOC vs. ARKG - Drawdown Comparison

The maximum GDOC drawdown since its inception was -31.01%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for GDOC and ARKG.


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Drawdown Indicators


GDOCARKGDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-83.59%

+52.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-27.51%

+11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

-51.96%

+29.45%

Max Drawdown (5Y)

Largest decline over 5 years

-80.18%

Max Drawdown (10Y)

Largest decline over 10 years

-83.59%

Current Drawdown

Current decline from peak

-15.53%

-69.65%

+54.12%

Average Drawdown

Average peak-to-trough decline

-15.90%

-35.87%

+19.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

11.46%

-4.63%

Volatility

GDOC vs. ARKG - Volatility Comparison

The current volatility for Goldman Sachs Future Health Care Equity ETF (GDOC) is 4.90%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 11.90%. This indicates that GDOC experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDOCARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

11.90%

-7.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

28.77%

-17.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

41.12%

-25.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

45.61%

-26.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

41.12%

-22.33%

GDOC vs. ARKG - Expense Ratio Comparison

Both GDOC and ARKG have an expense ratio of 0.75%.


Dividends

GDOC vs. ARKG - Dividend Comparison

GDOC's dividend yield for the trailing twelve months is around 0.35%, while ARKG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%
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%

Frequently Asked Questions


GDOC and ARKG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKG has higher volatility (11.90%) compared to GDOC (4.90%). In terms of maximum drawdown, GDOC dropped -31.01% vs ARKG's -83.59%.

On 3-year performance, ARKG leads with 0.67% vs 0.05% for GDOC. Both ETFs have the same 0.75% expense ratio. On volatility, GDOC has been the lower-risk option at 4.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ARKG has performed better with a 0.67% return vs 0.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDOC and ARKG have the same expense ratio: 0.75% per year.

GDOC has the higher dividend yield at 0.35%, compared with 0.00% for ARKG.

They also come from different issuers: Goldman Sachs and ARK.

ARKG currently has the higher Sharpe Ratio (1.31 vs 0.33), 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

Find the right allocation for GDOC and ARKG

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