PortfoliosLab logoPortfoliosLab logo
GDOC vs. PBPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDOC vs. PBPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Health Care Equity ETF (GDOC) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GDOC achieves a -7.76% return, which is significantly lower than PBPH's -1.13% return.


GDOC

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

PBPH

1D
0.58%
1M
0.07%
YTD
-1.13%
6M
-0.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDOC vs. PBPH - Yearly Performance Comparison


Correlation

The correlation between GDOC and PBPH is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.80

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GDOC vs. PBPH — 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

PBPH
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. PBPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Health Care Equity ETF (GDOC) and Portfolio Building Block World Pharma and Biotech Index ETF (PBPH). 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.


GDOCPBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.33

Martin ratioReturn relative to average drawdown

0.76

GDOC vs. PBPH - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GDOCPBPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.04

-0.15

Drawdowns

GDOC vs. PBPH - Drawdown Comparison

The maximum GDOC drawdown since its inception was -31.01%, which is greater than PBPH's maximum drawdown of -11.10%. Use the drawdown chart below to compare losses from any high point for GDOC and PBPH.


Loading charts...

Drawdown Indicators


GDOCPBPHDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-11.10%

-19.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

Current Drawdown

Current decline from peak

-15.53%

-8.69%

-6.84%

Average Drawdown

Average peak-to-trough decline

-15.90%

-4.23%

-11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

Volatility

GDOC vs. PBPH - Volatility Comparison


Loading charts...

Volatility by Period


GDOCPBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

16.78%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

16.78%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

16.78%

+2.01%

GDOC vs. PBPH - Expense Ratio Comparison

GDOC has a 0.75% expense ratio, which is higher than PBPH's 0.13% expense ratio.


Dividends

GDOC vs. PBPH - Dividend Comparison

GDOC's dividend yield for the trailing twelve months is around 0.35%, more than PBPH's 0.09% yield.


PositionTTM2025202420232022
GDOC
Goldman Sachs Future Health Care Equity ETF
0.35%0.32%0.02%0.55%0.00%
PBPH
Portfolio Building Block World Pharma and Biotech Index ETF
0.09%0.09%0.00%0.00%0.00%

Frequently Asked Questions


GDOC and PBPH have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBPH is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBPH is cheaper with a 0.13% expense ratio, compared with 0.75% for GDOC.

GDOC has the higher dividend yield at 0.35%, compared with 0.09% for PBPH.

They also come from different issuers: Goldman Sachs and Portfolio Building Block. Their fees differ too: 0.75% for GDOC and 0.13% for PBPH.

Portfolio Optimizer

Find the right allocation for GDOC and PBPH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer