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

Performance

GDOC vs. PJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Health Care Equity ETF (GDOC) and Invesco Dynamic Pharmaceuticals ETF (PJP). 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 -5.08% return, which is significantly lower than PJP's 7.87% return.


GDOC

1D
1.69%
1M
1.70%
YTD
-5.08%
6M
-6.35%
1Y
8.39%
3Y*
0.91%
5Y*
10Y*

PJP

1D
0.70%
1M
3.08%
YTD
7.87%
6M
4.83%
1Y
42.28%
3Y*
15.13%
5Y*
8.22%
10Y*
7.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDOC vs. PJP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDOC
Goldman Sachs Future Health Care Equity ETF
-5.08%10.74%-1.66%4.60%-17.12%-2.73%
PJP
Invesco Dynamic Pharmaceuticals ETF
7.87%27.98%9.63%-2.18%-2.16%0.42%

Correlation

The correlation between GDOC and PJP is 0.75, 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

0.75

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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2021

0.75

The correlation between GDOC and PJP has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.

GDOC vs. PJP - Sectors Allocation Comparison


Sectors
GDOC
PJP

Healthcare

97.8%
100.0%

Consumer Defensive

1.1%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Financial Services

-

0.0%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

GDOC
97.8%
PJP
100.0%

Consumer Defensive

GDOC
1.1%
PJP

-

Basic Materials

GDOC

-

PJP

-

Communication Services

GDOC

-

PJP

-

Consumer Cyclical

GDOC

-

PJP

-

Energy

GDOC

-

PJP

-

Financial Services

GDOC

-

PJP
0.0%

Industrials

GDOC

-

PJP

-

Real Estate

GDOC

-

PJP

-

Technology

GDOC

-

PJP

-

Utilities

GDOC

-

PJP

-

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. PJP — Risk / Return Rank

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

GDOC
GDOC Risk / Return Rank: 1515
Overall Rank
GDOC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GDOC Sortino Ratio Rank: 1717
Sortino Ratio Rank
GDOC Omega Ratio Rank: 1515
Omega Ratio Rank
GDOC Calmar Ratio Rank: 1515
Calmar Ratio Rank
GDOC Martin Ratio Rank: 1414
Martin Ratio Rank

PJP
PJP Risk / Return Rank: 8181
Overall Rank
PJP Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PJP Sortino Ratio Rank: 8585
Sortino Ratio Rank
PJP Omega Ratio Rank: 7676
Omega Ratio Rank
PJP Calmar Ratio Rank: 8585
Calmar Ratio Rank
PJP Martin Ratio Rank: 7777
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. PJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Health Care Equity ETF (GDOC) and Invesco Dynamic Pharmaceuticals ETF (PJP). 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.


GDOCPJPDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

1.10

1.43

-0.33

Calmar ratioReturn relative to maximum drawdown

0.54

4.50

-3.96

Martin ratioReturn relative to average drawdown

1.18

14.26

-13.09

GDOC vs. PJP - Sharpe Ratio Comparison

The current GDOC Sharpe Ratio is 0.53, which is lower than the PJP Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of GDOC and PJP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GDOC vs. PJP - Drawdown Comparison

The maximum GDOC drawdown since its inception was -31.01%, smaller than the maximum PJP drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for GDOC and PJP.


Loading charts...

Drawdown Indicators


GDOCPJPDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-37.06%

+6.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-9.44%

-6.23%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

-16.27%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.95%

Current Drawdown

Current decline from peak

-13.08%

-1.26%

-11.82%

Average Drawdown

Average peak-to-trough decline

-15.87%

-8.83%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.14%

2.97%

+4.17%

Volatility

GDOC vs. PJP - Volatility Comparison

Goldman Sachs Future Health Care Equity ETF (GDOC) and Invesco Dynamic Pharmaceuticals ETF (PJP) have volatilities of 5.01% and 5.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GDOCPJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.20%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

12.34%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

16.54%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

16.19%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

18.39%

+0.38%

GDOC vs. PJP - Expense Ratio Comparison

GDOC has a 0.75% expense ratio, which is higher than PJP's 0.58% expense ratio.


Dividends

GDOC vs. PJP - Dividend Comparison

GDOC's dividend yield for the trailing twelve months is around 0.34%, less than PJP's 1.19% yield.


PositionTTM20252024202320222021202020192018201720162015
GDOC
Goldman Sachs Future Health Care Equity ETF
0.34%0.32%0.02%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PJP
Invesco Dynamic Pharmaceuticals ETF
1.19%0.98%0.97%1.01%0.95%0.81%0.75%0.77%1.12%0.65%0.91%5.49%

Frequently Asked Questions


GDOC and PJP have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PJP has higher volatility (5.20%) compared to GDOC (5.01%). In terms of maximum drawdown, GDOC dropped -31.01% vs PJP's -37.06%.

On 3-year performance, PJP leads with 15.13% vs 0.91% for GDOC. On fees, PJP is cheaper at 0.58% per year. On volatility, GDOC has been the lower-risk option at 5.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PJP has performed better with a 15.13% return vs 0.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PJP is cheaper with a 0.58% expense ratio, compared with 0.75% for GDOC.

PJP has the higher dividend yield at 1.19%, compared with 0.34% for GDOC.

They also come from different issuers: Goldman Sachs and Invesco. Their fees differ too: 0.75% for GDOC and 0.58% for PJP.

PJP currently has the higher Sharpe Ratio (2.57 vs 0.53), 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 PJP

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