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GDOC vs. PSCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDOC vs. PSCH - 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 S&P SmallCap Health Care ETF (PSCH). The values are adjusted to include any dividend payments, if applicable.

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GDOC vs. PSCH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDOC
Goldman Sachs Future Health Care Equity ETF
-8.12%10.74%-1.66%4.60%-17.12%-2.77%
PSCH
Invesco S&P SmallCap Health Care ETF
-6.60%-0.49%3.77%-2.71%-25.15%-5.53%

Returns By Period

In the year-to-date period, GDOC achieves a -8.12% return, which is significantly lower than PSCH's -6.60% return.


GDOC

1D
2.76%
1M
-5.94%
YTD
-8.12%
6M
2.88%
1Y
1.53%
3Y*
0.66%
5Y*
10Y*

PSCH

1D
5.03%
1M
-5.05%
YTD
-6.60%
6M
-1.10%
1Y
-4.92%
3Y*
-1.84%
5Y*
-7.37%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDOC vs. PSCH - Expense Ratio Comparison

GDOC has a 0.75% expense ratio, which is higher than PSCH's 0.29% expense ratio.


Return for Risk

GDOC vs. PSCH — Risk / Return Rank

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

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

PSCH
PSCH Risk / Return Rank: 99
Overall Rank
PSCH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PSCH Sortino Ratio Rank: 88
Sortino Ratio Rank
PSCH Omega Ratio Rank: 88
Omega Ratio Rank
PSCH Calmar Ratio Rank: 1010
Calmar Ratio Rank
PSCH Martin Ratio Rank: 1010
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. PSCH - 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 S&P SmallCap Health Care ETF (PSCH). 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.


GDOCPSCHDifference

Sharpe ratio

Return per unit of total volatility

0.08

-0.21

+0.29

Sortino ratio

Return per unit of downside risk

0.25

-0.14

+0.39

Omega ratio

Gain probability vs. loss probability

1.03

0.98

+0.05

Calmar ratio

Return relative to maximum drawdown

0.10

-0.10

+0.21

Martin ratio

Return relative to average drawdown

0.31

-0.23

+0.54

GDOC vs. PSCH - Sharpe Ratio Comparison

The current GDOC Sharpe Ratio is 0.08, which is higher than the PSCH Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of GDOC and PSCH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GDOCPSCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.21

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.49

-0.69

Correlation

The correlation between GDOC and PSCH is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GDOC vs. PSCH - Dividend Comparison

GDOC's dividend yield for the trailing twelve months is around 0.35%, more than PSCH's 0.01% yield.


TTM2025202420232022202120202019201820172016
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%0.00%
PSCH
Invesco S&P SmallCap Health Care ETF
0.01%0.04%0.27%0.01%2.27%0.00%0.00%0.00%0.00%0.00%0.03%

Drawdowns

GDOC vs. PSCH - Drawdown Comparison

The maximum GDOC drawdown since its inception was -31.01%, smaller than the maximum PSCH drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for GDOC and PSCH.


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Drawdown Indicators


GDOCPSCHDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

-46.32%

+15.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-15.36%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-46.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.32%

Current Drawdown

Current decline from peak

-15.86%

-36.32%

+20.46%

Average Drawdown

Average peak-to-trough decline

-15.90%

-13.26%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

6.77%

-1.81%

Volatility

GDOC vs. PSCH - Volatility Comparison

The current volatility for Goldman Sachs Future Health Care Equity ETF (GDOC) is 6.04%, while Invesco S&P SmallCap Health Care ETF (PSCH) has a volatility of 8.64%. This indicates that GDOC experiences smaller price fluctuations and is considered to be less risky than PSCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDOCPSCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

8.64%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

14.92%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

23.58%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

22.91%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

23.65%

-4.82%