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GEM vs. GVIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GEM vs. GVIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) and Goldman Sachs Hedge Industry VIP ETF (GVIP). The values are adjusted to include any dividend payments, if applicable.

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GEM vs. GVIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEM
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
3.80%33.43%6.66%11.82%-21.33%-0.19%13.23%17.79%-14.25%36.43%
GVIP
Goldman Sachs Hedge Industry VIP ETF
-5.92%25.27%29.82%39.15%-31.95%11.86%44.12%30.21%-6.85%25.79%

Returns By Period

In the year-to-date period, GEM achieves a 3.80% return, which is significantly higher than GVIP's -5.92% return.


GEM

1D
3.52%
1M
-9.22%
YTD
3.80%
6M
8.54%
1Y
33.24%
3Y*
15.80%
5Y*
4.48%
10Y*
7.72%

GVIP

1D
4.35%
1M
-6.82%
YTD
-5.92%
6M
-4.60%
1Y
24.04%
3Y*
24.28%
5Y*
8.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GEM vs. GVIP - Expense Ratio Comparison

Both GEM and GVIP have an expense ratio of 0.45%.


Return for Risk

GEM vs. GVIP — Risk / Return Rank

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

GEM
GEM Risk / Return Rank: 8585
Overall Rank
GEM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GEM Sortino Ratio Rank: 8686
Sortino Ratio Rank
GEM Omega Ratio Rank: 8585
Omega Ratio Rank
GEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
GEM Martin Ratio Rank: 8484
Martin Ratio Rank

GVIP
GVIP Risk / Return Rank: 6666
Overall Rank
GVIP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GVIP Sortino Ratio Rank: 6363
Sortino Ratio Rank
GVIP Omega Ratio Rank: 6363
Omega Ratio Rank
GVIP Calmar Ratio Rank: 7171
Calmar Ratio Rank
GVIP Martin Ratio Rank: 7171
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.

GEM vs. GVIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) and Goldman Sachs Hedge Industry VIP ETF (GVIP). 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.


GEMGVIPDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.04

+0.66

Sortino ratio

Return per unit of downside risk

2.32

1.55

+0.77

Omega ratio

Gain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

2.44

1.76

+0.68

Martin ratio

Return relative to average drawdown

9.52

6.94

+2.58

GEM vs. GVIP - Sharpe Ratio Comparison

The current GEM Sharpe Ratio is 1.70, which is higher than the GVIP Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GEM and GVIP, 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


GEMGVIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.04

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.43

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.71

-0.28

Correlation

The correlation between GEM and GVIP is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GEM vs. GVIP - Dividend Comparison

GEM's dividend yield for the trailing twelve months is around 2.22%, more than GVIP's 0.36% yield.


TTM20252024202320222021202020192018201720162015
GEM
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
2.22%2.30%2.58%2.97%2.96%3.00%1.63%3.13%2.08%1.81%1.98%0.25%
GVIP
Goldman Sachs Hedge Industry VIP ETF
0.36%0.34%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%0.00%

Drawdowns

GEM vs. GVIP - Drawdown Comparison

The maximum GEM drawdown since its inception was -37.02%, roughly equal to the maximum GVIP drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for GEM and GVIP.


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Drawdown Indicators


GEMGVIPDifference

Max Drawdown

Largest peak-to-trough decline

-37.02%

-37.09%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-13.67%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.50%

-37.09%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-37.02%

Current Drawdown

Current decline from peak

-10.45%

-9.91%

-0.54%

Average Drawdown

Average peak-to-trough decline

-12.17%

-7.71%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.47%

-0.02%

Volatility

GEM vs. GVIP - Volatility Comparison

Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) has a higher volatility of 10.14% compared to Goldman Sachs Hedge Industry VIP ETF (GVIP) at 8.62%. This indicates that GEM's price experiences larger fluctuations and is considered to be riskier than GVIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEMGVIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.14%

8.62%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

14.56%

14.52%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

23.32%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

21.19%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

21.68%

-2.88%