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GEMD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GEMD and ^GSPC is 0.51, 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.


-0.50.00.51.00.5

Performance

GEMD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.06%
9.04%
GEMD
^GSPC

Key characteristics

Sharpe Ratio

GEMD:

1.19

^GSPC:

1.83

Sortino Ratio

GEMD:

1.74

^GSPC:

2.47

Omega Ratio

GEMD:

1.21

^GSPC:

1.33

Calmar Ratio

GEMD:

0.78

^GSPC:

2.76

Martin Ratio

GEMD:

3.67

^GSPC:

11.27

Ulcer Index

GEMD:

2.12%

^GSPC:

2.08%

Daily Std Dev

GEMD:

6.52%

^GSPC:

12.79%

Max Drawdown

GEMD:

-24.57%

^GSPC:

-56.78%

Current Drawdown

GEMD:

-3.24%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, GEMD achieves a 2.39% return, which is significantly lower than ^GSPC's 3.96% return.


GEMD

YTD

2.39%

1M

1.46%

6M

-0.06%

1Y

7.18%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GEMD vs. ^GSPC — Risk-Adjusted Performance Rank

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

GEMD
The Risk-Adjusted Performance Rank of GEMD is 4040
Overall Rank
The Sharpe Ratio Rank of GEMD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of GEMD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GEMD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of GEMD is 3333
Calmar Ratio Rank
The Martin Ratio Rank of GEMD is 3636
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GEMD vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for GEMD, currently valued at 1.19, compared to the broader market0.002.004.001.191.83
The chart of Sortino ratio for GEMD, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.0012.001.742.47
The chart of Omega ratio for GEMD, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.33
The chart of Calmar ratio for GEMD, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.782.76
The chart of Martin ratio for GEMD, currently valued at 3.67, compared to the broader market0.0020.0040.0060.0080.00100.003.6711.27
GEMD
^GSPC

The current GEMD Sharpe Ratio is 1.19, which is lower than the ^GSPC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GEMD and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.19
1.83
GEMD
^GSPC

Drawdowns

GEMD vs. ^GSPC - Drawdown Comparison

The maximum GEMD drawdown since its inception was -24.57%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GEMD and ^GSPC. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.24%
-0.07%
GEMD
^GSPC

Volatility

GEMD vs. ^GSPC - Volatility Comparison

The current volatility for Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) is 1.48%, while S&P 500 (^GSPC) has a volatility of 3.21%. This indicates that GEMD experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.48%
3.21%
GEMD
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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