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GHYB vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYB vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHYB achieves a 1.32% return, which is significantly lower than FLRT's 1.85% return.


GHYB

1D
0.16%
1M
0.37%
YTD
1.32%
6M
1.69%
1Y
6.90%
3Y*
8.66%
5Y*
4.02%
10Y*

FLRT

1D
0.02%
1M
0.81%
YTD
1.85%
6M
2.51%
1Y
6.08%
3Y*
8.87%
5Y*
5.98%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYB vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
1.32%9.38%7.76%12.13%-11.02%3.21%6.38%14.55%-2.01%0.27%
FLRT
Pacific Global Senior Loan ETF
1.85%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.41%

Correlation

The correlation between GHYB and FLRT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2017

0.23

The correlation between GHYB and FLRT shifts across timeframes, from 0.23 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GHYB vs. FLRT — Risk / Return Rank

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

GHYB
GHYB Risk / Return Rank: 6161
Overall Rank
GHYB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GHYB Sortino Ratio Rank: 6464
Sortino Ratio Rank
GHYB Omega Ratio Rank: 6565
Omega Ratio Rank
GHYB Calmar Ratio Rank: 5353
Calmar Ratio Rank
GHYB Martin Ratio Rank: 6666
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6969
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.

GHYB vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Pacific Global Senior Loan ETF (FLRT). 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.


GHYBFLRTDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

1.38

1.95

-0.57

Calmar ratioReturn relative to maximum drawdown

2.59

3.43

-0.85

Martin ratioReturn relative to average drawdown

11.85

12.62

-0.77

GHYB vs. FLRT - Sharpe Ratio Comparison

The current GHYB Sharpe Ratio is 1.98, which is lower than the FLRT Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of GHYB and FLRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GHYBFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

3.89

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

2.61

-2.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.75

-0.20

Drawdowns

GHYB vs. FLRT - Drawdown Comparison

The maximum GHYB drawdown since its inception was -21.48%, roughly equal to the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for GHYB and FLRT.


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Drawdown Indicators


GHYBFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-20.96%

-0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-1.78%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-2.87%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-7.60%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-0.20%

-0.13%

-0.07%

Average Drawdown

Average peak-to-trough decline

-2.57%

-1.41%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.48%

+0.10%

Volatility

GHYB vs. FLRT - Volatility Comparison

Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) has a higher volatility of 1.08% compared to Pacific Global Senior Loan ETF (FLRT) at 0.40%. This indicates that GHYB's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYBFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.40%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

1.19%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

1.57%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.69%

2.30%

+5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.28%

6.17%

+2.11%

GHYB vs. FLRT - Expense Ratio Comparison

GHYB has a 0.34% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Dividends

GHYB vs. FLRT - Dividend Comparison

GHYB's dividend yield for the trailing twelve months is around 6.80%, which matches FLRT's 6.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
6.80%7.00%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%0.00%0.00%

Frequently Asked Questions


GHYB and FLRT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GHYB has higher volatility (1.08%) compared to FLRT (0.40%). In terms of maximum drawdown, GHYB dropped -21.48% vs FLRT's -20.96%.

On 5-year performance, FLRT leads with 5.98% vs 4.02% for GHYB. On fees, GHYB is cheaper at 0.34% per year. On volatility, FLRT has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLRT has performed better with a 5.98% return vs 4.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GHYB is cheaper with a 0.34% expense ratio, compared with 0.69% for FLRT.

GHYB and FLRT have nearly identical dividend yields, around 6.80%.

They also come from different issuers: Goldman Sachs and Pacific Life. Their fees differ too: 0.34% for GHYB and 0.69% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.89 vs 1.98), 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.

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