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GHYB vs. GDOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYB vs. GDOC - 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 Goldman Sachs Future Health Care Equity ETF (GDOC). 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 higher than GDOC's -5.53% return.


GHYB

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

GDOC

1D
2.42%
1M
3.85%
YTD
-5.53%
6M
-7.50%
1Y
7.15%
3Y*
0.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYB vs. GDOC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
1.32%9.38%7.76%12.13%-11.02%0.69%
GDOC
Goldman Sachs Future Health Care Equity ETF
-5.53%10.74%-1.66%4.60%-17.12%-2.77%

Correlation

The correlation between GHYB and GDOC is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2021

0.59

The correlation between GHYB and GDOC shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GHYB vs. GDOC — 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

GDOC
GDOC Risk / Return Rank: 1616
Overall Rank
GDOC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GDOC Sortino Ratio Rank: 1717
Sortino Ratio Rank
GDOC Omega Ratio Rank: 1616
Omega Ratio Rank
GDOC Calmar Ratio Rank: 1515
Calmar Ratio Rank
GDOC Martin Ratio Rank: 1414
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. GDOC - 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 Goldman Sachs Future Health Care Equity ETF (GDOC). 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.


GHYBGDOCDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.38

1.09

+0.29

Calmar ratioReturn relative to maximum drawdown

2.59

0.46

+2.13

Martin ratioReturn relative to average drawdown

11.85

1.05

+10.80

GHYB vs. GDOC - Sharpe Ratio Comparison

The current GHYB Sharpe Ratio is 1.98, which is higher than the GDOC Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of GHYB and GDOC, 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


GHYBGDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.45

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

-0.16

+0.71

Drawdowns

GHYB vs. GDOC - Drawdown Comparison

The maximum GHYB drawdown since its inception was -21.48%, smaller than the maximum GDOC drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for GHYB and GDOC.


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Drawdown Indicators


GHYBGDOCDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-31.01%

+9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-15.67%

+13.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-22.51%

+17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-0.20%

-13.49%

+13.29%

Average Drawdown

Average peak-to-trough decline

-2.57%

-15.90%

+13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

6.85%

-6.27%

Volatility

GHYB vs. GDOC - Volatility Comparison

The current volatility for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) is 1.08%, while Goldman Sachs Future Health Care Equity ETF (GDOC) has a volatility of 5.41%. This indicates that GHYB experiences smaller price fluctuations and is considered to be less risky than GDOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYBGDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

5.41%

-4.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

11.86%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

15.82%

-12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.69%

18.81%

-11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.28%

18.81%

-10.53%

GHYB vs. GDOC - Expense Ratio Comparison

GHYB has a 0.34% expense ratio, which is lower than GDOC's 0.75% expense ratio.


Dividends

GHYB vs. GDOC - Dividend Comparison

GHYB's dividend yield for the trailing twelve months is around 6.80%, more than GDOC's 0.34% yield.


PositionTTM202520242023202220212020201920182017
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%
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%

Frequently Asked Questions


GHYB and GDOC have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDOC has higher volatility (5.41%) compared to GHYB (1.08%). In terms of maximum drawdown, GHYB dropped -21.48% vs GDOC's -31.01%.

On 3-year performance, GHYB leads with 8.66% vs 0.84% for GDOC. On fees, GHYB is cheaper at 0.34% per year. On volatility, GHYB has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GHYB has performed better with a 8.66% return vs 0.84%. 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 0.75% for GDOC.

GHYB has the higher dividend yield at 6.80%, compared with 0.34% for GDOC.

GHYB is categorized as High Yield Bonds, while GDOC is Health & Biotech Equities. Their fees differ too: 0.34% for GHYB and 0.75% for GDOC.

GHYB currently has the higher Sharpe Ratio (1.98 vs 0.45), 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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