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GHYB vs. GIGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHYB vs. GIGL - 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 Corporate Bond ETF (GIGL). 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 GIGL's 0.46% return.


GHYB

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

GIGL

1D
0.14%
1M
0.51%
YTD
0.46%
6M
0.49%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHYB vs. GIGL - Yearly Performance Comparison


Correlation

The correlation between GHYB and GIGL is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.71

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Return for Risk

GHYB vs. GIGL — 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

GIGL
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. GIGL - 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 Corporate Bond ETF (GIGL). 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.


GHYBGIGLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

11.85

GHYB vs. GIGL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GHYBGIGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

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

1.09

-0.54

Drawdowns

GHYB vs. GIGL - Drawdown Comparison

The maximum GHYB drawdown since its inception was -21.48%, which is greater than GIGL's maximum drawdown of -3.13%. Use the drawdown chart below to compare losses from any high point for GHYB and GIGL.


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Drawdown Indicators


GHYBGIGLDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-3.13%

-18.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

Current Drawdown

Current decline from peak

-0.20%

-1.05%

+0.85%

Average Drawdown

Average peak-to-trough decline

-2.57%

-0.71%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

GHYB vs. GIGL - Volatility Comparison


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Volatility by Period


GHYBGIGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

4.16%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.69%

4.16%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.28%

4.16%

+4.12%

GHYB vs. GIGL - Expense Ratio Comparison

GHYB has a 0.34% expense ratio, which is higher than GIGL's 0.29% expense ratio.


Dividends

GHYB vs. GIGL - Dividend Comparison

GHYB's dividend yield for the trailing twelve months is around 6.80%, more than GIGL's 3.78% yield.


PositionTTM202520242023202220212020201920182017
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%
GIGL
Goldman Sachs Corporate Bond ETF
3.78%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GHYB and GIGL have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GIGL is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GIGL is cheaper with a 0.29% expense ratio, compared with 0.34% for GHYB.

GHYB has the higher dividend yield at 6.80%, compared with 3.78% for GIGL.

GHYB is categorized as High Yield Bonds, while GIGL is Corporate Bonds. Their fees differ too: 0.34% for GHYB and 0.29% for GIGL.

Portfolio Optimizer

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