PortfoliosLab logoPortfoliosLab logo
GIGB vs. GVIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIGB vs. GVIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and Goldman Sachs Hedge Industry VIP ETF (GVIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GIGB achieves a 0.68% return, which is significantly lower than GVIP's 16.17% return.


GIGB

1D
-0.20%
1M
0.63%
YTD
0.68%
6M
0.43%
1Y
6.01%
3Y*
5.10%
5Y*
0.45%
10Y*

GVIP

1D
-0.33%
1M
6.71%
YTD
16.17%
6M
18.08%
1Y
36.94%
3Y*
30.49%
5Y*
12.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGB vs. GVIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.68%7.58%1.68%8.80%-15.80%-1.64%9.86%15.05%-2.76%2.45%
GVIP
Goldman Sachs Hedge Industry VIP ETF
16.17%25.27%29.82%39.15%-31.95%11.86%44.12%30.21%-6.85%10.03%

Correlation

The correlation between GIGB and GVIP is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.27

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2017

0.21

The correlation between GIGB and GVIP shifts across timeframes, from 0.21 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GIGB vs. GVIP — Risk / Return Rank

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

GIGB
GIGB Risk / Return Rank: 4040
Overall Rank
GIGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 4040
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3737
Omega Ratio Rank
GIGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4242
Martin Ratio Rank

GVIP
GVIP Risk / Return Rank: 5858
Overall Rank
GVIP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GVIP Sortino Ratio Rank: 5656
Sortino Ratio Rank
GVIP Omega Ratio Rank: 5858
Omega Ratio Rank
GVIP Calmar Ratio Rank: 5454
Calmar Ratio Rank
GVIP Martin Ratio Rank: 6464
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.

GIGB vs. GVIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) 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.


GIGBGVIPDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratioReturn relative to maximum drawdown

2.10

2.71

-0.61

Martin ratioReturn relative to average drawdown

6.65

11.81

-5.16

GIGB vs. GVIP - Sharpe Ratio Comparison

The current GIGB Sharpe Ratio is 1.40, which is lower than the GVIP Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of GIGB and GVIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GIGBGVIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.05

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.61

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.82

-0.49

Drawdowns

GIGB vs. GVIP - Drawdown Comparison

The maximum GIGB drawdown since its inception was -22.25%, smaller than the maximum GVIP drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for GIGB and GVIP.


Loading charts...

Drawdown Indicators


GIGBGVIPDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-37.09%

+14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-13.67%

+10.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.69%

-23.29%

+16.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-37.09%

+14.84%

Current Drawdown

Current decline from peak

-0.94%

-0.33%

-0.61%

Average Drawdown

Average peak-to-trough decline

-5.62%

-7.59%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

3.14%

-2.23%

Volatility

GIGB vs. GVIP - Volatility Comparison

The current volatility for Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) is 1.35%, while Goldman Sachs Hedge Industry VIP ETF (GVIP) has a volatility of 5.42%. This indicates that GIGB experiences smaller price fluctuations and is considered to be less risky than GVIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GIGBGVIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

5.42%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

14.47%

-11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

18.13%

-13.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

21.29%

-14.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.67%

21.65%

-13.98%

GIGB vs. GVIP - Expense Ratio Comparison

GIGB has a 0.14% expense ratio, which is lower than GVIP's 0.45% expense ratio.


Dividends

GIGB vs. GVIP - Dividend Comparison

GIGB's dividend yield for the trailing twelve months is around 4.61%, more than GVIP's 0.29% yield.


PositionTTM2025202420232022202120202019201820172016
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.61%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%0.00%
GVIP
Goldman Sachs Hedge Industry VIP ETF
0.29%0.34%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%

Frequently Asked Questions


GIGB and GVIP have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GVIP has higher volatility (5.42%) compared to GIGB (1.35%). In terms of maximum drawdown, GIGB dropped -22.25% vs GVIP's -37.09%.

On 5-year performance, GVIP leads with 12.90% vs 0.45% for GIGB. On fees, GIGB is cheaper at 0.14% per year. On volatility, GIGB has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GVIP has performed better with a 12.90% return vs 0.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GIGB is cheaper with a 0.14% expense ratio, compared with 0.45% for GVIP.

GIGB has the higher dividend yield at 4.61%, compared with 0.29% for GVIP.

GIGB is categorized as Corporate Bonds, while GVIP is Large Cap Growth Equities. GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index, while GVIP tracks Goldman Sachs Hedge Fund VIP Index. Their fees differ too: 0.14% for GIGB and 0.45% for GVIP.

GVIP currently has the higher Sharpe Ratio (2.05 vs 1.40), 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.

Portfolio Optimizer

Find the right allocation for GIGB and GVIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer