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GIGL vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIGL vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Corporate Bond ETF (GIGL) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GIGL achieves a 1.13% return, which is significantly lower than GPIX's 7.95% return.


GIGL

1D
0.06%
1M
1.03%
YTD
1.13%
6M
0.93%
1Y
4.94%
3Y*
5Y*
10Y*

GPIX

1D
0.04%
1M
-1.33%
YTD
7.95%
6M
6.98%
1Y
20.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGL vs. GPIX - Yearly Performance Comparison


Correlation

The correlation between GIGL and GPIX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.42

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Return for Risk

GIGL vs. GPIX — Risk / Return Rank

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

GIGL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GPIX
GPIX Risk / Return Rank: 7171
Overall Rank
GPIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7272
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GPIX Martin Ratio Rank: 7979
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.

GIGL vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Corporate Bond ETF (GIGL) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GIGLGPIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.73

Martin ratioReturn relative to average drawdown

13.16

GIGL vs. GPIX - Sharpe Ratio Comparison


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Drawdowns

GIGL vs. GPIX - Drawdown Comparison

The maximum GIGL drawdown since its inception was -3.13%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for GIGL and GPIX.


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Drawdown Indicators


GIGLGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-3.13%

-17.50%

+14.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-7.71%

+4.58%

Current Drawdown

Current decline from peak

-0.39%

-2.25%

+1.86%

Average Drawdown

Average peak-to-trough decline

-0.72%

-1.48%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

GIGL vs. GPIX - Volatility Comparison


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Volatility by Period


GIGLGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

10.77%

-6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.17%

13.87%

-9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.17%

13.87%

-9.70%

GIGL vs. GPIX - Expense Ratio Comparison

Both GIGL and GPIX have an expense ratio of 0.29%.


Dividends

GIGL vs. GPIX - Dividend Comparison

GIGL's dividend yield for the trailing twelve months is around 3.75%, less than GPIX's 8.14% yield.


PositionTTM202520242023
GIGL
Goldman Sachs Corporate Bond ETF
3.75%2.12%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.14%8.01%7.45%1.40%

Frequently Asked Questions


GIGL and GPIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, GPIX leads with 20.94% vs 4.94% for GIGL. Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GPIX has performed better with a 20.94% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GIGL and GPIX have the same expense ratio: 0.29% per year.

GPIX has the higher dividend yield at 8.14%, compared with 3.75% for GIGL.

GIGL is categorized as Corporate Bonds, while GPIX is Derivative Income.

Portfolio Optimizer

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