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GINN vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GINN and VUG is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

GINN vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GINN:

0.51

VUG:

0.54

Sortino Ratio

GINN:

0.85

VUG:

0.91

Omega Ratio

GINN:

1.12

VUG:

1.13

Calmar Ratio

GINN:

0.50

VUG:

0.59

Martin Ratio

GINN:

1.91

VUG:

2.00

Ulcer Index

GINN:

5.82%

VUG:

6.73%

Daily Std Dev

GINN:

21.53%

VUG:

24.81%

Max Drawdown

GINN:

-41.25%

VUG:

-50.68%

Current Drawdown

GINN:

-8.21%

VUG:

-9.21%

Returns By Period

In the year-to-date period, GINN achieves a -1.15% return, which is significantly higher than VUG's -5.41% return.


GINN

YTD

-1.15%

1M

7.87%

6M

-2.71%

1Y

10.89%

5Y*

N/A

10Y*

N/A

VUG

YTD

-5.41%

1M

5.42%

6M

-4.74%

1Y

13.28%

5Y*

16.70%

10Y*

14.68%

*Annualized

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GINN vs. VUG - Expense Ratio Comparison

GINN has a 0.50% expense ratio, which is higher than VUG's 0.04% expense ratio.


Risk-Adjusted Performance

GINN vs. VUG — Risk-Adjusted Performance Rank

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

GINN
The Risk-Adjusted Performance Rank of GINN is 5959
Overall Rank
The Sharpe Ratio Rank of GINN is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GINN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of GINN is 5858
Omega Ratio Rank
The Calmar Ratio Rank of GINN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of GINN is 6060
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6363
Overall Rank
The Sharpe Ratio Rank of VUG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GINN vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) and Vanguard Growth ETF (VUG). 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.


The current GINN Sharpe Ratio is 0.51, which is comparable to the VUG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GINN and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GINN vs. VUG - Dividend Comparison

GINN's dividend yield for the trailing twelve months is around 1.27%, more than VUG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
GINN
Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF
1.27%1.26%1.01%0.69%0.67%0.07%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

GINN vs. VUG - Drawdown Comparison

The maximum GINN drawdown since its inception was -41.25%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GINN and VUG. For additional features, visit the drawdowns tool.


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Volatility

GINN vs. VUG - Volatility Comparison


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