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GMNY vs. GSLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMNY vs. GSLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMNY achieves a 1.95% return, which is significantly lower than GSLC's 5.86% return.


GMNY

1D
-0.11%
1M
1.16%
YTD
1.95%
6M
2.11%
1Y
6.16%
3Y*
5Y*
10Y*

GSLC

1D
-1.22%
1M
-1.29%
YTD
5.86%
6M
4.87%
1Y
19.37%
3Y*
19.26%
5Y*
11.78%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMNY vs. GSLC - Yearly Performance Comparison


Correlation

The correlation between GMNY and GSLC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2024

0.12

The correlation between GMNY and GSLC shifts across timeframes, from 0.12 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GMNY vs. GSLC — Risk / Return Rank

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

GMNY
GMNY Risk / Return Rank: 7575
Overall Rank
GMNY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GMNY Sortino Ratio Rank: 8383
Sortino Ratio Rank
GMNY Omega Ratio Rank: 8787
Omega Ratio Rank
GMNY Calmar Ratio Rank: 6262
Calmar Ratio Rank
GMNY Martin Ratio Rank: 6464
Martin Ratio Rank

GSLC
GSLC Risk / Return Rank: 4747
Overall Rank
GSLC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GSLC Sortino Ratio Rank: 4646
Sortino Ratio Rank
GSLC Omega Ratio Rank: 4747
Omega Ratio Rank
GSLC Calmar Ratio Rank: 4343
Calmar Ratio Rank
GSLC Martin Ratio Rank: 5353
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.

GMNY vs. GSLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) and Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). 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.


GMNYGSLCDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.47

1.29

+0.19

Calmar ratioReturn relative to maximum drawdown

2.79

2.05

+0.74

Martin ratioReturn relative to average drawdown

10.56

8.86

+1.70

GMNY vs. GSLC - Sharpe Ratio Comparison

The current GMNY Sharpe Ratio is 2.28, which is higher than the GSLC Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of GMNY and GSLC, 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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Drawdowns

GMNY vs. GSLC - Drawdown Comparison

The maximum GMNY drawdown since its inception was -4.00%, smaller than the maximum GSLC drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for GMNY and GSLC.


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Drawdown Indicators


GMNYGSLCDifference

Max Drawdown

Largest peak-to-trough decline

-4.00%

-33.69%

+29.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-9.49%

+7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-0.14%

-3.08%

+2.94%

Average Drawdown

Average peak-to-trough decline

-0.90%

-4.38%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.19%

-1.61%

Volatility

GMNY vs. GSLC - Volatility Comparison

The current volatility for Goldman Sachs Dynamic New York Municipal Income ETF (GMNY) is 0.63%, while Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) has a volatility of 4.60%. This indicates that GMNY experiences smaller price fluctuations and is considered to be less risky than GSLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMNYGSLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

4.60%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

9.67%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

12.28%

-9.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.58%

16.71%

-13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

17.70%

-14.12%

GMNY vs. GSLC - Expense Ratio Comparison

GMNY has a 0.30% expense ratio, which is higher than GSLC's 0.09% expense ratio.


Dividends

GMNY vs. GSLC - Dividend Comparison

GMNY's dividend yield for the trailing twelve months is around 3.28%, more than GSLC's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
GMNY
Goldman Sachs Dynamic New York Municipal Income ETF
3.28%3.33%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSLC
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
0.71%1.00%1.11%1.38%1.61%1.06%1.35%1.54%1.89%1.69%1.69%0.36%

Frequently Asked Questions


GMNY and GSLC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSLC has higher volatility (4.60%) compared to GMNY (0.63%). In terms of maximum drawdown, GMNY dropped -4.00% vs GSLC's -33.69%.

On 1-year performance, GSLC leads with 19.37% vs 6.16% for GMNY. On fees, GSLC is cheaper at 0.09% per year. On volatility, GMNY has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSLC has performed better with a 19.37% return vs 6.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSLC is cheaper with a 0.09% expense ratio, compared with 0.30% for GMNY.

GMNY has the higher dividend yield at 3.28%, compared with 0.95% for GSLC.

GMNY is categorized as Municipal Bonds, while GSLC is Large Cap Growth Equities. Their fees differ too: 0.30% for GMNY and 0.09% for GSLC.

GMNY currently has the higher Sharpe Ratio (2.28 vs 1.59), 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

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