GPIQ vs. FSCO
GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) is Nasdaq-100 fund actively managed by Goldman Sachs, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past year, GPIQ returned 33.15% vs -24.79% for FSCO. At a 0.22 correlation, their price movements are largely independent.
Performance
GPIQ vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, GPIQ achieves a 15.73% return, which is significantly higher than FSCO's -19.22% return.
GPIQ
- 1D
- 0.71%
- 1M
- 1.26%
- YTD
- 15.73%
- 6M
- 16.33%
- 1Y
- 33.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
GPIQ vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 15.73% | 19.77% | 23.22% | 15.17% |
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 34.88% | 6.91% |
Correlation
The correlation between GPIQ and FSCO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.22 |
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Return for Risk
GPIQ vs. FSCO — Risk / Return Rank
GPIQ
FSCO
GPIQ vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and FS Credit Opportunities Corp. (FSCO). 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.
| GPIQ | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.20 | ||
| Sortino ratioReturn per unit of downside risk | +4.17 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.84 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | -0.70 | +4.20 |
| Martin ratioReturn relative to average drawdown | 14.86 | -1.41 | +16.27 |
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Drawdowns
GPIQ vs. FSCO - Drawdown Comparison
The maximum GPIQ drawdown since its inception was -21.06%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for GPIQ and FSCO.
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Drawdown Indicators
| GPIQ | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.06% | -35.53% | +14.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -35.53% | +26.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -2.35% | -29.47% | +27.12% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -8.02% | +5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 17.59% | -15.35% |
Volatility
GPIQ vs. FSCO - Volatility Comparison
Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a higher volatility of 6.42% compared to FS Credit Opportunities Corp. (FSCO) at 5.86%. This indicates that GPIQ's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPIQ | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 5.86% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 22.49% | -10.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 27.31% | -12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 28.22% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 28.22% | -10.50% |
Dividends
GPIQ vs. FSCO - Dividend Comparison
GPIQ's dividend yield for the trailing twelve months is around 9.53%, less than FSCO's 16.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.53% | 9.81% | 9.18% | 1.74% | 0.00% |
Frequently Asked Questions
GPIQ and FSCO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPIQ has higher volatility (6.42%) compared to FSCO (5.86%). In terms of maximum drawdown, GPIQ dropped -21.06% vs FSCO's -35.53%.
GPIQ currently has the higher Sharpe Ratio (2.29 vs -0.91), 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.
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