GPIQ vs. VRT
GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) is Nasdaq-100 fund actively managed by Goldman Sachs, while VRT (Vertiv Holdings Co.) is a stock. Over the past year, GPIQ returned 34.42% vs 173.26% for VRT. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
GPIQ vs. VRT - Performance Comparison
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Returns By Period
In the year-to-date period, GPIQ achieves a 15.73% return, which is significantly lower than VRT's 86.99% return.
GPIQ
- 1D
- 0.71%
- 1M
- 1.76%
- YTD
- 15.73%
- 6M
- 16.33%
- 1Y
- 34.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VRT
- 1D
- 1.68%
- 1M
- -18.35%
- YTD
- 86.99%
- 6M
- 87.85%
- 1Y
- 173.26%
- 3Y*
- 138.33%
- 5Y*
- 63.29%
- 10Y*
- —
GPIQ vs. VRT - 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% |
VRT Vertiv Holdings Co. | 86.99% | 42.80% | 136.82% | 28.53% |
Correlation
The correlation between GPIQ and VRT is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.62 |
The correlation between GPIQ and VRT has been stable across timeframes, ranging from 0.60 to 0.62 - a consistent structural relationship.
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Return for Risk
GPIQ vs. VRT — Risk / Return Rank
GPIQ
VRT
GPIQ vs. VRT - 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 Vertiv Holdings Co. (VRT). 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 | VRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 6.55 | -3.05 |
| Martin ratioReturn relative to average drawdown | 14.86 | 17.79 | -2.93 |
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Drawdowns
GPIQ vs. VRT - Drawdown Comparison
The maximum GPIQ drawdown since its inception was -21.06%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for GPIQ and VRT.
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Drawdown Indicators
| GPIQ | VRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.06% | -71.24% | +50.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -25.32% | +15.81% |
Max Drawdown (3Y)Largest decline over 3 years | — | -61.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -71.24% | — |
Current DrawdownCurrent decline from peak | -2.35% | -19.50% | +17.15% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -16.23% | +13.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 9.30% | -7.06% |
Volatility
GPIQ vs. VRT - Volatility Comparison
The current volatility for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) is 6.42%, while Vertiv Holdings Co. (VRT) has a volatility of 16.12%. This indicates that GPIQ experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPIQ | VRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 16.12% | -9.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 45.82% | -33.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 58.29% | -43.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 61.88% | -44.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 54.61% | -36.89% |
Dividends
GPIQ vs. VRT - Dividend Comparison
GPIQ's dividend yield for the trailing twelve months is around 9.53%, more than VRT's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.53% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% | 0.00% |
VRT Vertiv Holdings Co. | 0.07% | 0.11% | 0.10% | 0.05% | 0.07% | 0.04% | 0.05% |
Frequently Asked Questions
GPIQ and VRT have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRT has higher volatility (16.12%) compared to GPIQ (6.42%). In terms of maximum drawdown, GPIQ dropped -21.06% vs VRT's -71.24%.
VRT currently has the higher Sharpe Ratio (2.85 vs 2.29), 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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