PortfoliosLab logoPortfoliosLab logo
GPIX vs. FVD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GPIX vs. FVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) and First Trust Value Line Dividend Index Fund (FVD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GPIX vs. FVD - Yearly Performance Comparison


2026 (YTD)202520242023
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
-3.19%16.25%21.77%13.45%
FVD
First Trust Value Line Dividend Index Fund
2.62%8.16%10.04%11.57%

Returns By Period

In the year-to-date period, GPIX achieves a -3.19% return, which is significantly lower than FVD's 2.62% return.


GPIX

1D
2.79%
1M
-4.39%
YTD
-3.19%
6M
-0.02%
1Y
16.89%
3Y*
5Y*
10Y*

FVD

1D
0.90%
1M
-5.57%
YTD
2.62%
6M
2.97%
1Y
8.00%
3Y*
7.92%
5Y*
6.65%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GPIX vs. FVD - Expense Ratio Comparison

GPIX has a 0.29% expense ratio, which is lower than FVD's 0.61% expense ratio.


Return for Risk

GPIX vs. FVD — Risk / Return Rank

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

GPIX
GPIX Risk / Return Rank: 6868
Overall Rank
GPIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7171
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GPIX Martin Ratio Rank: 7979
Martin Ratio Rank

FVD
FVD Risk / Return Rank: 3838
Overall Rank
FVD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FVD Sortino Ratio Rank: 3636
Sortino Ratio Rank
FVD Omega Ratio Rank: 3333
Omega Ratio Rank
FVD Calmar Ratio Rank: 4040
Calmar Ratio Rank
FVD Martin Ratio Rank: 4343
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.

GPIX vs. FVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) and First Trust Value Line Dividend Index Fund (FVD). 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.


GPIXFVDDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.64

+0.36

Sortino ratio

Return per unit of downside risk

1.52

1.00

+0.52

Omega ratio

Gain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.52

0.96

+0.55

Martin ratio

Return relative to average drawdown

7.97

3.89

+4.08

GPIX vs. FVD - Sharpe Ratio Comparison

The current GPIX Sharpe Ratio is 1.00, which is higher than the FVD Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of GPIX and FVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GPIXFVDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.64

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.58

+0.85

Correlation

The correlation between GPIX and FVD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GPIX vs. FVD - Dividend Comparison

GPIX's dividend yield for the trailing twelve months is around 8.60%, more than FVD's 2.30% yield.


TTM20252024202320222021202020192018201720162015
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
8.60%8.01%7.45%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FVD
First Trust Value Line Dividend Index Fund
2.30%2.36%2.23%2.34%2.20%1.75%2.31%2.03%2.50%2.10%2.04%2.34%

Drawdowns

GPIX vs. FVD - Drawdown Comparison

The maximum GPIX drawdown since its inception was -17.50%, smaller than the maximum FVD drawdown of -51.00%. Use the drawdown chart below to compare losses from any high point for GPIX and FVD.


Loading graphics...

Drawdown Indicators


GPIXFVDDifference

Max Drawdown

Largest peak-to-trough decline

-17.50%

-51.00%

+33.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-9.29%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

Current Drawdown

Current decline from peak

-5.13%

-5.57%

+0.44%

Average Drawdown

Average peak-to-trough decline

-1.54%

-5.45%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.30%

-0.10%

Volatility

GPIX vs. FVD - Volatility Comparison

Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) has a higher volatility of 5.08% compared to First Trust Value Line Dividend Index Fund (FVD) at 3.16%. This indicates that GPIX's price experiences larger fluctuations and is considered to be riskier than FVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GPIXFVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

3.16%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

6.49%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

12.56%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

12.76%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.07%

15.43%

-1.36%