GS vs. VGUS
GS (The Goldman Sachs Group, Inc.) is a stock, while VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index. Over the past year, GS returned 46.41% vs 3.76% for VGUS. Their -0.12 correlation means they have often moved in opposite directions in the past.
Performance
GS vs. VGUS - Performance Comparison
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Returns By Period
In the year-to-date period, GS achieves a 16.98% return, which is significantly higher than VGUS's 2.02% return.
GS
- 1D
- -0.63%
- 1M
- -0.26%
- 6M
- 9.93%
- YTD
- 16.98%
- 1Y
- 46.41%
- 3Y*
- 45.09%
- 5Y*
- 25.12%
- 10Y*
- 23.14%
- ALL TIME*
- 11.53%
VGUS
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.73%
- YTD
- 2.02%
- 1Y
- 3.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.08B | $2.11B | $2.25B | |
| $5.97M | $8.43M | $10.65M |
GS vs. VGUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GS The Goldman Sachs Group, Inc. | 16.98% | 37.88% |
VGUS Vanguard Ultra-Short Treasury ETF | 2.02% | 3.78% |
Correlation
The correlation between GS and VGUS is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.12 |
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Return for Risk
GS vs. VGUS — Risk / Return Rank
GS
VGUS
GS vs. VGUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.
| GS | VGUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.94 | ||
| Sortino ratioReturn per unit of downside risk | -36.01 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 11.72 | -10.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 53.97 | -51.71 |
| Martin ratioReturn relative to average drawdown | 6.94 | 428.50 | -421.56 |
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Drawdowns
GS vs. VGUS - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for GS and VGUS.
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Drawdown Indicators
| GS | VGUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.84% | -0.07% | -78.77% |
Max Drawdown (1Y)Largest decline over 1 year | -19.42% | -0.07% | -19.35% |
Max Drawdown (3Y)Largest decline over 3 years | -30.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.75% | — | — |
Current DrawdownCurrent decline from peak | -11.60% | 0.00% | -11.60% |
Average DrawdownAverage peak-to-trough decline | -22.57% | 0.00% | -22.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 0.01% | +6.29% |
Volatility
GS vs. VGUS - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) has a higher volatility of 14.38% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.06%. This indicates that GS's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GS | VGUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.38% | 0.06% | +14.32% |
Volatility (6M)Calculated over the trailing 6-month period | 26.02% | 0.18% | +25.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.51% | 0.32% | +31.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.60% | 0.33% | +28.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.06% | 0.33% | +29.73% |
Dividends
GS vs. VGUS - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.67%, less than VGUS's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.67% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
VGUS Vanguard Ultra-Short Treasury ETF | 3.28% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GS and VGUS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GS has higher volatility (14.38%) compared to VGUS (0.06%). In terms of maximum drawdown, GS dropped -78.84% vs VGUS's -0.07%.
VGUS currently has the higher Sharpe Ratio (12.33 vs 1.39), 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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