GSGO vs. AVUS

Last updated Jun 23, 2026

GSGO (Goldman Sachs Growth Opportunities ETF) and AVUS (Avantis U.S. Equity ETF) are both exchange-traded funds - GSGO is a Large Cap Growth Equities fund actively managed by Goldman Sachs, while AVUS is a Large Cap Blend Equities fund actively managed by Avantis. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. GSGO charges 0.45%/yr vs 0.15%/yr for AVUS.

Performance

GSGO vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Opportunities ETF (GSGO) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSGO achieves a 8.99% return, which is significantly lower than AVUS's 14.87% return.

GSGO

• 1D: -1.28%
• 1M: -0.07%
• YTD: 8.99%
• 6M: 8.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVUS

• 1D: 0.11%
• 1M: 1.87%
• YTD: 14.87%
• 6M: 14.04%
• 1Y: 32.84%
• 3Y*: 22.02%
• 5Y*: 13.28%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSGO vs. AVUS - Yearly Performance Comparison

	2026 (YTD)	2025
GSGO Goldman Sachs Growth Opportunities ETF	8.99%	0.81%
AVUS Avantis U.S. Equity ETF	14.87%	2.76%

Correlation

The correlation between GSGO and AVUS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.86

Return for Risk

GSGO vs. AVUS — Risk / Return Rank

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

GSGO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AVUS

AVUS Risk / Return Rank: 84
AVUS Sharpe Ratio Rank: 84
AVUS Sortino Ratio Rank: 83
AVUS Omega Ratio Rank: 82
AVUS Calmar Ratio Rank: 83
AVUS Martin Ratio Rank: 89

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.

GSGO vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and Avantis U.S. Equity ETF (AVUS). 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.

	GSGO	AVUS	Difference
Sharpe ratio: Return per unit of total volatility	—	2.61	—
Sortino ratio: Return per unit of downside risk	—	3.51	—
Omega ratio: Gain probability vs. loss probability	—	1.47	—
Calmar ratio: Return relative to maximum drawdown	—	4.20	—
Martin ratio: Return relative to average drawdown	—	18.77	—

Drawdowns

GSGO vs. AVUS - Drawdown Comparison

The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GSGO and AVUS.

Drawdown Indicators

	GSGO	AVUS	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-37.04%	+23.16%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.19%	—
Current Drawdown Current decline from peak	-3.79%	-0.51%	-3.28%
Average Drawdown Average peak-to-trough decline	-3.00%	-5.06%	+2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.75%	—

Volatility

Volatility by Period

	GSGO	AVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.84%	12.66%	+6.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.84%	17.35%	+1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.84%	20.83%	-1.99%

GSGO vs. AVUS - Expense Ratio Comparison

GSGO has a 0.45% expense ratio, which is higher than AVUS's 0.15% expense ratio.

Dividends

GSGO vs. AVUS - Dividend Comparison

GSGO has not paid dividends to shareholders, while AVUS's dividend yield for the trailing twelve months is around 1.17%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	1.17%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
GSGO Goldman Sachs Growth Opportunities ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GSGO and AVUS in my portfolio?

GSGO and AVUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GSGO or AVUS?

On fees, AVUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GSGO or AVUS?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.45% for GSGO.

Which ETF pays a higher dividend yield, GSGO or AVUS?

AVUS has the higher dividend yield at 1.17%, compared with 0.00% for GSGO.

What is the main difference between GSGO and AVUS?

GSGO is categorized as Large Cap Growth Equities, while AVUS is Large Cap Blend Equities. They also come from different issuers: Goldman Sachs and Avantis. Their fees differ too: 0.45% for GSGO and 0.15% for AVUS.