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GSGO vs. GPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSGO vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Opportunities ETF (GSGO) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with GSGO having a 8.99% return and GPIX slightly higher at 9.41%.


GSGO

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

GPIX

1D
-0.25%
1M
0.53%
YTD
9.41%
6M
9.08%
1Y
24.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSGO vs. GPIX - Yearly Performance Comparison


Correlation

The correlation between GSGO and GPIX is 0.94, 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

0.94

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Return for Risk

GSGO vs. GPIX — 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.


GPIX
GPIX Risk / Return Rank: 7575
Overall Rank
GPIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7878
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GPIX Martin Ratio Rank: 8282
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.

GSGO vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.


GSGOGPIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.22

Martin ratioReturn relative to average drawdown

15.72

GSGO vs. GPIX - Sharpe Ratio Comparison


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Drawdowns

GSGO vs. GPIX - Drawdown Comparison

The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for GSGO and GPIX.


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Drawdown Indicators


GSGOGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-17.50%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.71%

Current Drawdown

Current decline from peak

-3.79%

-0.93%

-2.86%

Average Drawdown

Average peak-to-trough decline

-3.00%

-1.48%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

Volatility

GSGO vs. GPIX - Volatility Comparison


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Volatility by Period


GSGOGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

10.75%

+8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

13.87%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

13.87%

+4.97%

GSGO vs. GPIX - Expense Ratio Comparison

GSGO has a 0.45% expense ratio, which is higher than GPIX's 0.29% expense ratio.


Dividends

GSGO vs. GPIX - Dividend Comparison

GSGO has not paid dividends to shareholders, while GPIX's dividend yield for the trailing twelve months is around 8.03%.


PositionTTM202520242023
GPIX
Goldman Sachs S&P 500 Premium Income ETF
8.03%8.01%7.45%1.40%
GSGO
Goldman Sachs Growth Opportunities ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, GSGO and GPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GPIX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPIX is cheaper with a 0.29% expense ratio, compared with 0.45% for GSGO.

GPIX has the higher dividend yield at 8.03%, compared with 0.00% for GSGO.

GSGO is categorized as Large Cap Growth Equities, while GPIX is Derivative Income. Their fees differ too: 0.45% for GSGO and 0.29% for GPIX.

Portfolio Optimizer

Find the right allocation for GSGO and GPIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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