GSGO vs. VDE
GSGO (Goldman Sachs Growth Opportunities ETF) and VDE (Vanguard Energy ETF) are both exchange-traded funds - GSGO is a Large Cap Growth Equities fund actively managed by Goldman Sachs, while VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. GSGO is actively managed, while VDE is passively managed. Their -0.26 correlation means they have often moved in opposite directions in the past. GSGO charges 0.45%/yr vs 0.09%/yr for VDE.
Performance
GSGO vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, GSGO achieves a 6.78% return, which is significantly lower than VDE's 35.06% return.
GSGO
- 1D
- 1.78%
- 1M
- -2.59%
- 6M
- 7.57%
- YTD
- 6.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VDE
- 1D
- 1.02%
- 1M
- 11.65%
- 6M
- 18.28%
- YTD
- 35.06%
- 1Y
- 43.90%
- 3Y*
- 14.78%
- 5Y*
- 23.63%
- 10Y*
- 10.12%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $292.33K | $361.30K | $297.31K | |
| $73.73M | $73.82M | $109.36M |
GSGO vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSGO Goldman Sachs Growth Opportunities ETF | 6.78% | 0.81% |
VDE Vanguard Energy ETF | 35.06% | -1.83% |
Correlation
The correlation between GSGO and VDE is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | -0.26 |
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Return for Risk
GSGO vs. VDE — Risk / Return Rank
GSGO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VDE
GSGO vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.75 | — |
| Martin ratioReturn relative to average drawdown | — | 7.42 | — |
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Drawdowns
GSGO vs. VDE - Drawdown Comparison
The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for GSGO and VDE.
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Drawdown Indicators
| GSGO | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.88% | -74.20% | +60.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.04% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -5.75% | -4.44% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -19.89% | +16.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.59% | — |
Volatility
GSGO vs. VDE - Volatility Comparison
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Volatility by Period
| GSGO | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.99% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.66% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 20.95% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 26.14% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 29.90% | -10.21% |
GSGO vs. VDE - Expense Ratio Comparison
GSGO has a 0.45% expense ratio, which is higher than VDE's 0.09% expense ratio.
Dividends
GSGO vs. VDE - Dividend Comparison
GSGO has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 2.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGO Goldman Sachs Growth Opportunities ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.40% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
GSGO and VDE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDE is cheaper with a 0.09% expense ratio, compared with 0.45% for GSGO.
VDE has the higher dividend yield at 2.40%, compared with 0.00% for GSGO.
GSGO is categorized as Large Cap Growth Equities, while VDE is Energy Equities. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.45% for GSGO and 0.09% for VDE.
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