GSGO vs. VUG

Last updated Jun 6, 2026

GSGO (Goldman Sachs Growth Opportunities ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. GSGO is actively managed, while VUG is passively managed. With a 0.98 correlation, they move nearly in lockstep. GSGO charges 0.45%/yr vs 0.03%/yr for VUG.

Performance

GSGO vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Opportunities ETF (GSGO) and Vanguard Growth ETF (VUG). 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 higher than VUG's 5.80% return.

GSGO

• 1D: -3.46%
• 1M: 2.75%
• YTD: 8.99%
• 6M: 7.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUG

• 1D: -3.62%
• 1M: 0.03%
• YTD: 5.80%
• 6M: 4.57%
• 1Y: 23.98%
• 3Y*: 24.49%
• 5Y*: 14.33%
• 10Y*: 17.81%

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

GSGO vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025
GSGO Goldman Sachs Growth Opportunities ETF	8.99%	1.36%
VUG Vanguard Growth ETF	5.80%	1.89%

Correlation

The correlation between GSGO and VUG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.98

Return for Risk

GSGO vs. VUG — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 38
VUG Sharpe Ratio Rank: 43
VUG Sortino Ratio Rank: 40
VUG Omega Ratio Rank: 41
VUG Calmar Ratio Rank: 30
VUG Martin Ratio Rank: 34

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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) and Vanguard Growth ETF (VUG). 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.

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

Sharpe Ratios by Period

	GSGO	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.48	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.61	+0.49

Drawdowns

GSGO vs. VUG - Drawdown Comparison

The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GSGO and VUG.

Drawdown Indicators

	GSGO	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-50.68%	+36.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.53%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-3.79%	-4.83%	+1.04%
Average Drawdown Average peak-to-trough decline	-2.94%	-7.09%	+4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.72%	—

Volatility

Volatility by Period

	GSGO	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.46%	16.26%	+2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.46%	22.27%	-3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	21.47%	-3.01%

GSGO vs. VUG - Expense Ratio Comparison

GSGO has a 0.45% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

GSGO vs. VUG - Dividend Comparison

GSGO has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.

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%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both GSGO and VUG in my portfolio?

With a correlation of 0.98, GSGO and VUG 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.

Which ETF is better, GSGO or VUG?

On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GSGO or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.45% for GSGO.

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

VUG has the higher dividend yield at 0.39%, compared with 0.00% for GSGO.

What is the main difference between GSGO and VUG?

They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.45% for GSGO and 0.03% for VUG.