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GSIG vs. BBCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. BBCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSIG achieves a 0.67% return, which is significantly lower than BBCB's 2.93% return.


GSIG

1D
0.02%
1M
0.03%
YTD
0.67%
6M
1.10%
1Y
4.55%
3Y*
5.39%
5Y*
2.21%
10Y*

BBCB

1D
0.04%
1M
0.34%
YTD
2.93%
6M
2.96%
1Y
8.59%
3Y*
6.02%
5Y*
0.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. BBCB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
0.67%6.69%4.72%6.06%-5.80%-0.81%1.59%
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
2.93%7.69%1.97%8.42%-15.72%-2.23%3.32%

Correlation

The correlation between GSIG and BBCB is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.85

The correlation between GSIG and BBCB has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

GSIG vs. BBCB — Risk / Return Rank

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

GSIG
GSIG Risk / Return Rank: 7474
Overall Rank
GSIG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSIG Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSIG Omega Ratio Rank: 8282
Omega Ratio Rank
GSIG Calmar Ratio Rank: 6161
Calmar Ratio Rank
GSIG Martin Ratio Rank: 6767
Martin Ratio Rank

BBCB
BBCB Risk / Return Rank: 5656
Overall Rank
BBCB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BBCB Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBCB Omega Ratio Rank: 5555
Omega Ratio Rank
BBCB Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBCB Martin Ratio Rank: 5757
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.

GSIG vs. BBCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB). 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.


GSIGBBCBDifference

Sharpe ratio

Return per unit of total volatility

2.48

1.75

+0.73

Sortino ratio

Return per unit of downside risk

3.83

2.86

+0.97

Omega ratio

Gain probability vs. loss probability

1.50

1.35

+0.16

Calmar ratio

Return relative to maximum drawdown

3.08

2.85

+0.23

Martin ratio

Return relative to average drawdown

12.63

10.11

+2.52

GSIG vs. BBCB - Sharpe Ratio Comparison

The current GSIG Sharpe Ratio is 2.48, which is higher than the BBCB Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GSIG and BBCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSIGBBCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

1.75

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.14

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.46

+0.33

Drawdowns

GSIG vs. BBCB - Drawdown Comparison

The maximum GSIG drawdown since its inception was -9.57%, smaller than the maximum BBCB drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for GSIG and BBCB.


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Drawdown Indicators


GSIGBBCBDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-22.48%

+12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-2.95%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-6.46%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-22.32%

+12.75%

Current Drawdown

Current decline from peak

-0.32%

-0.24%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.10%

-6.67%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.83%

-0.47%

Volatility

GSIG vs. BBCB - Volatility Comparison

The current volatility for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) is 0.62%, while JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) has a volatility of 1.48%. This indicates that GSIG experiences smaller price fluctuations and is considered to be less risky than BBCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIGBBCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

1.48%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

4.01%

-2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

4.93%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

7.25%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

7.50%

-4.79%

GSIG vs. BBCB - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is higher than BBCB's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GSIG vs. BBCB - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.34%, less than BBCB's 7.14% yield.


PositionTTM20252024202320222021202020192018
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
7.14%5.02%5.22%4.22%3.39%3.47%4.59%5.25%0.20%
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.34%4.61%4.59%3.51%2.21%1.04%0.45%0.00%0.00%

Frequently Asked Questions


GSIG and BBCB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBCB has higher volatility (1.48%) compared to GSIG (0.62%). In terms of maximum drawdown, GSIG dropped -9.57% vs BBCB's -22.48%.

On 5-year performance, GSIG leads with 2.21% vs 0.98% for BBCB. On fees, BBCB is cheaper at 0.09% per year. On volatility, GSIG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSIG has performed better with a 2.21% return vs 0.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBCB is cheaper with a 0.09% expense ratio, compared with 0.14% for GSIG.

BBCB has the higher dividend yield at 7.14%, compared with 4.34% for GSIG.

GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while BBCB tracks Bloomberg US Corporate Investment Grade. They also come from different issuers: Goldman Sachs and JPMorgan. Their fees differ too: 0.14% for GSIG and 0.09% for BBCB.

GSIG currently has the higher Sharpe Ratio (2.48 vs 1.75), 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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