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GSIG vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. FLRN - 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 SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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 FLRN's 1.84% return.


GSIG

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

FLRN

1D
0.00%
1M
0.45%
YTD
1.84%
6M
2.19%
1Y
4.88%
3Y*
5.66%
5Y*
4.18%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. FLRN - 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%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
1.84%5.01%6.32%6.54%1.31%0.39%0.65%

Correlation

The correlation between GSIG and FLRN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.10

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

0.10

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

0.10

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Return for Risk

GSIG vs. FLRN — 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

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
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. FLRN - 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 SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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.


GSIGFLRNDifference

Sharpe ratio

Return per unit of total volatility

2.48

7.18

-4.70

Sortino ratio

Return per unit of downside risk

3.83

13.18

-9.35

Omega ratio

Gain probability vs. loss probability

1.50

3.44

-1.93

Calmar ratio

Return relative to maximum drawdown

3.08

21.73

-18.64

Martin ratio

Return relative to average drawdown

12.63

131.44

-118.81

GSIG vs. FLRN - Sharpe Ratio Comparison

The current GSIG Sharpe Ratio is 2.48, which is lower than the FLRN Sharpe Ratio of 7.18. The chart below compares the historical Sharpe Ratios of GSIG and FLRN, 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


GSIGFLRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

7.18

-4.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

2.49

-1.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.50

+0.29

Drawdowns

GSIG vs. FLRN - Drawdown Comparison

The maximum GSIG drawdown since its inception was -9.57%, smaller than the maximum FLRN drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for GSIG and FLRN.


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Drawdown Indicators


GSIGFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-14.64%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-0.23%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-1.43%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-2.16%

-7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.10%

-1.83%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.04%

+0.32%

Volatility

GSIG vs. FLRN - Volatility Comparison

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) has a higher volatility of 0.62% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.15%. This indicates that GSIG's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIGFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.15%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

0.52%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

0.68%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

1.69%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

4.20%

-1.49%

GSIG vs. FLRN - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is lower than FLRN's 0.15% expense ratio. Despite the difference, 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. FLRN - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.34%, less than FLRN's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.51%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%
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%0.00%0.00%0.00%

Frequently Asked Questions


GSIG and FLRN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSIG has higher volatility (0.62%) compared to FLRN (0.15%). In terms of maximum drawdown, GSIG dropped -9.57% vs FLRN's -14.64%.

On 5-year performance, FLRN leads with 4.18% vs 2.21% for GSIG. On fees, GSIG is cheaper at 0.14% per year. On volatility, FLRN has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLRN has performed better with a 4.18% return vs 2.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSIG is cheaper with a 0.14% expense ratio, compared with 0.15% for FLRN.

FLRN has the higher dividend yield at 4.51%, compared with 4.34% for GSIG.

GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while FLRN tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.14% for GSIG and 0.15% for FLRN.

FLRN currently has the higher Sharpe Ratio (7.18 vs 2.48), 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.

Portfolio Optimizer

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