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GSIG vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. FLTR - 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 VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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 FLTR's 1.95% return.


GSIG

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

FLTR

1D
0.00%
1M
0.54%
YTD
1.95%
6M
2.44%
1Y
5.34%
3Y*
6.12%
5Y*
4.49%
10Y*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. FLTR - 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%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
1.95%5.22%7.38%7.41%0.74%0.55%1.51%

Correlation

The correlation between GSIG and FLTR is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.08

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

0.12

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

0.11

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Return for Risk

GSIG vs. FLTR — 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

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR 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. FLTR - 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 VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


GSIGFLTRDifference

Sharpe ratio

Return per unit of total volatility

2.48

6.84

-4.36

Sortino ratio

Return per unit of downside risk

3.83

12.94

-9.10

Omega ratio

Gain probability vs. loss probability

1.50

3.20

-1.70

Calmar ratio

Return relative to maximum drawdown

3.08

17.53

-14.44

Martin ratio

Return relative to average drawdown

12.63

104.93

-92.30

GSIG vs. FLTR - Sharpe Ratio Comparison

The current GSIG Sharpe Ratio is 2.48, which is lower than the FLTR Sharpe Ratio of 6.84. The chart below compares the historical Sharpe Ratios of GSIG and FLTR, 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


GSIGFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

6.84

-4.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

2.11

-1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.53

+0.26

Drawdowns

GSIG vs. FLTR - Drawdown Comparison

The maximum GSIG drawdown since its inception was -9.57%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for GSIG and FLTR.


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Drawdown Indicators


GSIGFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-17.84%

+8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-0.31%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-1.93%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-3.06%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.10%

-0.67%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.05%

+0.31%

Volatility

GSIG vs. FLTR - Volatility Comparison

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) has a higher volatility of 0.62% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.24%. This indicates that GSIG's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIGFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.24%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

0.62%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

0.79%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.89%

2.13%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

5.00%

-2.29%

GSIG vs. FLTR - Expense Ratio Comparison

Both GSIG and FLTR have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GSIG vs. FLTR - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.34%, less than FLTR's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
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 FLTR have a correlation of 0.10, 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 FLTR (0.24%). In terms of maximum drawdown, GSIG dropped -9.57% vs FLTR's -17.84%.

On 5-year performance, FLTR leads with 4.49% vs 2.21% for GSIG. Both ETFs have the same 0.14% expense ratio. On volatility, FLTR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTR has performed better with a 4.49% return vs 2.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSIG and FLTR have the same expense ratio: 0.14% per year.

FLTR has the higher dividend yield at 4.73%, compared with 4.34% for GSIG.

GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. They also come from different issuers: Goldman Sachs and VanEck.

FLTR currently has the higher Sharpe Ratio (6.84 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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