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GSIG vs. GSLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIG vs. GSLC - 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 Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). The values are adjusted to include any dividend payments, if applicable.

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GSIG vs. GSLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
0.13%6.69%4.72%6.06%-5.80%-0.81%1.59%
GSLC
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
-4.48%16.17%24.21%25.09%-18.71%27.17%19.39%

Returns By Period

In the year-to-date period, GSIG achieves a 0.13% return, which is significantly higher than GSLC's -4.48% return.


GSIG

1D
0.06%
1M
-0.60%
YTD
0.13%
6M
1.20%
1Y
4.74%
3Y*
5.20%
5Y*
2.21%
10Y*

GSLC

1D
0.78%
1M
-4.43%
YTD
-4.48%
6M
-2.72%
1Y
15.30%
3Y*
17.21%
5Y*
10.94%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIG vs. GSLC - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is higher than GSLC'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%.


Return for Risk

GSIG vs. GSLC — Risk / Return Rank

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

GSIG
GSIG Risk / Return Rank: 9393
Overall Rank
GSIG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GSIG Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSIG Omega Ratio Rank: 9595
Omega Ratio Rank
GSIG Calmar Ratio Rank: 9191
Calmar Ratio Rank
GSIG Martin Ratio Rank: 9292
Martin Ratio Rank

GSLC
GSLC Risk / Return Rank: 4848
Overall Rank
GSLC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GSLC Sortino Ratio Rank: 4545
Sortino Ratio Rank
GSLC Omega Ratio Rank: 4949
Omega Ratio Rank
GSLC Calmar Ratio Rank: 4747
Calmar Ratio Rank
GSLC Martin Ratio Rank: 5656
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. GSLC - 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 Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC). 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.


GSIGGSLCDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.85

+1.39

Sortino ratio

Return per unit of downside risk

3.31

1.32

+2.00

Omega ratio

Gain probability vs. loss probability

1.47

1.20

+0.28

Calmar ratio

Return relative to maximum drawdown

3.32

1.28

+2.03

Martin ratio

Return relative to average drawdown

13.76

5.79

+7.97

GSIG vs. GSLC - Sharpe Ratio Comparison

The current GSIG Sharpe Ratio is 2.24, which is higher than the GSLC Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GSIG and GSLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSIGGSLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.85

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.66

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.75

+0.02

Correlation

The correlation between GSIG and GSLC is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GSIG vs. GSLC - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.44%, more than GSLC's 1.05% yield.


TTM20252024202320222021202020192018201720162015
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.44%4.61%4.59%3.51%2.21%1.04%0.45%0.00%0.00%0.00%0.00%0.00%
GSLC
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
1.05%1.00%1.11%1.38%1.61%1.06%1.35%1.54%1.89%1.69%1.69%0.36%

Drawdowns

GSIG vs. GSLC - Drawdown Comparison

The maximum GSIG drawdown since its inception was -9.57%, smaller than the maximum GSLC drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for GSIG and GSLC.


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Drawdown Indicators


GSIGGSLCDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-33.69%

+24.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-12.27%

+10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-24.90%

+15.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-0.85%

-6.17%

+5.32%

Average Drawdown

Average peak-to-trough decline

-2.15%

-4.45%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

2.72%

-2.37%

Volatility

GSIG vs. GSLC - Volatility Comparison

The current volatility for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) is 0.87%, while Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) has a volatility of 5.35%. This indicates that GSIG experiences smaller price fluctuations and is considered to be less risky than GSLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIGGSLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

5.35%

-4.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

9.39%

-8.19%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

18.16%

-16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.87%

16.64%

-13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

17.67%

-14.94%