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GSIG vs. JPIE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIG vs. JPIE - 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 Income ETF (JPIE). The values are adjusted to include any dividend payments, if applicable.

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GSIG vs. JPIE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
0.08%6.69%4.72%6.06%-5.80%-0.34%
JPIE
JPMorgan Income ETF
0.51%7.39%6.32%7.07%-6.13%0.30%

Returns By Period

In the year-to-date period, GSIG achieves a 0.08% return, which is significantly lower than JPIE's 0.51% return.


GSIG

1D
0.24%
1M
-0.66%
YTD
0.08%
6M
1.15%
1Y
4.68%
3Y*
5.18%
5Y*
2.20%
10Y*

JPIE

1D
0.10%
1M
-0.44%
YTD
0.51%
6M
2.07%
1Y
5.77%
3Y*
6.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIG vs. JPIE - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is lower than JPIE's 0.41% expense ratio.


Return for Risk

GSIG vs. JPIE — Risk / Return Rank

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

GSIG
GSIG Risk / Return Rank: 9494
Overall Rank
GSIG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GSIG Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSIG Omega Ratio Rank: 9595
Omega Ratio Rank
GSIG Calmar Ratio Rank: 9292
Calmar Ratio Rank
GSIG Martin Ratio Rank: 9393
Martin Ratio Rank

JPIE
JPIE Risk / Return Rank: 9696
Overall Rank
JPIE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9898
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9292
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9797
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. JPIE - 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 Income ETF (JPIE). 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.


GSIGJPIEDifference

Sharpe ratio

Return per unit of total volatility

2.25

2.74

-0.49

Sortino ratio

Return per unit of downside risk

3.34

3.66

-0.32

Omega ratio

Gain probability vs. loss probability

1.48

1.69

-0.22

Calmar ratio

Return relative to maximum drawdown

3.29

3.41

-0.12

Martin ratio

Return relative to average drawdown

13.82

18.78

-4.96

GSIG vs. JPIE - Sharpe Ratio Comparison

The current GSIG Sharpe Ratio is 2.25, which is comparable to the JPIE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of GSIG and JPIE, 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


GSIGJPIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.74

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.95

-0.18

Correlation

The correlation between GSIG and JPIE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSIG vs. JPIE - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.51%, less than JPIE's 5.65% yield.


TTM202520242023202220212020
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
4.11%4.61%4.59%3.51%2.21%1.04%0.45%
JPIE
JPMorgan Income ETF
5.65%5.65%6.11%5.70%4.49%0.63%0.00%

Drawdowns

GSIG vs. JPIE - Drawdown Comparison

The maximum GSIG drawdown since its inception was -9.57%, roughly equal to the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for GSIG and JPIE.


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Drawdown Indicators


GSIGJPIEDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-9.96%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-1.72%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Current Drawdown

Current decline from peak

-0.90%

-0.53%

-0.37%

Average Drawdown

Average peak-to-trough decline

-2.15%

-2.17%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.31%

+0.04%

Volatility

GSIG vs. JPIE - Volatility Comparison

Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and JPMorgan Income ETF (JPIE) have volatilities of 0.87% and 0.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIGJPIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.87%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

1.09%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.13%

2.11%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.87%

3.57%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

3.57%

-0.84%