GSIG vs. VCLT
GSIG (Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF) and VCLT (Vanguard Long-Term Corporate Bond ETF) are both Corporate Bonds funds - GSIG tracks the FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index while VCLT tracks the Barclays U.S. 10+ Year Corporate Index. Both are passively managed. Over the past 5 years, GSIG returned 2.21%/yr vs -1.50%/yr for VCLT. A 0.77 correlation means they provide meaningful diversification when combined. GSIG charges 0.14%/yr vs 0.04%/yr for VCLT.
Performance
GSIG vs. VCLT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GSIG achieves a 0.67% return, which is significantly lower than VCLT's 1.34% return.
GSIG
- 1D
- 0.02%
- 1M
- 0.03%
- YTD
- 0.67%
- 6M
- 1.10%
- 1Y
- 4.55%
- 3Y*
- 5.39%
- 5Y*
- 2.21%
- 10Y*
- —
VCLT
- 1D
- 0.04%
- 1M
- 1.34%
- YTD
- 1.34%
- 6M
- 0.62%
- 1Y
- 8.27%
- 3Y*
- 4.46%
- 5Y*
- -1.50%
- 10Y*
- 2.35%
GSIG vs. VCLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
VCLT Vanguard Long-Term Corporate Bond ETF | 1.34% | 7.18% | -1.90% | 11.17% | -25.50% | -1.73% | 3.32% |
Correlation
The correlation between GSIG and VCLT is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2020 | 0.77 |
The correlation between GSIG and VCLT has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GSIG vs. VCLT — Risk / Return Rank
GSIG
VCLT
GSIG vs. VCLT - 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 Vanguard Long-Term Corporate Bond ETF (VCLT). 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.
| GSIG | VCLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 1.05 | +1.43 |
Sortino ratioReturn per unit of downside risk | 3.83 | 1.53 | +2.31 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.18 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.47 | +1.62 |
Martin ratioReturn relative to average drawdown | 12.63 | 3.63 | +9.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GSIG | VCLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 1.05 | +1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | -0.12 | +0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.40 | +0.40 |
Drawdowns
GSIG vs. VCLT - Drawdown Comparison
The maximum GSIG drawdown since its inception was -9.57%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for GSIG and VCLT.
Loading charts...
Drawdown Indicators
| GSIG | VCLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.57% | -34.31% | +24.74% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -5.25% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -1.46% | -13.03% | +11.57% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -34.31% | +24.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.31% | — |
Current DrawdownCurrent decline from peak | -0.32% | -14.06% | +13.74% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -8.16% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 2.12% | -1.76% |
Volatility
GSIG vs. VCLT - Volatility Comparison
The current volatility for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) is 0.62%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.34%. This indicates that GSIG experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GSIG | VCLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 2.34% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 1.36% | 5.81% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 7.93% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.89% | 12.78% | -9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.71% | 12.84% | -10.13% |
GSIG vs. VCLT - Expense Ratio Comparison
GSIG has a 0.14% expense ratio, which is higher than VCLT's 0.04% 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. VCLT - Dividend Comparison
GSIG's dividend yield for the trailing twelve months is around 4.34%, less than VCLT's 5.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.53% | 5.51% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% |
Frequently Asked Questions
GSIG and VCLT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCLT has higher volatility (2.34%) compared to GSIG (0.62%). In terms of maximum drawdown, GSIG dropped -9.57% vs VCLT's -34.31%.
On 5-year performance, GSIG leads with 2.21% vs -1.50% for VCLT. On fees, VCLT is cheaper at 0.04% 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 -1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCLT is cheaper with a 0.04% expense ratio, compared with 0.14% for GSIG.
VCLT has the higher dividend yield at 5.53%, compared with 4.34% for GSIG.
GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.14% for GSIG and 0.04% for VCLT.
GSIG currently has the higher Sharpe Ratio (2.48 vs 1.05), 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.
Find the right allocation for GSIG and VCLT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer