GSLC vs. FIVQX
Compare and contrast key facts about Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and Fidelity Advisor International Value Fund Class I (FIVQX).
GSLC is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. It was launched on Sep 17, 2015. FIVQX is managed by Fidelity. It was launched on May 18, 2006.
Performance
GSLC vs. FIVQX - Performance Comparison
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GSLC vs. FIVQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | -5.21% | 16.17% | 24.21% | 25.09% | -18.71% | 27.17% | 19.02% | 30.74% | -4.07% | 22.49% |
FIVQX Fidelity Advisor International Value Fund Class I | -1.56% | 43.57% | 4.85% | 19.10% | -7.95% | 14.94% | 3.26% | 18.95% | -17.20% | 17.82% |
Returns By Period
In the year-to-date period, GSLC achieves a -5.21% return, which is significantly lower than FIVQX's -1.56% return. Over the past 10 years, GSLC has outperformed FIVQX with an annualized return of 13.15%, while FIVQX has yielded a comparatively lower 8.81% annualized return.
GSLC
- 1D
- 2.88%
- 1M
- -5.13%
- YTD
- -5.21%
- 6M
- -3.45%
- 1Y
- 14.87%
- 3Y*
- 16.91%
- 5Y*
- 10.77%
- 10Y*
- 13.15%
FIVQX
- 1D
- 0.87%
- 1M
- -9.20%
- YTD
- -1.56%
- 6M
- 4.07%
- 1Y
- 24.32%
- 3Y*
- 18.73%
- 5Y*
- 11.74%
- 10Y*
- 8.81%
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GSLC vs. FIVQX - Expense Ratio Comparison
GSLC has a 0.09% expense ratio, which is lower than FIVQX's 1.05% expense ratio.
Return for Risk
GSLC vs. FIVQX — Risk / Return Rank
GSLC
FIVQX
GSLC vs. FIVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and Fidelity Advisor International Value Fund Class I (FIVQX). 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.
| GSLC | FIVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.33 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.81 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.76 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.79 | 7.33 | -1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSLC | FIVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.33 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.72 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.49 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.22 | +0.52 |
Correlation
The correlation between GSLC and FIVQX is 0.71, 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
GSLC vs. FIVQX - Dividend Comparison
GSLC's dividend yield for the trailing twelve months is around 1.06%, less than FIVQX's 2.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 1.06% | 1.00% | 1.11% | 1.38% | 1.61% | 1.06% | 1.35% | 1.54% | 1.89% | 1.69% | 1.69% | 0.36% |
FIVQX Fidelity Advisor International Value Fund Class I | 2.42% | 2.38% | 2.34% | 2.05% | 1.87% | 4.29% | 1.76% | 3.46% | 3.26% | 0.15% | 2.61% | 1.19% |
Drawdowns
GSLC vs. FIVQX - Drawdown Comparison
The maximum GSLC drawdown since its inception was -33.69%, smaller than the maximum FIVQX drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for GSLC and FIVQX.
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Drawdown Indicators
| GSLC | FIVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -64.41% | +30.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -11.64% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -27.53% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -43.46% | +9.77% |
Current DrawdownCurrent decline from peak | -6.89% | -9.26% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -16.37% | +11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.94% | -0.25% |
Volatility
GSLC vs. FIVQX - Volatility Comparison
The current volatility for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) is 5.29%, while Fidelity Advisor International Value Fund Class I (FIVQX) has a volatility of 7.07%. This indicates that GSLC experiences smaller price fluctuations and is considered to be less risky than FIVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSLC | FIVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.07% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 10.62% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 17.33% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 16.47% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 17.87% | -0.20% |