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GSLC vs. GPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSLC vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

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GSLC vs. GPIX - Yearly Performance Comparison


2026 (YTD)202520242023
GSLC
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
-5.21%16.17%24.21%15.82%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
-3.19%16.25%21.77%13.45%

Returns By Period

In the year-to-date period, GSLC achieves a -5.21% return, which is significantly lower than GPIX's -3.19% 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%

GPIX

1D
2.79%
1M
-4.39%
YTD
-3.19%
6M
-0.02%
1Y
16.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSLC vs. GPIX - Expense Ratio Comparison

GSLC has a 0.09% expense ratio, which is lower than GPIX's 0.29% expense ratio.


Return for Risk

GSLC vs. GPIX — Risk / Return Rank

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

GSLC
GSLC Risk / Return Rank: 5454
Overall Rank
GSLC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GSLC Sortino Ratio Rank: 5050
Sortino Ratio Rank
GSLC Omega Ratio Rank: 5454
Omega Ratio Rank
GSLC Calmar Ratio Rank: 5454
Calmar Ratio Rank
GSLC Martin Ratio Rank: 6262
Martin Ratio Rank

GPIX
GPIX Risk / Return Rank: 6868
Overall Rank
GPIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GPIX Omega Ratio Rank: 7171
Omega Ratio Rank
GPIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
GPIX Martin Ratio Rank: 7979
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.

GSLC vs. GPIX - 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 Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). 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.


GSLCGPIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.00

-0.17

Sortino ratio

Return per unit of downside risk

1.29

1.52

-0.23

Omega ratio

Gain probability vs. loss probability

1.19

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.27

1.52

-0.25

Martin ratio

Return relative to average drawdown

5.79

7.97

-2.17

GSLC vs. GPIX - Sharpe Ratio Comparison

The current GSLC Sharpe Ratio is 0.82, which is comparable to the GPIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GSLC and GPIX, 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


GSLCGPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.00

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.43

-0.69

Correlation

The correlation between GSLC and GPIX is 0.97, 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. GPIX - Dividend Comparison

GSLC's dividend yield for the trailing twelve months is around 1.06%, less than GPIX's 8.60% yield.


TTM20252024202320222021202020192018201720162015
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%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
8.60%8.01%7.45%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSLC vs. GPIX - Drawdown Comparison

The maximum GSLC drawdown since its inception was -33.69%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for GSLC and GPIX.


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Drawdown Indicators


GSLCGPIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-17.50%

-16.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-11.54%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-6.89%

-5.13%

-1.76%

Average Drawdown

Average peak-to-trough decline

-4.45%

-1.54%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.20%

+0.49%

Volatility

GSLC vs. GPIX - Volatility Comparison

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) have volatilities of 5.29% and 5.08%, 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


GSLCGPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.08%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

8.42%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

17.02%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

14.07%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

14.07%

+3.60%