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GSLC vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GSLCVTI
YTD Return26.19%25.21%
1Y Return34.17%33.95%
3Y Return (Ann)9.31%8.40%
5Y Return (Ann)14.94%14.97%
Sharpe Ratio2.842.76
Sortino Ratio3.823.68
Omega Ratio1.531.51
Calmar Ratio4.134.00
Martin Ratio18.0817.66
Ulcer Index1.90%1.94%
Daily Std Dev12.10%12.43%
Max Drawdown-33.69%-55.45%
Current Drawdown-0.91%-1.18%

Correlation

-0.50.00.51.01.0

The correlation between GSLC and VTI is 0.98, 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.

Performance

GSLC vs. VTI - Performance Comparison

The year-to-date returns for both stocks are quite close, with GSLC having a 26.19% return and VTI slightly lower at 25.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.36%
13.00%
GSLC
VTI

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSLC vs. VTI - Expense Ratio Comparison

GSLC has a 0.09% expense ratio, which is higher than VTI's 0.03% 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%.


GSLC
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
Expense ratio chart for GSLC: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GSLC vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and Vanguard Total Stock Market ETF (VTI). 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
Sharpe ratio
The chart of Sharpe ratio for GSLC, currently valued at 2.84, compared to the broader market0.002.004.006.002.84
Sortino ratio
The chart of Sortino ratio for GSLC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.008.0010.0012.003.82
Omega ratio
The chart of Omega ratio for GSLC, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for GSLC, currently valued at 4.13, compared to the broader market0.005.0010.0015.004.13
Martin ratio
The chart of Martin ratio for GSLC, currently valued at 18.08, compared to the broader market0.0020.0040.0060.0080.00100.0018.08
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.76, compared to the broader market0.002.004.006.002.76
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.68, compared to the broader market-2.000.002.004.006.008.0010.0012.003.68
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.51, compared to the broader market1.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.00, compared to the broader market0.005.0010.0015.004.00
Martin ratio
The chart of Martin ratio for VTI, currently valued at 17.66, compared to the broader market0.0020.0040.0060.0080.00100.0017.66

GSLC vs. VTI - Sharpe Ratio Comparison

The current GSLC Sharpe Ratio is 2.84, which is comparable to the VTI Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of GSLC and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.84
2.76
GSLC
VTI

Dividends

GSLC vs. VTI - Dividend Comparison

GSLC's dividend yield for the trailing twelve months is around 1.12%, less than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
GSLC
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
1.12%1.38%1.61%1.06%1.02%1.54%1.89%1.69%1.69%0.36%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

GSLC vs. VTI - Drawdown Comparison

The maximum GSLC drawdown since its inception was -33.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GSLC and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.91%
-1.18%
GSLC
VTI

Volatility

GSLC vs. VTI - Volatility Comparison

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF (GSLC) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.94% and 4.05%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.94%
4.05%
GSLC
VTI