GSUS vs. VTI
Compare and contrast key facts about Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Vanguard Total Stock Market ETF (VTI).
GSUS and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSUS is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS United States Large & Mid Cap Index. It was launched on May 12, 2020. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both GSUS and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSUS or VTI.
Performance
GSUS vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with GSUS having a 25.64% return and VTI slightly lower at 24.77%.
GSUS
25.64%
1.40%
12.50%
32.52%
N/A
N/A
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| GSUS | VTI | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.58 |
| Sortino Ratio | 3.53 | 3.45 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 3.81 | 3.76 |
| Martin Ratio | 17.24 | 16.48 |
| Ulcer Index | 1.87% | 1.96% |
| Daily Std Dev | 12.17% | 12.50% |
| Max Drawdown | -25.62% | -55.45% |
| Current Drawdown | -1.37% | -1.53% |
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GSUS vs. VTI - Expense Ratio Comparison
GSUS has a 0.07% 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%.
Correlation
The correlation between GSUS and VTI is 0.99, 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.
Risk-Adjusted Performance
GSUS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) 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.
Dividends
GSUS vs. VTI - Dividend Comparison
GSUS's dividend yield for the trailing twelve months is around 1.14%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSUS Goldman Sachs MarketBeta U.S. Equity ETF | 1.14% | 1.33% | 1.50% | 1.13% | 0.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GSUS vs. VTI - Drawdown Comparison
The maximum GSUS drawdown since its inception was -25.62%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GSUS and VTI. For additional features, visit the drawdowns tool.
Volatility
GSUS vs. VTI - Volatility Comparison
Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.23% and 4.28%, 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.