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

Correlation

The correlation between GSUS and VTI is 1.00, 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

GSUS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta U.S. Equity ETF (GSUS) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GSUS:

10.29%

VTI:

19.98%

Max Drawdown

GSUS:

-0.79%

VTI:

-55.45%

Current Drawdown

GSUS:

-0.08%

VTI:

-7.97%

Returns By Period


GSUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

-3.75%

1M

6.20%

6M

-5.68%

1Y

9.17%

5Y*

15.78%

10Y*

11.66%

*Annualized

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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%.


Risk-Adjusted Performance

GSUS vs. VTI — Risk-Adjusted Performance Rank

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

GSUS
The Risk-Adjusted Performance Rank of GSUS is 6565
Overall Rank
The Sharpe Ratio Rank of GSUS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of GSUS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GSUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GSUS is 6868
Calmar Ratio Rank
The Martin Ratio Rank of GSUS is 6565
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

GSUS vs. VTI - Dividend Comparison

GSUS has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
GSUS
Goldman Sachs MarketBeta U.S. Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

GSUS vs. VTI - Drawdown Comparison

The maximum GSUS drawdown since its inception was -0.79%, 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.


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Volatility

GSUS vs. VTI - Volatility Comparison


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