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GTIP vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GTIP and ^GSPC is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

GTIP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
-0.12%
12.98%
GTIP
^GSPC

Key characteristics

Sharpe Ratio

GTIP:

0.78

^GSPC:

1.75

Sortino Ratio

GTIP:

1.09

^GSPC:

2.36

Omega Ratio

GTIP:

1.14

^GSPC:

1.32

Calmar Ratio

GTIP:

0.32

^GSPC:

2.67

Martin Ratio

GTIP:

2.12

^GSPC:

10.93

Ulcer Index

GTIP:

1.60%

^GSPC:

2.07%

Daily Std Dev

GTIP:

4.35%

^GSPC:

12.88%

Max Drawdown

GTIP:

-14.31%

^GSPC:

-56.78%

Current Drawdown

GTIP:

-6.32%

^GSPC:

-1.28%

Returns By Period

In the year-to-date period, GTIP achieves a 1.17% return, which is significantly lower than ^GSPC's 2.70% return.


GTIP

YTD

1.17%

1M

1.17%

6M

-0.12%

1Y

2.64%

5Y*

1.59%

10Y*

N/A

^GSPC

YTD

2.70%

1M

2.70%

6M

12.98%

1Y

23.12%

5Y*

13.40%

10Y*

11.44%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GTIP vs. ^GSPC — Risk-Adjusted Performance Rank

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

GTIP
The Risk-Adjusted Performance Rank of GTIP is 2626
Overall Rank
The Sharpe Ratio Rank of GTIP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of GTIP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GTIP is 2828
Omega Ratio Rank
The Calmar Ratio Rank of GTIP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of GTIP is 2525
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8787
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.

GTIP vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for GTIP, currently valued at 0.78, compared to the broader market0.002.004.000.781.75
The chart of Sortino ratio for GTIP, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.092.36
The chart of Omega ratio for GTIP, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.32
The chart of Calmar ratio for GTIP, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.322.67
The chart of Martin ratio for GTIP, currently valued at 2.12, compared to the broader market0.0020.0040.0060.0080.00100.002.1210.93
GTIP
^GSPC

The current GTIP Sharpe Ratio is 0.78, which is lower than the ^GSPC Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GTIP and ^GSPC, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025
0.78
1.75
GTIP
^GSPC

Drawdowns

GTIP vs. ^GSPC - Drawdown Comparison

The maximum GTIP drawdown since its inception was -14.31%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GTIP and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-6.32%
-1.28%
GTIP
^GSPC

Volatility

GTIP vs. ^GSPC - Volatility Comparison

The current volatility for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) is 1.06%, while S&P 500 (^GSPC) has a volatility of 3.99%. This indicates that GTIP experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025
1.06%
3.99%
GTIP
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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