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GTIP vs. SCHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GTIP and SCHP is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

GTIP vs. SCHP - 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 Schwab U.S. TIPS ETF (SCHP). The values are adjusted to include any dividend payments, if applicable.

18.00%19.00%20.00%21.00%22.00%23.00%24.00%25.00%NovemberDecember2025FebruaryMarchApril
22.95%
23.29%
GTIP
SCHP

Key characteristics

Sharpe Ratio

GTIP:

1.57

SCHP:

1.53

Sortino Ratio

GTIP:

2.21

SCHP:

2.16

Omega Ratio

GTIP:

1.28

SCHP:

1.27

Calmar Ratio

GTIP:

0.66

SCHP:

0.67

Martin Ratio

GTIP:

4.58

SCHP:

4.62

Ulcer Index

GTIP:

1.55%

SCHP:

1.54%

Daily Std Dev

GTIP:

4.54%

SCHP:

4.65%

Max Drawdown

GTIP:

-14.31%

SCHP:

-14.26%

Current Drawdown

GTIP:

-4.04%

SCHP:

-3.99%

Returns By Period

The year-to-date returns for both stocks are quite close, with GTIP having a 3.62% return and SCHP slightly lower at 3.58%.


GTIP

YTD

3.62%

1M

0.35%

6M

2.52%

1Y

7.19%

5Y*

1.58%

10Y*

N/A

SCHP

YTD

3.58%

1M

0.41%

6M

2.58%

1Y

7.23%

5Y*

1.59%

10Y*

2.36%

*Annualized

Compare stocks, funds, or ETFs

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GTIP vs. SCHP - Expense Ratio Comparison

GTIP has a 0.12% expense ratio, which is higher than SCHP's 0.05% 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%.


Expense ratio chart for GTIP: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GTIP: 0.12%
Expense ratio chart for SCHP: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHP: 0.05%

Risk-Adjusted Performance

GTIP vs. SCHP — 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 8585
Overall Rank
The Sharpe Ratio Rank of GTIP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of GTIP is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GTIP is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GTIP is 7373
Calmar Ratio Rank
The Martin Ratio Rank of GTIP is 8383
Martin Ratio Rank

SCHP
The Risk-Adjusted Performance Rank of SCHP is 8585
Overall Rank
The Sharpe Ratio Rank of SCHP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHP is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SCHP is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SCHP is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SCHP is 8383
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. SCHP - 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 Schwab U.S. TIPS ETF (SCHP). 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.


The chart of Sharpe ratio for GTIP, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.00
GTIP: 1.57
SCHP: 1.53
The chart of Sortino ratio for GTIP, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.00
GTIP: 2.21
SCHP: 2.16
The chart of Omega ratio for GTIP, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
GTIP: 1.28
SCHP: 1.27
The chart of Calmar ratio for GTIP, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
GTIP: 0.66
SCHP: 0.67
The chart of Martin ratio for GTIP, currently valued at 4.58, compared to the broader market0.0020.0040.0060.00
GTIP: 4.58
SCHP: 4.62

The current GTIP Sharpe Ratio is 1.57, which is comparable to the SCHP Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GTIP and SCHP, 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 Ratio0.501.001.50NovemberDecember2025FebruaryMarchApril
1.57
1.53
GTIP
SCHP

Dividends

GTIP vs. SCHP - Dividend Comparison

GTIP's dividend yield for the trailing twelve months is around 4.09%, more than SCHP's 3.19% yield.


TTM20242023202220212020201920182017201620152014
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.09%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%0.00%0.00%0.00%
SCHP
Schwab U.S. TIPS ETF
3.19%2.99%3.02%7.19%4.39%1.11%2.02%2.63%1.90%1.38%0.28%1.30%

Drawdowns

GTIP vs. SCHP - Drawdown Comparison

The maximum GTIP drawdown since its inception was -14.31%, roughly equal to the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for GTIP and SCHP. For additional features, visit the drawdowns tool.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-4.04%
-3.99%
GTIP
SCHP

Volatility

GTIP vs. SCHP - Volatility Comparison

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and Schwab U.S. TIPS ETF (SCHP) have volatilities of 2.23% and 2.18%, 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.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.23%
2.18%
GTIP
SCHP