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GVIP vs. GEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVIP vs. GEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Hedge Industry VIP ETF (GVIP) and Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GVIP achieves a 16.34% return, which is significantly higher than GEMD's 2.26% return.


GVIP

1D
-6.01%
1M
3.42%
YTD
16.34%
6M
15.67%
1Y
35.53%
3Y*
29.99%
5Y*
12.53%
10Y*

GEMD

1D
-0.04%
1M
1.79%
YTD
2.26%
6M
2.29%
1Y
10.81%
3Y*
8.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVIP vs. GEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
GVIP
Goldman Sachs Hedge Industry VIP ETF
16.34%25.27%29.82%39.15%-26.40%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
2.26%13.67%3.31%8.51%-15.70%

Correlation

The correlation between GVIP and GEMD is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.49

The correlation between GVIP and GEMD has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.

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Return for Risk

GVIP vs. GEMD — Risk / Return Rank

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

GVIP
GVIP Risk / Return Rank: 5454
Overall Rank
GVIP Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GVIP Sortino Ratio Rank: 4747
Sortino Ratio Rank
GVIP Omega Ratio Rank: 5151
Omega Ratio Rank
GVIP Calmar Ratio Rank: 5656
Calmar Ratio Rank
GVIP Martin Ratio Rank: 6464
Martin Ratio Rank

GEMD
GEMD Risk / Return Rank: 6161
Overall Rank
GEMD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 6868
Sortino Ratio Rank
GEMD Omega Ratio Rank: 6666
Omega Ratio Rank
GEMD Calmar Ratio Rank: 5151
Calmar Ratio Rank
GEMD Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GVIP vs. GEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Hedge Industry VIP ETF (GVIP) and Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GVIPGEMDDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.61

2.34

+0.27

Martin ratioReturn relative to average drawdown

11.04

9.83

+1.22

GVIP vs. GEMD - Sharpe Ratio Comparison

The current GVIP Sharpe Ratio is 1.70, which is comparable to the GEMD Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GVIP and GEMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GVIP vs. GEMD - Drawdown Comparison

The maximum GVIP drawdown since its inception was -37.09%, which is greater than GEMD's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for GVIP and GEMD.


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Drawdown Indicators


GVIPGEMDDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-24.56%

-12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-4.64%

-9.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-7.69%

-15.60%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

Current Drawdown

Current decline from peak

-6.01%

-0.42%

-5.59%

Average Drawdown

Average peak-to-trough decline

-7.56%

-8.09%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.10%

+2.13%

Volatility

GVIP vs. GEMD - Volatility Comparison

Goldman Sachs Hedge Industry VIP ETF (GVIP) has a higher volatility of 11.43% compared to Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) at 1.81%. This indicates that GVIP's price experiences larger fluctuations and is considered to be riskier than GEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIPGEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.43%

1.81%

+9.62%

Volatility (6M)

Calculated over the trailing 6-month period

17.87%

4.59%

+13.28%

Volatility (1Y)

Calculated over the trailing 1-year period

21.01%

5.67%

+15.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

9.92%

+11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

9.92%

+11.95%

GVIP vs. GEMD - Expense Ratio Comparison

GVIP has a 0.45% expense ratio, which is higher than GEMD's 0.39% expense ratio.


Dividends

GVIP vs. GEMD - Dividend Comparison

GVIP's dividend yield for the trailing twelve months is around 0.29%, less than GEMD's 5.65% yield.


PositionTTM2025202420232022202120202019201820172016
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
5.65%6.32%5.79%5.70%5.42%0.00%0.00%0.00%0.00%0.00%0.00%
GVIP
Goldman Sachs Hedge Industry VIP ETF
0.29%0.34%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%

Frequently Asked Questions


GVIP and GEMD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GVIP has higher volatility (11.43%) compared to GEMD (1.81%). In terms of maximum drawdown, GVIP dropped -37.09% vs GEMD's -24.56%.

On 3-year performance, GVIP leads with 29.99% vs 8.14% for GEMD. On fees, GEMD is cheaper at 0.39% per year. On volatility, GEMD has been the lower-risk option at 1.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GVIP has performed better with a 29.99% return vs 8.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GEMD is cheaper with a 0.39% expense ratio, compared with 0.45% for GVIP.

GEMD has the higher dividend yield at 5.65%, compared with 0.29% for GVIP.

GVIP is categorized as Large Cap Growth Equities, while GEMD is Emerging Markets Bonds. GVIP tracks Goldman Sachs Hedge Fund VIP Index, while GEMD tracks FTSE Goldman Sachs Emerging Markets USD Bond Index - Benchmark TR Net. Their fees differ too: 0.45% for GVIP and 0.39% for GEMD.

GEMD currently has the higher Sharpe Ratio (1.92 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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