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GVIP vs. SCHZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GVIP vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Hedge Industry VIP ETF (GVIP) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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 23.78% return, which is significantly higher than SCHZ's 0.38% return.


GVIP

1D
3.35%
1M
10.03%
YTD
23.78%
6M
23.16%
1Y
45.11%
3Y*
32.71%
5Y*
14.11%
10Y*

SCHZ

1D
-0.26%
1M
0.61%
YTD
0.38%
6M
0.47%
1Y
4.52%
3Y*
3.90%
5Y*
0.02%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GVIP vs. SCHZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GVIP
Goldman Sachs Hedge Industry VIP ETF
23.78%25.27%29.82%39.15%-31.95%11.86%44.12%30.21%-6.85%25.79%
SCHZ
Schwab U.S. Aggregate Bond ETF
0.38%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%

Correlation

The correlation between GVIP and SCHZ is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2016

0.05

Over the past year, GVIP and SCHZ have become more correlated (0.26) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

GVIP vs. SCHZ — Risk / Return Rank

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

GVIP
GVIP Risk / Return Rank: 7171
Overall Rank
GVIP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GVIP Sortino Ratio Rank: 6868
Sortino Ratio Rank
GVIP Omega Ratio Rank: 6969
Omega Ratio Rank
GVIP Calmar Ratio Rank: 6868
Calmar Ratio Rank
GVIP Martin Ratio Rank: 7676
Martin Ratio Rank

SCHZ
SCHZ Risk / Return Rank: 3434
Overall Rank
SCHZ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3232
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3434
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. SCHZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Hedge Industry VIP ETF (GVIP) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


GVIPSCHZDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratioReturn relative to maximum drawdown

3.32

1.68

+1.63

Martin ratioReturn relative to average drawdown

14.12

4.86

+9.27

GVIP vs. SCHZ - Sharpe Ratio Comparison

The current GVIP Sharpe Ratio is 2.26, which is higher than the SCHZ Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of GVIP and SCHZ, 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. SCHZ - Drawdown Comparison

The maximum GVIP drawdown since its inception was -37.09%, which is greater than SCHZ's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for GVIP and SCHZ.


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Drawdown Indicators


GVIPSCHZDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-18.74%

-18.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-2.70%

-10.97%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-6.18%

-17.11%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-18.01%

-19.08%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

0.00%

-2.38%

+2.38%

Average Drawdown

Average peak-to-trough decline

-7.57%

-3.68%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

0.93%

+2.27%

Volatility

GVIP vs. SCHZ - Volatility Comparison

Goldman Sachs Hedge Industry VIP ETF (GVIP) has a higher volatility of 9.33% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 1.15%. This indicates that GVIP's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GVIPSCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.33%

1.15%

+8.18%

Volatility (6M)

Calculated over the trailing 6-month period

16.71%

2.79%

+13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

3.76%

+16.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

6.09%

+15.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

5.42%

+16.37%

GVIP vs. SCHZ - Expense Ratio Comparison

GVIP has a 0.45% expense ratio, which is higher than SCHZ's 0.03% expense ratio.


Dividends

GVIP vs. SCHZ - Dividend Comparison

GVIP's dividend yield for the trailing twelve months is around 0.27%, less than SCHZ's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GVIP
Goldman Sachs Hedge Industry VIP ETF
0.27%0.34%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%0.00%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.12%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


GVIP and SCHZ have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GVIP has higher volatility (9.33%) compared to SCHZ (1.15%). In terms of maximum drawdown, GVIP dropped -37.09% vs SCHZ's -18.74%.

On 5-year performance, GVIP leads with 14.11% vs 0.02% for SCHZ. On fees, SCHZ is cheaper at 0.03% per year. On volatility, SCHZ has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GVIP has performed better with a 14.11% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.45% for GVIP.

SCHZ has the higher dividend yield at 4.12%, compared with 0.27% for GVIP.

GVIP is categorized as Large Cap Growth Equities, while SCHZ is Total Bond Market. GVIP tracks Goldman Sachs Hedge Fund VIP Index, while SCHZ tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: Goldman Sachs and Charles Schwab. Their fees differ too: 0.45% for GVIP and 0.03% for SCHZ.

GVIP currently has the higher Sharpe Ratio (2.26 vs 1.21), 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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