ITDG vs. GPIX

Last updated Jun 4, 2026

ITDG (Ishares Lifepath Target Date 2055 ETF) and GPIX (Goldman Sachs S&P 500 Premium Income ETF) are both exchange-traded funds - ITDG is a Target Retirement Date fund actively managed by iShares, while GPIX is a Derivative Income fund actively managed by Goldman Sachs. Both are actively managed. Over the past year, ITDG returned 28.74% vs 25.55% for GPIX. Their correlation of 0.93 suggests significant overlap in exposure. ITDG charges 0.11%/yr vs 0.29%/yr for GPIX.

Performance

ITDG vs. GPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2055 ETF (ITDG) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDG achieves a 12.04% return, which is significantly higher than GPIX's 9.91% return.

ITDG

• 1D: -0.79%
• 1M: 4.78%
• YTD: 12.04%
• 6M: 12.96%
• 1Y: 28.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GPIX

• 1D: -0.48%
• 1M: 4.27%
• YTD: 9.91%
• 6M: 10.34%
• 1Y: 25.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDG vs. GPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDG Ishares Lifepath Target Date 2055 ETF	12.04%	21.85%	16.56%	15.98%
GPIX Goldman Sachs S&P 500 Premium Income ETF	9.91%	16.25%	21.77%	13.45%

Correlation

The correlation between ITDG and GPIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023	0.93

The correlation between ITDG and GPIX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

ITDG vs. GPIX - Sectors Allocation Comparison

Sectors	ITDG	GPIX
Technology	27.1%	35.5%
Financial Services	16.1%	11.6%
Industrials	11.8%	8.4%
Consumer Cyclical	9.3%	10.1%
Healthcare	8.2%	8.4%
Communication Services	8.0%	11.5%
Consumer Defensive	4.8%	4.9%
Energy	4.3%	3.5%
Basic Materials	4.3%	1.8%
Real Estate	3.8%	2.0%
Utilities	2.6%	2.4%

Return for Risk

ITDG vs. GPIX — Risk / Return Rank

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

ITDG

ITDG Risk / Return Rank: 68
ITDG Sharpe Ratio Rank: 69
ITDG Sortino Ratio Rank: 69
ITDG Omega Ratio Rank: 68
ITDG Calmar Ratio Rank: 60
ITDG Martin Ratio Rank: 71

GPIX

GPIX Risk / Return Rank: 75
GPIX Sharpe Ratio Rank: 76
GPIX Sortino Ratio Rank: 75
GPIX Omega Ratio Rank: 79
GPIX Calmar Ratio Rank: 66
GPIX Martin Ratio Rank: 82

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.

ITDG vs. GPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2055 ETF (ITDG) and Goldman Sachs S&P 500 Premium Income ETF (GPIX). 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.

	ITDG	GPIX	Difference
Sharpe ratio Return per unit of total volatility	2.30	2.52	-0.22
Sortino ratio Return per unit of downside risk	3.20	3.48	-0.28
Omega ratio Gain probability vs. loss probability	1.41	1.48	-0.07
Calmar ratio Return relative to maximum drawdown	3.03	3.33	-0.30
Martin ratio Return relative to average drawdown	13.34	16.77	-3.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDG vs. GPIX - Sharpe Ratio Comparison

The current ITDG Sharpe Ratio is 2.30, which is comparable to the GPIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of ITDG and GPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITDG	GPIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.52	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	1.75	1.78	-0.04

Drawdowns

ITDG vs. GPIX - Drawdown Comparison

The maximum ITDG drawdown since its inception was -16.60%, smaller than the maximum GPIX drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for ITDG and GPIX.

Drawdown Indicators

	ITDG	GPIX	Difference
Max Drawdown Largest peak-to-trough decline	-16.60%	-17.50%	+0.90%
Max Drawdown (1Y) Largest decline over 1 year	-9.54%	-7.71%	-1.83%
Current Drawdown Current decline from peak	-0.79%	-0.48%	-0.31%
Average Drawdown Average peak-to-trough decline	-1.57%	-1.48%	-0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	1.53%	+0.63%

Volatility

ITDG vs. GPIX - Volatility Comparison

Ishares Lifepath Target Date 2055 ETF (ITDG) has a higher volatility of 3.84% compared to Goldman Sachs S&P 500 Premium Income ETF (GPIX) at 2.26%. This indicates that ITDG's price experiences larger fluctuations and is considered to be riskier than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDG	GPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	2.26%	+1.58%
Volatility (6M) Calculated over the trailing 6-month period	10.06%	7.89%	+2.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	10.17%	+2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	13.80%	+0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.44%	13.80%	+0.64%

ITDG vs. GPIX - Expense Ratio Comparison

ITDG has a 0.11% expense ratio, which is lower than GPIX's 0.29% expense ratio.

Dividends

ITDG vs. GPIX - Dividend Comparison

ITDG's dividend yield for the trailing twelve months is around 1.43%, less than GPIX's 8.00% yield.

Position	TTM	2025	2024	2023
GPIX Goldman Sachs S&P 500 Premium Income ETF	8.00%	8.01%	7.45%	1.40%
ITDG Ishares Lifepath Target Date 2055 ETF	1.43%	1.60%	1.44%	0.84%

Frequently Asked Questions

Can I hold both ITDG and GPIX in my portfolio?

With a correlation of 0.95, ITDG and GPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ITDG or GPIX?

ITDG has higher volatility (3.84%) compared to GPIX (2.26%). In terms of maximum drawdown, ITDG dropped -16.60% vs GPIX's -17.50%.

Which ETF is better, ITDG or GPIX?

On 1-year performance, ITDG leads with 28.74% vs 25.55% for GPIX. On fees, ITDG is cheaper at 0.11% per year. On volatility, GPIX has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDG or GPIX?

Over the 1-year period, ITDG has performed better with a 28.74% return vs 25.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDG or GPIX?

ITDG is cheaper with a 0.11% expense ratio, compared with 0.29% for GPIX.

Which ETF pays a higher dividend yield, ITDG or GPIX?

GPIX has the higher dividend yield at 8.00%, compared with 1.43% for ITDG.

What is the main difference between ITDG and GPIX?

ITDG is categorized as Target Retirement Date, while GPIX is Derivative Income. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.11% for ITDG and 0.29% for GPIX.

Which has better risk-adjusted returns?

GPIX currently has the higher Sharpe Ratio (2.52 vs 2.30), 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.