SPMB vs. GSST

In the year-to-date period, SPMB achieves a 2.41% return, which is significantly higher than GSST's 1.81% return.

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SPMB has a 0.04% expense ratio, which is lower than GSST's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and Goldman Sachs Access Ultra Short Bond ETF (GSST). 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 current SPMB Sharpe Ratio is 0.97, which is lower than the GSST Sharpe Ratio of 7.93. The chart below compares the historical Sharpe Ratios of SPMB and GSST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPMB's dividend yield for the trailing twelve months is around 3.79%, less than GSST's 5.23% yield.

The maximum SPMB drawdown since its inception was -18.03%, which is greater than GSST's maximum drawdown of -3.51%. Use the drawdown chart below to compare losses from any high point for SPMB and GSST. For additional features, visit the drawdowns tool.