PortfoliosLab logoPortfoliosLab logo
UFIV vs. GIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UFIV vs. GIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 5 Year Note ETF (UFIV) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UFIV achieves a -0.46% return, which is significantly lower than GIGB's 0.99% return.


UFIV

1D
-0.11%
1M
0.06%
YTD
-0.46%
6M
-0.17%
1Y
2.84%
3Y*
3.39%
5Y*
10Y*

GIGB

1D
-0.02%
1M
0.70%
YTD
0.99%
6M
1.39%
1Y
5.80%
3Y*
5.40%
5Y*
0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UFIV vs. GIGB - Yearly Performance Comparison


2026 (YTD)202520242023
UFIV
F/m US Treasury 5 Year Note ETF
-0.46%6.89%1.09%1.80%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.99%7.58%1.68%5.83%

Correlation

The correlation between UFIV and GIGB is 0.84, 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

0.84

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.86

The correlation between UFIV and GIGB has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UFIV vs. GIGB — Risk / Return Rank

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

UFIV
UFIV Risk / Return Rank: 2525
Overall Rank
UFIV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UFIV Sortino Ratio Rank: 2626
Sortino Ratio Rank
UFIV Omega Ratio Rank: 2424
Omega Ratio Rank
UFIV Calmar Ratio Rank: 2424
Calmar Ratio Rank
UFIV Martin Ratio Rank: 2424
Martin Ratio Rank

GIGB
GIGB Risk / Return Rank: 3939
Overall Rank
GIGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 3838
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3737
Omega Ratio Rank
GIGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4040
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.

UFIV vs. GIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 5 Year Note ETF (UFIV) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). 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.


UFIVGIGBDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

0.99

1.84

-0.86

Martin ratioReturn relative to average drawdown

2.76

5.74

-2.98

UFIV vs. GIGB - Sharpe Ratio Comparison

The current UFIV Sharpe Ratio is 0.85, which is lower than the GIGB Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of UFIV and GIGB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

UFIV vs. GIGB - Drawdown Comparison

The maximum UFIV drawdown since its inception was -5.63%, smaller than the maximum GIGB drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for UFIV and GIGB.


Loading charts...

Drawdown Indicators


UFIVGIGBDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-22.25%

+16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.87%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.03%

-6.69%

+2.66%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

Current Drawdown

Current decline from peak

-1.94%

-0.64%

-1.30%

Average Drawdown

Average peak-to-trough decline

-1.56%

-5.60%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.92%

+0.05%

Volatility

UFIV vs. GIGB - Volatility Comparison

The current volatility for F/m US Treasury 5 Year Note ETF (UFIV) is 1.06%, while Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) has a volatility of 1.43%. This indicates that UFIV experiences smaller price fluctuations and is considered to be less risky than GIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UFIVGIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.43%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

3.23%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

4.31%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

7.25%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

7.66%

-3.29%

UFIV vs. GIGB - Expense Ratio Comparison

UFIV has a 0.15% expense ratio, which is higher than GIGB's 0.14% 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%.


Dividends

UFIV vs. GIGB - Dividend Comparison

UFIV's dividend yield for the trailing twelve months is around 3.57%, less than GIGB's 4.60% yield.


PositionTTM202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.60%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%
UFIV
F/m US Treasury 5 Year Note ETF
3.57%3.66%4.00%2.96%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UFIV and GIGB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GIGB has higher volatility (1.43%) compared to UFIV (1.06%). In terms of maximum drawdown, UFIV dropped -5.63% vs GIGB's -22.25%.

On 3-year performance, GIGB leads with 5.40% vs 3.39% for UFIV. On fees, GIGB is cheaper at 0.14% per year. On volatility, UFIV has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GIGB has performed better with a 5.40% return vs 3.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GIGB is cheaper with a 0.14% expense ratio, compared with 0.15% for UFIV.

GIGB has the higher dividend yield at 4.60%, compared with 3.57% for UFIV.

UFIV is categorized as Government Bonds, while GIGB is Corporate Bonds. UFIV tracks ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross, while GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index. They also come from different issuers: US Benchmark Series and Goldman Sachs. Their fees differ too: 0.15% for UFIV and 0.14% for GIGB.

GIGB currently has the higher Sharpe Ratio (1.23 vs 0.85), 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

Find the right allocation for UFIV and GIGB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer