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VGMS vs. GHMS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGMS vs. GHMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Multi-Sector Income Bond ETF (VGMS) and Goose Hollow Multi-Strategy Income ETF (GHMS). The values are adjusted to include any dividend payments, if applicable.

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VGMS vs. GHMS - Yearly Performance Comparison


Returns By Period


VGMS

1D
0.79%
1M
-1.38%
YTD
-0.28%
6M
1.27%
1Y
3Y*
5Y*
10Y*

GHMS

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.26%
1Y
2.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGMS vs. GHMS - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than GHMS's 1.20% expense ratio.


Return for Risk

VGMS vs. GHMS — Risk / Return Rank

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

VGMS

GHMS
GHMS Risk / Return Rank: 3434
Overall Rank
GHMS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GHMS Sortino Ratio Rank: 2626
Sortino Ratio Rank
GHMS Omega Ratio Rank: 3030
Omega Ratio Rank
GHMS Calmar Ratio Rank: 4646
Calmar Ratio Rank
GHMS 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.

VGMS vs. GHMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and Goose Hollow Multi-Strategy Income ETF (GHMS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGMS vs. GHMS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGMSGHMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

0.97

+1.11

Correlation

The correlation between VGMS and GHMS is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VGMS vs. GHMS - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 3.83%, more than GHMS's 1.69% yield.


TTM202520242023
VGMS
Vanguard Multi-Sector Income Bond ETF
3.83%2.94%0.00%0.00%
GHMS
Goose Hollow Multi-Strategy Income ETF
1.69%1.69%4.48%0.29%

Drawdowns

VGMS vs. GHMS - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, smaller than the maximum GHMS drawdown of -4.73%. Use the drawdown chart below to compare losses from any high point for VGMS and GHMS.


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Drawdown Indicators


VGMSGHMSDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-4.73%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

Current Drawdown

Current decline from peak

-1.51%

-2.44%

+0.93%

Average Drawdown

Average peak-to-trough decline

-0.27%

-1.11%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

Volatility

VGMS vs. GHMS - Volatility Comparison


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Volatility by Period


VGMSGHMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

6.65%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

5.57%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

5.57%

-2.45%