VOX vs. GINN
Compare and contrast key facts about Vanguard Communication Services ETF (VOX) and Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN).
VOX and GINN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. GINN is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive Innovative Global Equity Index. It was launched on Nov 6, 2020. Both VOX and GINN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VOX vs. GINN - Performance Comparison
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VOX vs. GINN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | -6.08% | 26.27% | 33.12% | 44.81% | -38.85% | 13.83% | 8.77% |
GINN Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF | -5.73% | 20.25% | 18.71% | 29.94% | -32.40% | 10.39% | 9.84% |
Returns By Period
In the year-to-date period, VOX achieves a -6.08% return, which is significantly lower than GINN's -5.73% return.
VOX
- 1D
- 0.88%
- 1M
- -5.24%
- YTD
- -6.08%
- 6M
- -1.73%
- 1Y
- 22.72%
- 3Y*
- 24.69%
- 5Y*
- 7.59%
- 10Y*
- 8.51%
GINN
- 1D
- 0.89%
- 1M
- -5.05%
- YTD
- -5.73%
- 6M
- -6.46%
- 1Y
- 18.34%
- 3Y*
- 15.43%
- 5Y*
- 4.45%
- 10Y*
- —
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VOX vs. GINN - Expense Ratio Comparison
VOX has a 0.10% expense ratio, which is lower than GINN's 0.50% expense ratio.
Return for Risk
VOX vs. GINN — Risk / Return Rank
VOX
GINN
VOX vs. GINN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN). 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.
| VOX | GINN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.87 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.36 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.36 | +0.37 |
Martin ratioReturn relative to average drawdown | 6.39 | 4.79 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOX | GINN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.87 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.21 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.33 | +0.10 |
Correlation
The correlation between VOX and GINN is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VOX vs. GINN - Dividend Comparison
VOX's dividend yield for the trailing twelve months is around 1.05%, less than GINN's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | 1.05% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
GINN Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF | 1.34% | 1.26% | 1.26% | 1.01% | 0.69% | 0.67% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VOX vs. GINN - Drawdown Comparison
The maximum VOX drawdown since its inception was -57.18%, which is greater than GINN's maximum drawdown of -41.25%. Use the drawdown chart below to compare losses from any high point for VOX and GINN.
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Drawdown Indicators
| VOX | GINN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.18% | -41.25% | -15.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -13.57% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -46.76% | -41.25% | -5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.76% | — | — |
Current DrawdownCurrent decline from peak | -9.23% | -9.41% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -13.72% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.86% | -0.18% |
Volatility
VOX vs. GINN - Volatility Comparison
Vanguard Communication Services ETF (VOX) and Goldman Sachs ETF Trust Goldman Sachs Innovate Equity ETF (GINN) have volatilities of 6.50% and 6.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOX | GINN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.68% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 12.65% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 21.06% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 21.29% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 21.18% | -0.31% |