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VOX vs. GOLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOX vs. GOLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Communication Services ETF (VOX) and Gabelli Opportunities in Live and Sports ETF (GOLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VOX

1D
0.26%
1M
-6.50%
YTD
-5.35%
6M
-5.46%
1Y
12.86%
3Y*
21.81%
5Y*
6.02%
10Y*
8.42%

GOLS

1D
0.17%
1M
0.02%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOX vs. GOLS - Yearly Performance Comparison


Correlation

The correlation between VOX and GOLS is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 2, 2026

0.65

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Return for Risk

VOX vs. GOLS — Risk / Return Rank

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

VOX
VOX Risk / Return Rank: 2424
Overall Rank
VOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VOX Omega Ratio Rank: 2323
Omega Ratio Rank
VOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VOX Martin Ratio Rank: 2626
Martin Ratio Rank

GOLS

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

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.

VOX vs. GOLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and Gabelli Opportunities in Live and Sports ETF (GOLS). 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.


VOXGOLSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

3.37

VOX vs. GOLS - Sharpe Ratio Comparison


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Drawdowns

VOX vs. GOLS - Drawdown Comparison

The maximum VOX drawdown since its inception was -57.18%, which is greater than GOLS's maximum drawdown of -7.85%. Use the drawdown chart below to compare losses from any high point for VOX and GOLS.


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Drawdown Indicators


VOXGOLSDifference

Max Drawdown

Largest peak-to-trough decline

-57.18%

-7.85%

-49.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

Current Drawdown

Current decline from peak

-8.53%

-3.83%

-4.70%

Average Drawdown

Average peak-to-trough decline

-11.90%

-1.96%

-9.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

Volatility

VOX vs. GOLS - Volatility Comparison


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Volatility by Period


VOXGOLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

13.74%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

13.74%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

13.74%

+7.19%

VOX vs. GOLS - Expense Ratio Comparison

VOX has a 0.09% expense ratio, which is lower than GOLS's 0.90% expense ratio.


Dividends

VOX vs. GOLS - Dividend Comparison

VOX's dividend yield for the trailing twelve months is around 1.04%, while GOLS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GOLS
Gabelli Opportunities in Live and Sports ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.04%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Frequently Asked Questions


VOX and GOLS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOX is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOX is cheaper with a 0.09% expense ratio, compared with 0.90% for GOLS.

VOX has the higher dividend yield at 1.04%, compared with 0.00% for GOLS.

They also come from different issuers: Vanguard and Gabelli. Their fees differ too: 0.09% for VOX and 0.90% for GOLS.

Portfolio Optimizer

Find the right allocation for VOX and GOLS

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