VTI vs. GSWO
VTI (Vanguard Total Stock Market ETF) and GSWO (Goldman Sachs ActiveBeta World Equity ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while GSWO is a Global Equities fund tracking the Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, VTI returned 21.08%/yr vs 17.89%/yr for GSWO. Their correlation of 0.87 suggests significant overlap in exposure. VTI charges 0.03%/yr vs 0.25%/yr for GSWO.
Performance
VTI vs. GSWO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VTI having a 8.72% return and GSWO slightly lower at 8.59%.
VTI
- 1D
- -2.68%
- 1M
- 0.42%
- YTD
- 8.72%
- 6M
- 8.29%
- 1Y
- 26.04%
- 3Y*
- 21.08%
- 5Y*
- 12.19%
- 10Y*
- 14.71%
GSWO
- 1D
- -2.69%
- 1M
- -0.16%
- YTD
- 8.59%
- 6M
- 9.20%
- 1Y
- 17.86%
- 3Y*
- 17.89%
- 5Y*
- —
- 10Y*
- —
VTI vs. GSWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 8.72% | 17.10% | 23.81% | 26.05% | -12.70% |
GSWO Goldman Sachs ActiveBeta World Equity ETF | 8.59% | 18.97% | 15.29% | 16.28% | -6.15% |
Correlation
The correlation between VTI and GSWO is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.87 |
The correlation between VTI and GSWO has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
VTI vs. GSWO — Risk / Return Rank
VTI
GSWO
VTI vs. GSWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Goldman Sachs ActiveBeta World Equity ETF (GSWO). 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.
| VTI | GSWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.01 | +0.92 |
| Martin ratioReturn relative to average drawdown | 13.45 | 9.58 | +3.87 |
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
| VTI | GSWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.61 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.94 | -0.44 |
Drawdowns
VTI vs. GSWO - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than GSWO's maximum drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for VTI and GSWO.
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Drawdown Indicators
| VTI | GSWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -17.77% | -37.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -8.93% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -9.97% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -2.93% | -2.88% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -3.25% | -4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.87% | +0.07% |
Volatility
VTI vs. GSWO - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) and Goldman Sachs ActiveBeta World Equity ETF (GSWO) have volatilities of 3.90% and 3.92%, 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
| VTI | GSWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.92% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 9.46% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 11.11% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 13.02% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 13.02% | +5.30% |
VTI vs. GSWO - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than GSWO's 0.25% 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%.
Dividends
VTI vs. GSWO - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.04%, less than GSWO's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSWO Goldman Sachs ActiveBeta World Equity ETF | 1.65% | 1.74% | 1.75% | 2.06% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and GSWO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSWO has higher volatility (3.92%) compared to VTI (3.90%). In terms of maximum drawdown, VTI dropped -55.45% vs GSWO's -17.77%.
On 3-year performance, VTI leads with 21.08% vs 17.89% for GSWO. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VTI has performed better with a 21.08% return vs 17.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.25% for GSWO.
GSWO has the higher dividend yield at 1.65%, compared with 1.04% for VTI.
VTI is categorized as Large Cap Blend Equities, while GSWO is Global Equities. VTI tracks CRSP US Total Market Index, while GSWO tracks Goldman Sachs ActiveBeta World Low Vol Plus Equity Index - Benchmark TR Net. They also come from different issuers: Vanguard and Goldman Sachs. Their fees differ too: 0.03% for VTI and 0.25% for GSWO.
VTI currently has the higher Sharpe Ratio (2.10 vs 1.61), 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.
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