Data as of Nov 4, 2026.
BDYN vs GSLC: Differences, Returns & Fees
Over the year to Nov 4, 2026, BDYN returned +8.8% to GSLC's +13.3%; 42% of their weight is in the same names.
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Net assets: $3.1bn on Nov 4, 2026 for iShares Dynamic Equity Active ETF, and $15.3bn on Nov 3, 2026 for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF.
Pair scorecard
GSLC costs 0.30 points a year less; their one-year returns differ by 4.5 points; GSLC is 4.9 times larger.
| Measure | BDYN | GSLC |
|---|---|---|
| Return | ||
| Total return, 1 year | +8.8% | +13.3% |
| Drawdown | ||
| Below its high | 4.8%, high on Aug 13, 2026 | |
| Benchmark | ||
| What it tracks | No index, actively managed | Goldman Sachs ActiveBeta U.S. Large Cap Equity Index |
| Cost and size | ||
| Expense ratio | 0.39% | 0.09% |
| Net assets, as of Nov 3, 2026 | $3.1bn | $15.3bn |
| Holdings | ||
| Holdings in common | 42% | |
| Top ten holdings, share of the fund | 27.5% | 35.2% |
Risk and return
Sep 26, 2025 to Oct 30, 2026 · 57 weekly returnsEach against its own benchmark: BDYN against URTH, Sep 26, 2025 to Oct 30, 2026; GSLC against VOO, Oct 2, 2015 to Oct 30, 2026.
From Sep 2025 to Oct 2026, GSLC returned more: +12.5% to +10.1%. GSLC swung slightly less: 11.6% to 12.6%. GSLC fell slightly less at its worst: −9.1% to −9.6%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BDYN | GSLC | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +10.1% | +12.5% | GSLC | Price change plus distributions, reinvested. |
| Annualized | +9.1% | +11.4% | GSLC | Total return as a yearly rate. |
| Price return | +7.7% | +11.3% | GSLC | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 12.6% | 11.6% | GSLC (slight) | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 8.2% | 6.9% | GSLC | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −9.6% | −9.1% | GSLC (slight) | Deepest fall from a high to the low after it. |
| Upside capture | 99.9% | 96.6% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 110.9% | 99.3% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.04 | 0.99 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.95 | 0.99 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.45 | 0.66 | GSLC | Return above Treasury bills per unit of volatility. |
| Sortino | 0.70 | 1.10 | GSLC | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.055 | 0.123 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.95 | 1.25 | GSLC | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | URTH | VOO | The ETF each fund is measured against. | |
| Alpha | −4.4% a year | −0.7% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −1.59 | −1.43 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −10.0% to +1.2% | −1.7% to +0.3% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −1.39 | −0.49 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.9% | 1.6% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 57 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BDYN and GSLC hold 42% of their money in the same securities at the same weight. Holdings dated Aug 31, 2026 and Nov 3, 2026.
half
42% in common
Only in one fund ↓
Side by side
BDYN and GSLC on the fields both publish, as of Nov 4, 2026. Source: ETFIQ.
Client brief:
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BDYN
BDYN is actively managed and tracks no index. Over the year to Nov 4, 2026 it returned +8.8% with distributions reinvested, against +15.2% for its benchmark, the MSCI World Index. The prospectus expense ratio is 0.39% a year. By its holdings published by its issuer for Nov 3, 2026, 67% of the fund by weight is stocks the S&P 500 also holds, across 354 positions, with the top ten at 27.5%. It sat 4.8% below its high of Aug 13, 2026 on Nov 4, 2026.
GSLC
GSLC tracks an index. Over the year to Nov 4, 2026 it returned +13.3% with distributions reinvested, against +14.8% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.09% a year. By its holdings filed for Aug 31, 2026, 94% of the fund by weight is stocks the S&P 500 also holds, across 426 positions, with the top ten at 35.2%.
Questions people ask
- Which returned more over the last year, BDYN or GSLC?
- In the year to Nov 4, 2026, with distributions reinvested, BDYN returned +8.8% and GSLC +13.3%.
- Which is cheaper, BDYN or GSLC?
- GSLC is cheaper, by 0.30 percentage points a year. That is about $30 on $10,000 held for a year. Fees come from each fund's prospectus.
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How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, BDYN against GSLC, data as of Nov 4, 2026. https://etfiq.com/compare/any/bdyn-vs-gslc
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