Data as of Nov 4, 2026.
CATH vs GSLC: Differences, Returns & Fees
Over the year to Nov 4, 2026, CATH returned +12.4% to GSLC's +13.3%; 67% of their weight is in the same names.
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Net assets: $1.4bn on Oct 12, 2026 for Global X S&P 500 Catholic Values ETF, and $15.3bn on Nov 3, 2026 for Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF.
Pair scorecard
GSLC costs 0.20 points a year less; their one-year returns differ by 0.9 points; GSLC is 10.9 times larger.
| Measure | CATH | GSLC |
|---|---|---|
| Return | ||
| Total return, 1 year | +12.4% | +13.3% |
| Benchmark | ||
| What it tracks | S&P 500 Catholic Values Index | Goldman Sachs ActiveBeta U.S. Large Cap Equity Index |
| Cost and size | ||
| Expense ratio | 0.29% | 0.09% |
| Net assets, as of Oct 12, 2026 | $1.4bn | $15.3bn |
| Holdings | ||
| Holdings in common | 67% | |
| Top ten holdings, share of the fund | 39.2% | 35.2% |
Risk and return
Apr 29, 2016 to Oct 30, 2026 · 548 weekly returns · each against VOOFrom Apr 2016 to Oct 2026, CATH and GSLC returned about the same: +306.1% and +304.4%. GSLC swung slightly less: 16.7% to 17.2%. CATH and GSLC fell about the same at their worst: −31.5% and −31.8%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | CATH | GSLC | VOO | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +306.1% | +304.4% | Tie | Price change plus distributions, reinvested. | |
| Annualized | +14.2% | +14.2% | Tie | Total return as a yearly rate. | |
| Price return | +261.7% | +246.2% | CATH (slight) | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 17.2% | 16.7% | GSLC (slight) | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 11.9% | 11.6% | GSLC (slight) | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −31.5% | −31.8% | Tie | Deepest fall from a high to the low after it. | |
| Upside capture | 100.8% | 96.8% | 100.0% | CATH (slight) | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 101.7% | 99.3% | 100.0% | GSLC (slight) | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 1.01 | 0.99 | 1.00 | GSLC lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.98 | 0.99 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | 0.72 | 0.73 | Tie | Return above Treasury bills per unit of volatility. | |
| Sortino | 1.04 | 1.06 | Tie | Return above Treasury bills per unit of downside deviation. | |
| Treynor | 0.122 | 0.123 | 0.130 | Tie | Return above Treasury bills per unit of beta. |
| Calmar | 0.45 | 0.45 | Tie | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | VOO | VOO | VOO | The ETF each fund is measured against. | |
| Alpha | −0.8% a year | −0.6% a year | 0.0% | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −1.20 | −1.29 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | −2.1% to +0.5% | −1.6% to +0.3% | Both include zero | The 95% range for the yearly alpha. | |
| Information ratio | −0.28 | −0.45 | CATH | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.2% | 1.6% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 548 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, CATH and GSLC hold 67% of their money in the same securities at the same weight. Holdings dated Jul 31, 2026 and Aug 31, 2026.
half
67% in common
Only in one fund ↓
Side by side
CATH and GSLC on the fields both publish, as of Nov 4, 2026. Source: ETFIQ.
Client brief:
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CATH
CATH tracks an index. Over the year to Nov 4, 2026 it returned +12.4% with distributions reinvested, against +14.8% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.29% a year. By its holdings filed for Jul 31, 2026, 99% of the fund by weight is stocks the S&P 500 also holds, across 445 positions, with the top ten at 39.2%.
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, CATH or GSLC?
- In the year to Nov 4, 2026, with distributions reinvested, CATH returned +12.4% and GSLC +13.3%.
- Which is cheaper, CATH or GSLC?
- GSLC is cheaper, by 0.20 percentage points a year. That is about $20 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, CATH against GSLC, data as of Nov 4, 2026. https://etfiq.com/compare/any/cath-vs-gslc
ETFIQ. (Nov 4, 2026). CATH against GSLC. Retrieved from https://etfiq.com/compare/any/cath-vs-gslc
[CATH against GSLC (ETFIQ, Nov 4, 2026)](https://etfiq.com/compare/any/cath-vs-gslc)
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