GLOV vs FALN
Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and ISHARES FALLEN ANGELS USD BOND ETF (FALN, ETF).
GLOV vs FALN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GLOV
$1.50B
Winner
FALN
$1.60B
Expense Ratio
Winner
GLOV
0.15%
FALN
0.25%
Max Drawdown
Winner
GLOV
18.80%
FALN
29.96%
Sharpe Ratio
Winner
GLOV
1.11
FALN
0.57
5Y Beta
GLOV
0.58
Winner
FALN
0.27
P/E Ratio
GLOV
24.28
FALN
N/A
Forward P/E
GLOV
19.09
FALN
N/A
PEG Ratio
GLOV
0.19
FALN
N/A
5Y Dividends CAGR
GLOV
N/A
FALN
5.09%
5Y EPS CAGR
GLOV
19.30%
FALN
N/A
Debt to Equity
GLOV
327.53%
FALN
N/A
P/S Ratio
GLOV
1.85
FALN
N/A
P/B Ratio
GLOV
4.40
FALN
N/A
GLOV vs FALN - Historical Returns
Returns include dividend reinvestment.
1M
Winner
GLOV
+2.42%
FALN
-0.04%
3M
Winner
GLOV
+5.81%
FALN
+1.44%
6M
Winner
GLOV
+8.62%
FALN
+1.58%
1Y
Winner
GLOV
+17.40%
FALN
+6.58%
5Y(CAGR)
GLOV
N/A
FALN
+3.60%
10Y(CAGR)
GLOV
N/A
FALN
+6.06%
Max(CAGR)
Winner
GLOV
+11.69%
FALN
+6.59%
GLOV vs FALN - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | GLOV | FALN |
|---|---|---|
| 2026 | +2.79% | +2.57% |
| 2025 | +18.96% | +8.60% |
| 2024 | +15.96% | +8.18% |
| 2023 | +16.40% | +13.36% |
| 2022 | -6.17% | -13.60% |
| 2021 | N/A | +5.67% |
| 2020 | N/A | +14.54% |
| 2019 | N/A | +17.52% |
| 2018 | N/A | -5.26% |
| 2017 | N/A | +8.15% |
| 2016 | N/A | +10.41% |
GLOV vs FALN Drawdown Comparison
The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The maximum drawdown for FALN was -29.22%, occurring on Mar 20, 2020. Recovery took 106 trading sessions.
The current FALN drawdown is -0.26%.
| Rank | GLOV | FALN |
|---|---|---|
| #1 | -17.78% Mar 29, 2022 - Jul 13, 2023 | -29.22% Feb 14, 2020 - Jul 17, 2020 |
| #2 | -9.97% Feb 13, 2025 - May 2, 2025 | -18.79% Nov 9, 2021 - Jun 5, 2024 |
| #3 | -7.71% Jul 25, 2023 - Nov 22, 2023 | -8.18% Jan 24, 2018 - Mar 1, 2019 |
| #4 | -5.68% Dec 5, 2024 - Feb 11, 2025 | -5.92% Feb 28, 2025 - Jun 9, 2025 |
| #5 | -4.68% Jul 17, 2024 - Aug 15, 2024 | -4.10% Oct 19, 2016 - Dec 7, 2016 |
| #6 | -4.67% Mar 28, 2024 - Jun 12, 2024 | -3.96% Feb 19, 2026 - Jun 11, 2026 |
| #7 | -3.36% Oct 18, 2024 - Nov 7, 2024 | -3.23% Sep 2, 2020 - Oct 12, 2020 |
| #8 | -2.77% Nov 12, 2025 - Nov 26, 2025 | -3.17% Jun 23, 2016 - Jun 30, 2016 |
| #9 | -2.75% Nov 7, 2024 - Nov 29, 2024 | -2.84% Feb 12, 2021 - May 3, 2021 |
| #10 | -2.26% Jul 23, 2025 - Aug 12, 2025 | -2.61% Sep 6, 2016 - Sep 30, 2016 |
| #11 | -2.04% Aug 30, 2024 - Sep 13, 2024 | -2.51% Mar 1, 2017 - Apr 7, 2017 |
| #12 | -1.92% Oct 6, 2025 - Oct 27, 2025 | -2.24% May 6, 2019 - Jun 19, 2019 |
| #13 | -1.80% Jan 12, 2026 - Jan 26, 2026 | -2.23% Sep 15, 2021 - Nov 5, 2021 |
| #14 | -1.72% Jul 3, 2025 - Jul 23, 2025 | -2.03% Dec 6, 2024 - Jan 27, 2025 |
| #15 | -1.71% Oct 27, 2025 - Nov 11, 2025 | -1.98% Sep 17, 2019 - Dec 5, 2019 |
Correlation
Correlation between GLOV and FALN is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2016 - 2026)
GLOV vs FALN dividend yield comparison.
| Year | GLOV | FALN |
|---|---|---|
| 2026 | 0.00% | 3.81% |
| 2025 | 1.74% | 6.31% |
| 2024 | 1.75% | 6.24% |
| 2023 | 2.06% | 5.37% |
| 2022 | 1.73% | 5.08% |
| 2021 | 0.00% | 3.40% |
| 2020 | 0.00% | 5.14% |
| 2019 | 0.00% | 5.35% |
| 2018 | 0.00% | 5.97% |
| 2017 | 0.00% | 6.98% |
| 2016 | 0.00% | 3.55% |
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