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ISIN
US38142V4986
Inception Date
Jan 1, 1998
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GGSIX Performance Chart

Goldman Sachs Growth Strategy Portfolio (GGSIX) is up 10.1% since the beginning of the year. GGSIX is currently trading at $22 per share. Investors who bought $1,000 worth of GGSIX shares 5 years ago would now be looking at an investment worth $1,639.


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S&P 500 Index

Returns By Period

Goldman Sachs Growth Strategy Portfolio (GGSIX) has returned 10.13% so far this year and 25.75% over the past 12 months. Over the last ten years, GGSIX has returned 11.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Goldman Sachs Growth Strategy Portfolio

1D
1.13%
1M
1.78%
YTD
10.13%
6M
9.97%
1Y
25.75%
3Y*
18.61%
5Y*
10.39%
10Y*
11.42%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGSIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1998, GGSIX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Dec 2008 with a return of +10.1%, while the worst month was Oct 2008 at -19.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GGSIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.72%1.68%-6.01%7.65%3.93%0.27%10.13%
20252.85%0.00%-3.38%0.05%4.61%3.95%1.02%2.56%3.25%1.82%0.40%0.90%19.29%
20240.34%3.91%2.90%-3.39%4.05%1.77%1.79%2.16%1.86%-2.46%3.75%1.38%19.26%
20236.03%-2.87%2.83%1.35%-1.51%4.79%2.75%-2.28%-3.50%-2.36%7.61%4.48%17.83%
2022-4.33%-2.61%1.48%-6.26%0.52%-7.61%5.70%-3.63%-8.21%5.10%6.87%-3.82%-16.86%
2021-0.17%1.68%2.98%3.86%1.65%1.47%0.95%2.18%-4.27%3.75%-2.15%4.26%17.04%

Benchmark Metrics

Goldman Sachs Growth Strategy Portfolio has an annualized alpha of 1.46%, beta of 0.72, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.

  • This fund participated in 85.97% of S&P 500 Index downside but only 84.01% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.46%
Beta
0.72
0.84
Upside Capture
84.01%
Downside Capture
85.97%

Expense Ratio

GGSIX has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

GGSIX ranks 66 for risk / return — better than 66% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GGSIX Risk / Return Rank: 6666
Overall Rank
GGSIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6565
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 7171
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and compare them to S&P 500 Index.

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.


GGSIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.94

2.78

+0.16

Martin ratioReturn relative to average drawdown

12.81

12.44

+0.37

Dividends

Dividend History

Goldman Sachs Growth Strategy Portfolio provided a 10.78% dividend yield over the last twelve months, with an annual payout of $2.40 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.40$2.40$2.32$0.31$0.89$1.29$0.62$0.93$0.41$0.44$0.18$0.26

Dividend yield

10.78%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Growth Strategy Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.40$2.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.32$2.32
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Growth Strategy Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs Growth Strategy Portfolio was 52.85%, occurring on Nov 20, 2008. Recovery took 1101 trading sessions.

The current Goldman Sachs Growth Strategy Portfolio drawdown is 0.31%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.85%Nov 2008
1y 20d4y 4mo
5y 5moNov 2007 - Apr 2013
Dot-com crash2000–2002
-36.98%Oct 2002
2y 6mo2y 27d
4y 7moMar 2000 - Nov 2004
COVID crash2020
-30.36%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-26.74%Oct 2022
9mo 15d1y 5mo
2y 2moDec 2021 - Mar 2024
1998 bear market1998
-22.46%Oct 1998
5mo 25d6mo 21d
1y 11dApr 1998 - Apr 1999

Drawdown Indicators


GGSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.85%

-56.78%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.10%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-18.90%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-25.43%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-30.36%

-33.92%

+3.56%

Current Drawdown

Current decline from peak

-0.31%

-1.80%

+1.49%

Average Drawdown

Average peak-to-trough decline

-9.19%

-10.71%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.03%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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