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ISIN
US38142V5223
Inception Date
Jan 1, 1998
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GOIIX Performance Chart

Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) is up 7.7% since the beginning of the year. GOIIX is currently trading at $18 per share. Investors who bought $1,000 worth of GOIIX shares 5 years ago would now be looking at an investment worth $1,450.


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S&P 500 Index

Returns By Period

Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has returned 7.65% so far this year and 20.12% over the past 12 months. Over the last ten years, GOIIX has returned 8.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Goldman Sachs Growth and Income Strategy Portfolio

1D
0.91%
1M
1.55%
YTD
7.65%
6M
7.65%
1Y
20.12%
3Y*
14.63%
5Y*
7.71%
10Y*
8.80%

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)

GOIIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1998, GOIIX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +7.9%, while the worst month was Oct 2008 at -15.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GOIIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.12%1.54%-5.07%5.82%3.04%0.28%7.65%
20252.32%0.32%-3.58%0.26%3.45%3.27%0.73%2.25%2.55%1.63%0.46%0.63%15.03%
20240.20%2.69%2.57%-3.15%3.38%1.57%1.90%1.81%1.78%-2.35%3.15%0.56%14.81%
20235.25%-2.60%2.61%1.09%-1.22%3.63%2.12%-1.80%-3.13%-2.05%6.65%4.25%15.16%
2022-3.78%-2.34%0.94%-5.54%0.48%-6.65%4.95%-3.26%-7.16%3.70%5.80%-3.18%-15.86%
2021-0.39%0.97%2.12%3.08%1.40%1.37%0.89%1.70%-3.43%2.82%-1.63%3.29%12.65%

Benchmark Metrics

Goldman Sachs Growth and Income Strategy Portfolio has an annualized alpha of 1.89%, beta of 0.54, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 02, 1998.

  • This fund participated in 68.33% of S&P 500 Index downside but only 65.04% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.54 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.89%
Beta
0.54
0.82
Upside Capture
65.04%
Downside Capture
68.33%

Expense Ratio

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


Return for Risk

Risk / Return Rank

GOIIX ranks 64 for risk / return — better than 64% 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.


GOIIX Risk / Return Rank: 6464
Overall Rank
GOIIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GOIIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
GOIIX Omega Ratio Rank: 6565
Omega Ratio Rank
GOIIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
GOIIX Martin Ratio Rank: 6767
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 and Income Strategy Portfolio (GOIIX) 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.


GOIIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.80

2.78

+0.02

Martin ratioReturn relative to average drawdown

12.15

12.44

-0.29

Dividends

Dividend History

Goldman Sachs Growth and Income Strategy Portfolio provided a 7.97% dividend yield over the last twelve months, with an annual payout of $1.41 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.41$1.32$1.52$0.29$0.67$1.12$0.54$0.33$0.37$0.38$0.17$0.47

Dividend yield

7.97%7.98%9.79%1.97%5.09%6.80%3.47%2.29%3.04%2.73%1.37%3.99%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Growth and Income 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$0.09$0.00$0.00$0.00$0.09
2025$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$1.18$1.32
2024$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$1.30$1.52
2023$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.07$0.29
2022$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.67
2021$0.00$0.00$0.05$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$1.01$1.12

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 and Income 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 and Income Strategy Portfolio was 43.63%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.

The current Goldman Sachs Growth and Income Strategy Portfolio drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-43.63%Mar 2009
1y 4mo2y 1mo
3y 5moNov 2007 - Apr 2011
Dot-com crash2000–2002
-25.87%Oct 2002
2y 6mo1y 2mo
3y 9moMar 2000 - Jan 2004
COVID crash2020
-25.07%Mar 2020
1mo 2d4mo 16d
5mo 18dFeb 2020 - Aug 2020
Bear market2022
-23.78%Oct 2022
9mo 17d1y 8mo
2y 5moDec 2021 - Jun 2024
1998 correction1998
-16.47%Oct 1998
5mo 25d6mo 2d
11mo 27dApr 1998 - Apr 1999

Drawdown Indicators


GOIIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.63%

-56.78%

+13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-9.10%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-12.19%

-18.90%

+6.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

-25.43%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-25.07%

-33.92%

+8.85%

Current Drawdown

Current decline from peak

-0.11%

-1.80%

+1.69%

Average Drawdown

Average peak-to-trough decline

-6.40%

-10.71%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.03%

-0.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GOIIX

Add Goldman Sachs Growth and Income Strategy Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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