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Goldman Sachs Core Fixed Income Fund (GSFIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Goldman Sachs Core Fixed Income Fund (GSFIX)

Mutual Fund · Currency in USD · Last updated May 30, 2025

The fund normally invests at least 80% of its net assets plus any borrowings for investment purposes (measured at the time of purchase) ("Net Assets") in fixed income securities, including securities issued or guaranteed by the U.S. government, its agencies, instrumentalities or sponsored enterprises, corporate debt securities, privately issued adjustable rate and fixed rate mortgage-backed securities or other mortgage-related securities and asset-backed securities.

Fund Info

ISIN

US38141W8102

Issuer

Goldman Sachs

Inception Date

Jan 5, 1994

Category

Intermediate Core Bond

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

GSFIX has an expense ratio of 0.38%, placing it in the medium range.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Goldman Sachs Core Fixed Income Fund

Performance

Performance Chart

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S&P 500

Returns By Period

Goldman Sachs Core Fixed Income Fund (GSFIX) returned 1.84% year-to-date (YTD) and 6.17% over the past 12 months. Over the past 10 years, GSFIX returned 1.76% annually, underperforming the S&P 500 benchmark at 10.84%.

GSFIX

YTD

1.84%

1M

-0.86%

6M

0.89%

1Y

6.17%

3Y*

1.34%

5Y*

-0.76%

10Y*

1.76%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of GSFIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.69%2.22%-0.07%0.23%-1.20%1.84%
2024-0.21%-1.40%0.91%-2.60%1.83%0.92%2.47%1.44%1.41%-2.63%1.23%-1.71%1.49%
20233.71%-2.69%2.61%0.61%-1.09%-0.33%0.00%-0.75%-2.65%-1.69%4.78%4.03%6.35%
2022-2.14%-1.43%-2.78%-4.15%0.54%-2.13%2.65%-2.84%-4.83%-1.16%4.26%-0.70%-14.10%
2021-0.81%-1.80%-1.30%0.91%0.34%0.89%1.16%-0.02%-0.92%-0.30%0.34%-0.20%-1.75%
20202.20%1.61%-2.31%3.26%1.11%1.18%1.96%-0.68%0.01%-0.45%1.49%0.25%9.92%
20191.54%-0.03%2.12%0.07%1.79%1.38%0.25%2.77%-0.58%0.33%-0.04%-0.15%9.80%
2018-0.93%-1.15%0.51%-0.65%0.81%-0.08%0.04%0.53%-0.63%-0.83%0.46%1.47%-0.50%
20170.29%0.79%-0.06%0.60%0.78%0.03%0.30%0.97%-0.55%0.03%-0.36%0.59%3.46%
20161.17%0.31%1.08%0.49%0.13%1.54%0.77%0.02%0.08%-0.84%-2.24%0.55%3.05%
20151.80%-0.83%0.38%-0.25%-0.16%-1.02%0.78%-0.36%0.59%0.19%-0.18%-0.21%0.70%
20141.38%0.51%0.03%0.89%1.08%0.03%0.03%0.85%-0.47%0.57%0.59%0.21%5.83%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GSFIX is 64, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of GSFIX is 6464
Overall Rank
The Sharpe Ratio Rank of GSFIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of GSFIX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of GSFIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of GSFIX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GSFIX is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Goldman Sachs Core Fixed Income Fund (GSFIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Goldman Sachs Core Fixed Income Fund Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.13
  • 5-Year: -0.12
  • 10-Year: 0.33
  • All Time: 1.01

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Goldman Sachs Core Fixed Income Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Goldman Sachs Core Fixed Income Fund provided a 4.25% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 3 consecutive years.

2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.39$0.38$0.35$0.26$0.21$0.52$0.40$0.28$0.27$0.28$0.30$0.28

Dividend yield

4.25%4.24%3.77%2.90%1.94%4.56%3.67%2.80%2.54%2.66%2.92%2.68%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Core Fixed Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.03$0.00$0.13
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.38
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.26
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2020$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27$0.52
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.10$0.40
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.28
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.28
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.07$0.30
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.28

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 Core Fixed Income Fund. 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 Core Fixed Income Fund was 19.83%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Goldman Sachs Core Fixed Income Fund drawdown is 7.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.83%Jan 4, 2021456Oct 24, 2022———
-15.34%Jan 24, 2008212Nov 21, 2008171Jul 30, 2009383
-9.75%Mar 10, 20208Mar 19, 202049May 29, 202057
-4.94%May 3, 201387Sep 5, 2013163Apr 30, 2014250
-4.63%Jun 16, 200335Aug 5, 200395Dec 18, 2003130
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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