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Goldman Sachs Investment Grade Credit Fund (GSGDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US38143H8455

Inception Date

Nov 3, 2003

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

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


Share Price Chart


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Compare to other instruments

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Popular comparisons:
GSGDX vs. NVCR
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Performance

Performance Chart


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Returns By Period


GSGDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.00%0.00%0.00%0.00%
20240.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20230.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20220.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20210.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20200.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20190.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20180.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20170.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20160.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20150.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20140.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GSGDX is 67, 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 GSGDX is 6767
Overall Rank
The Sharpe Ratio Rank of GSGDX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GSGDX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GSGDX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GSGDX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of GSGDX is 6767
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 Investment Grade Credit Fund (GSGDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Goldman Sachs Investment Grade Credit Fund. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History

Goldman Sachs Investment Grade Credit Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.34 per share.


0.00%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.34$0.37$0.35$0.28$0.27$0.30$0.33$0.31$0.30$0.31$0.37$0.33

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Investment Grade Credit 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$0.10
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$0.37
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$0.03$0.03$0.03$0.03$0.03$0.28
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$0.27
2020$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.30
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2018$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2017$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.30
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2015$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.06$0.37
2014$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33

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 Investment Grade Credit 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 Investment Grade Credit Fund was 16.13%, occurring on Nov 24, 2008. Recovery took 170 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.13%Feb 6, 2008204Nov 24, 2008170Jul 30, 2009374
-6.23%Nov 8, 201133Dec 23, 2011109Jun 1, 2012142
-5.71%Mar 10, 200446May 13, 200474Aug 30, 2004120
-4.75%Nov 5, 201028Dec 15, 201090Apr 26, 2011118
-3.43%Aug 5, 201146Oct 10, 201116Nov 1, 201162

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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