- ISIN
- US38142Y7739
- Issuer
- Goldman Sachs
- Inception Date
- Dec 15, 1999
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
GSLIX Performance Chart
Goldman Sachs Large Cap Value Fund (GSLIX) is up 12.7% since the beginning of the year. GSLIX is currently trading at $18 per share. Investors who bought $1,000 worth of GSLIX shares 5 years ago would now be looking at an investment worth $1,862.
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Returns By Period
Goldman Sachs Large Cap Value Fund (GSLIX) has returned 12.67% so far this year and 23.75% over the past 12 months. Over the last ten years, GSLIX has returned 12.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Goldman Sachs Large Cap Value Fund
- 1D
- -0.28%
- 1M
- 2.64%
- YTD
- 12.67%
- 6M
- 13.58%
- 1Y
- 23.75%
- 3Y*
- 22.08%
- 5Y*
- 13.24%
- 10Y*
- 12.04%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
GSLIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2000, GSLIX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Oct 2008 at -16.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GSLIX closed higher 51% of trading days. The best single day was Dec 12, 2024 with a return of +22.7%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.24% | 2.16% | -4.95% | 8.64% | 2.75% | -0.28% | 12.67% | ||||||
| 2025 | 4.98% | -0.42% | -4.47% | -2.68% | 3.53% | 2.97% | 0.36% | 2.52% | 0.53% | 1.10% | 2.30% | 0.02% | 10.86% |
| 2024 | 1.17% | 4.25% | 4.94% | -4.12% | 2.82% | -0.48% | 3.66% | 3.70% | 1.90% | -1.15% | 5.70% | 5.18% | 30.73% |
| 2023 | 5.05% | -3.43% | -0.89% | 1.24% | -2.79% | 6.50% | 3.22% | -2.99% | -3.93% | -2.32% | 8.39% | 5.45% | 13.19% |
| 2022 | -2.32% | -0.91% | 2.82% | -6.27% | 1.34% | -7.92% | 6.01% | -1.80% | -7.48% | 10.56% | 6.22% | -4.78% | -6.26% |
| 2021 | -2.03% | 5.80% | 5.04% | 3.96% | 1.67% | -0.91% | 2.01% | 1.57% | -3.21% | 5.89% | -3.89% | 6.52% | 24.00% |
Benchmark Metrics
Goldman Sachs Large Cap Value Fund has an annualized alpha of 2.48%, beta of 0.92, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 04, 2000.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.23%) than losses (87.14%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.48% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.92 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.48%
- Beta
- 0.92
- R²
- 0.85
- Upside Capture
- 95.23%
- Downside Capture
- 87.14%
Expense Ratio
GSLIX has an expense ratio of 0.73%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GSLIX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs Large Cap Value Fund (GSLIX) and compare them to S&P 500 Index.
| GSLIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 2.39 | -0.31 |
Sortino ratioReturn per unit of downside risk | 2.95 | 3.25 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.11 | +0.28 |
Martin ratioReturn relative to average drawdown | 14.31 | 14.38 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Goldman Sachs Large Cap Value Fund provided a 12.85% dividend yield over the last twelve months, with an annual payout of $2.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.25 | $2.25 | $3.77 | $0.96 | $1.35 | $2.08 | $0.54 | $0.89 | $1.69 | $2.65 | $0.35 | $1.63 |
Dividend yield | 12.85% | 14.48% | 23.46% | 6.25% | 9.37% | 12.38% | 3.54% | 5.82% | 13.23% | 16.85% | 2.08% | 10.60% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $2.25 | $2.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.77 | $3.77 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.35 | $1.35 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.08 | $2.08 |
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 Large Cap Value 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 Large Cap Value Fund was 53.28%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.
The current Goldman Sachs Large Cap Value Fund drawdown is 0.62%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.28%Mar 2009 | 1y 9mo | 3y 10mo | 5y 7moJun 2007 - Jan 2013 |
COVID crash2020 | -36.93%Mar 2020 | 1mo 8d | 8mo 6d | 9mo 14dFeb 2020 - Nov 2020 |
Dot-com crash2000–2002 | -28.06%Oct 2002 | 1y 4mo | 1y 2mo | 2y 6moMay 2001 - Dec 2003 |
2025 selloff2025 | -22.42%Apr 2025 | 3mo 26d | 9mo 3d | 1y 24dDec 2024 - Jan 2026 |
2016 bear market2016 | -20.80%Feb 2016 | 7mo 22d | 9mo 16d | 1y 5moJun 2015 - Nov 2016 |
Drawdown Indicators
| GSLIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.28% | -56.78% | +3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -9.10% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -18.90% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -25.43% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -36.93% | -33.92% | -3.01% |
Current DrawdownCurrent decline from peak | -0.62% | 0.00% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -10.72% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.97% | -0.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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