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FCO vs. GSBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCO vs. GSBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Global Income Fund, Inc. (FCO) and Goldman Sachs Income Builder Fund (GSBFX). The values are adjusted to include any dividend payments, if applicable.

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FCO vs. GSBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCO
Aberdeen Global Income Fund, Inc.
14.91%-40.54%5.60%54.99%-23.62%2.57%11.43%25.17%-10.65%22.01%
GSBFX
Goldman Sachs Income Builder Fund
-0.56%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%

Returns By Period

In the year-to-date period, FCO achieves a 14.91% return, which is significantly higher than GSBFX's -0.56% return. Over the past 10 years, FCO has underperformed GSBFX with an annualized return of 3.02%, while GSBFX has yielded a comparatively higher 6.69% annualized return.


FCO

1D
2.94%
1M
-1.54%
YTD
14.91%
6M
20.99%
1Y
-35.18%
3Y*
0.70%
5Y*
-4.22%
10Y*
3.02%

GSBFX

1D
0.20%
1M
-4.25%
YTD
-0.56%
6M
1.15%
1Y
9.11%
3Y*
8.84%
5Y*
5.15%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FCO vs. GSBFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCO
FCO Risk / Return Rank: 1616
Overall Rank
FCO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FCO Sortino Ratio Rank: 1616
Sortino Ratio Rank
FCO Omega Ratio Rank: 77
Omega Ratio Rank
FCO Calmar Ratio Rank: 2121
Calmar Ratio Rank
FCO Martin Ratio Rank: 2626
Martin Ratio Rank

GSBFX
GSBFX Risk / Return Rank: 6767
Overall Rank
GSBFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7272
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 6565
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.

FCO vs. GSBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Global Income Fund, Inc. (FCO) and Goldman Sachs Income Builder Fund (GSBFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FCOGSBFXDifference

Sharpe ratio

Return per unit of total volatility

-0.76

1.28

-2.04

Sortino ratio

Return per unit of downside risk

-0.71

1.74

-2.45

Omega ratio

Gain probability vs. loss probability

0.82

1.27

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.62

1.32

-1.94

Martin ratio

Return relative to average drawdown

-0.93

6.14

-7.08

FCO vs. GSBFX - Sharpe Ratio Comparison

The current FCO Sharpe Ratio is -0.76, which is lower than the GSBFX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FCO and GSBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCOGSBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

1.28

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.70

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.84

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.69

-0.54

Correlation

The correlation between FCO and GSBFX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCO vs. GSBFX - Dividend Comparison

FCO's dividend yield for the trailing twelve months is around 26.67%, more than GSBFX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
FCO
Aberdeen Global Income Fund, Inc.
26.67%28.72%14.24%13.00%17.43%11.44%10.63%10.45%11.80%9.52%10.55%10.92%
GSBFX
Goldman Sachs Income Builder Fund
5.39%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%

Drawdowns

FCO vs. GSBFX - Drawdown Comparison

The maximum FCO drawdown since its inception was -56.98%, which is greater than GSBFX's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for FCO and GSBFX.


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Drawdown Indicators


FCOGSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-37.04%

-19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-56.98%

-6.41%

-50.57%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

-15.94%

-41.04%

Max Drawdown (10Y)

Largest decline over 10 years

-56.98%

-23.42%

-33.56%

Current Drawdown

Current decline from peak

-44.99%

-4.25%

-40.74%

Average Drawdown

Average peak-to-trough decline

-16.30%

-4.20%

-12.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.89%

1.37%

+36.52%

Volatility

FCO vs. GSBFX - Volatility Comparison

Aberdeen Global Income Fund, Inc. (FCO) has a higher volatility of 9.29% compared to Goldman Sachs Income Builder Fund (GSBFX) at 2.36%. This indicates that FCO's price experiences larger fluctuations and is considered to be riskier than GSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCOGSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

2.36%

+6.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

4.02%

+15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

46.33%

7.47%

+38.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.96%

7.36%

+23.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.42%

7.96%

+18.46%