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FINFX vs. GSPAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINFX vs. GSPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Fundamental Investors® Class F-2 (FINFX) and Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FINFX achieves a 15.23% return, which is significantly higher than GSPAX's 10.39% return. Over the past 10 years, FINFX has outperformed GSPAX with an annualized return of 15.13%, while GSPAX has yielded a comparatively lower 12.69% annualized return.


FINFX

1D
0.01%
1M
5.92%
YTD
15.23%
6M
16.26%
1Y
34.80%
3Y*
26.35%
5Y*
15.15%
10Y*
15.13%

GSPAX

1D
0.15%
1M
4.80%
YTD
10.39%
6M
10.76%
1Y
24.52%
3Y*
20.59%
5Y*
12.89%
10Y*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINFX vs. GSPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FINFX
American Funds Fundamental Investors® Class F-2
15.23%24.44%22.98%26.14%-16.47%22.68%15.16%27.34%-7.96%23.00%
GSPAX
Goldman Sachs U.S. Equity Dividend and Premium Fund Class A
10.39%13.27%29.10%21.09%-15.36%22.39%13.66%24.67%-6.63%14.84%

Correlation

The correlation between FINFX and GSPAX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2008

0.95

The correlation between FINFX and GSPAX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

FINFX vs. GSPAX — Risk / Return Rank

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

FINFX
FINFX Risk / Return Rank: 7575
Overall Rank
FINFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FINFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FINFX Omega Ratio Rank: 7070
Omega Ratio Rank
FINFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FINFX Martin Ratio Rank: 8383
Martin Ratio Rank

GSPAX
GSPAX Risk / Return Rank: 7575
Overall Rank
GSPAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GSPAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
GSPAX Omega Ratio Rank: 7575
Omega Ratio Rank
GSPAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSPAX Martin Ratio Rank: 8585
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.

FINFX vs. GSPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Fundamental Investors® Class F-2 (FINFX) and Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX). 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.


FINFXGSPAXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.47

1.49

-0.02

Calmar ratioReturn relative to maximum drawdown

3.36

3.19

+0.17

Martin ratioReturn relative to average drawdown

15.58

16.15

-0.57

FINFX vs. GSPAX - Sharpe Ratio Comparison

The current FINFX Sharpe Ratio is 2.60, which is comparable to the GSPAX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of FINFX and GSPAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FINFXGSPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.56

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.81

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.75

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.52

+0.09

Drawdowns

FINFX vs. GSPAX - Drawdown Comparison

The maximum FINFX drawdown since its inception was -46.54%, smaller than the maximum GSPAX drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for FINFX and GSPAX.


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Drawdown Indicators


FINFXGSPAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.54%

-52.07%

+5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-7.92%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-20.51%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-22.39%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-32.71%

-1.20%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.99%

-6.17%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.56%

+0.73%

Volatility

FINFX vs. GSPAX - Volatility Comparison

American Funds Fundamental Investors® Class F-2 (FINFX) has a higher volatility of 3.69% compared to Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX) at 1.98%. This indicates that FINFX's price experiences larger fluctuations and is considered to be riskier than GSPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FINFXGSPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

1.98%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

7.73%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

9.85%

+3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

16.01%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

16.89%

+0.84%

FINFX vs. GSPAX - Expense Ratio Comparison

FINFX has a 0.39% expense ratio, which is lower than GSPAX's 1.01% expense ratio.


Dividends

FINFX vs. GSPAX - Dividend Comparison

FINFX's dividend yield for the trailing twelve months is around 7.59%, more than GSPAX's 5.68% yield.


PositionTTM20252024202320222021202020192018201720162015
FINFX
American Funds Fundamental Investors® Class F-2
7.59%8.73%9.11%6.01%5.21%11.19%2.81%7.11%9.54%7.46%4.91%6.29%
GSPAX
Goldman Sachs U.S. Equity Dividend and Premium Fund Class A
5.68%6.05%12.41%6.14%6.12%5.67%6.81%6.47%7.50%5.73%5.25%5.86%

Frequently Asked Questions


With a correlation of 0.91, FINFX and GSPAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FINFX has higher volatility (3.69%) compared to GSPAX (1.98%). In terms of maximum drawdown, FINFX dropped -46.54% vs GSPAX's -52.07%.

FINFX currently has the higher Sharpe Ratio (2.60 vs 2.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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