Correlation
The correlation between GAPAX and SFLNX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
GAPAX vs. SFLNX
Compare and contrast key facts about Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
GAPAX is managed by Goldman Sachs. It was launched on Jan 2, 1998. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAPAX or SFLNX.
Performance
GAPAX vs. SFLNX - Performance Comparison
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Key characteristics
GAPAX:
0.64
SFLNX:
0.60
GAPAX:
0.90
SFLNX:
0.81
GAPAX:
1.13
SFLNX:
1.12
GAPAX:
0.59
SFLNX:
0.52
GAPAX:
2.48
SFLNX:
1.97
GAPAX:
4.36%
SFLNX:
4.31%
GAPAX:
19.09%
SFLNX:
17.19%
GAPAX:
-59.83%
SFLNX:
-60.04%
GAPAX:
-1.68%
SFLNX:
-4.96%
Returns By Period
In the year-to-date period, GAPAX achieves a 3.74% return, which is significantly higher than SFLNX's 0.43% return. Both investments have delivered pretty close results over the past 10 years, with GAPAX having a 8.62% annualized return and SFLNX not far behind at 8.30%.
GAPAX
3.74%
5.97%
1.12%
12.09%
10.55%
12.47%
8.62%
SFLNX
0.43%
3.71%
-4.55%
10.15%
9.82%
14.85%
8.30%
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GAPAX vs. SFLNX - Expense Ratio Comparison
GAPAX has a 0.89% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Risk-Adjusted Performance
GAPAX vs. SFLNX — Risk-Adjusted Performance Rank
GAPAX
SFLNX
GAPAX vs. SFLNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.
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Dividends
GAPAX vs. SFLNX - Dividend Comparison
GAPAX's dividend yield for the trailing twelve months is around 8.52%, more than SFLNX's 1.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAPAX Goldman Sachs Dynamic Global Equity Fund Class A | 8.52% | 8.84% | 5.01% | 6.35% | 12.40% | 2.34% | 5.62% | 2.64% | 1.96% | 1.16% | 0.98% | 1.81% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.78% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.29% | 7.23% | 5.67% | 4.28% |
Drawdowns
GAPAX vs. SFLNX - Drawdown Comparison
The maximum GAPAX drawdown since its inception was -59.83%, roughly equal to the maximum SFLNX drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for GAPAX and SFLNX.
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Volatility
GAPAX vs. SFLNX - Volatility Comparison
The current volatility for Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) is 3.79%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 4.48%. This indicates that GAPAX experiences smaller price fluctuations and is considered to be less risky than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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