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.
Performance
GAPAX vs. SFLNX - Performance Comparison
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GAPAX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAPAX Goldman Sachs Dynamic Global Equity Fund Class A | -2.34% | 21.27% | 24.08% | 20.25% | -19.30% | 20.10% | 13.19% | 31.33% | -11.39% | 25.97% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, GAPAX achieves a -2.34% return, which is significantly lower than SFLNX's 2.71% return. Over the past 10 years, GAPAX has underperformed SFLNX with an annualized return of 11.79%, while SFLNX has yielded a comparatively higher 13.25% annualized return.
GAPAX
- 1D
- 3.03%
- 1M
- -6.39%
- YTD
- -2.34%
- 6M
- 0.41%
- 1Y
- 20.06%
- 3Y*
- 18.10%
- 5Y*
- 9.81%
- 10Y*
- 11.79%
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
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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.
Return for Risk
GAPAX vs. SFLNX — Risk / Return Rank
GAPAX
SFLNX
GAPAX vs. SFLNX - Risk-Adjusted Trends 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.
| GAPAX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.24 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.79 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.72 | -0.32 |
Martin ratioReturn relative to average drawdown | 6.52 | 8.22 | -1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GAPAX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.24 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.79 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.51 | -0.13 |
Correlation
The correlation between GAPAX and SFLNX is 0.91, 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.
Dividends
GAPAX vs. SFLNX - Dividend Comparison
GAPAX's dividend yield for the trailing twelve months is around 14.79%, more than SFLNX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAPAX Goldman Sachs Dynamic Global Equity Fund Class A | 14.79% | 14.45% | 14.69% | 5.01% | 6.35% | 12.40% | 2.34% | 9.86% | 2.64% | 1.96% | 1.16% | 0.97% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
GAPAX vs. SFLNX - Drawdown Comparison
The maximum GAPAX drawdown since its inception was -58.88%, roughly equal to the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for GAPAX and SFLNX.
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Drawdown Indicators
| GAPAX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.88% | -56.18% | -2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -12.28% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -18.98% | -12.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.31% | -37.59% | +1.28% |
Current DrawdownCurrent decline from peak | -7.56% | -4.24% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -6.06% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.56% | +0.27% |
Volatility
GAPAX vs. SFLNX - Volatility Comparison
Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) has a higher volatility of 6.43% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 4.01%. This indicates that GAPAX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAPAX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.01% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.18% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 16.24% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 15.34% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 18.41% | -0.45% |