GCGIX vs. GEIIX
GCGIX (Goldman Sachs Large Cap Growth Insights Fund) and GEIIX (Goldman Sachs Enhanced Income Fund) are both mutual funds - GCGIX is a Large Cap Growth Equities fund managed by Goldman Sachs, while GEIIX is a Ultrashort Bond fund managed by Goldman Sachs. Over the past 10 years, GCGIX returned 17.86%/yr vs 2.44%/yr for GEIIX. At a 0.02 correlation, their price movements are largely independent. GCGIX charges 0.54%/yr vs 0.36%/yr for GEIIX.
Performance
GCGIX vs. GEIIX - Performance Comparison
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Returns By Period
In the year-to-date period, GCGIX achieves a 0.41% return, which is significantly lower than GEIIX's 1.14% return. Over the past 10 years, GCGIX has outperformed GEIIX with an annualized return of 17.86%, while GEIIX has yielded a comparatively lower 2.44% annualized return.
GCGIX
- 1D
- -1.29%
- 1M
- -3.06%
- YTD
- 0.41%
- 6M
- -0.94%
- 1Y
- 16.43%
- 3Y*
- 25.46%
- 5Y*
- 14.43%
- 10Y*
- 17.86%
GEIIX
- 1D
- 0.00%
- 1M
- 0.34%
- YTD
- 1.14%
- 6M
- 1.48%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 2.87%
- 10Y*
- 2.44%
GCGIX vs. GEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCGIX Goldman Sachs Large Cap Growth Insights Fund | 0.41% | 15.51% | 53.44% | 37.56% | -29.62% | 29.10% | 32.21% | 29.70% | -4.58% | 29.75% |
GEIIX Goldman Sachs Enhanced Income Fund | 1.14% | 4.64% | 4.70% | 5.82% | -1.65% | 0.20% | 2.51% | 3.29% | 1.73% | 1.43% |
Correlation
The correlation between GCGIX and GEIIX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.02 |
The correlation between GCGIX and GEIIX shifts across timeframes, from 0.02 (all time) to 0.16 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GCGIX vs. GEIIX — Risk / Return Rank
GCGIX
GEIIX
GCGIX vs. GEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Growth Insights Fund (GCGIX) and Goldman Sachs Enhanced Income Fund (GEIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GCGIX | GEIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -4.88 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 2.10 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 6.39 | -5.35 |
| Martin ratioReturn relative to average drawdown | 3.32 | 29.38 | -26.06 |
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Drawdowns
GCGIX vs. GEIIX - Drawdown Comparison
The maximum GCGIX drawdown since its inception was -65.78%, which is greater than GEIIX's maximum drawdown of -4.95%. Use the drawdown chart below to compare losses from any high point for GCGIX and GEIIX.
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Drawdown Indicators
| GCGIX | GEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.78% | -4.95% | -60.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -0.63% | -16.62% |
Max Drawdown (3Y)Largest decline over 3 years | -25.10% | -0.63% | -24.47% |
Max Drawdown (5Y)Largest decline over 5 years | -32.57% | -3.33% | -29.24% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -4.95% | -27.99% |
Current DrawdownCurrent decline from peak | -5.72% | -0.21% | -5.51% |
Average DrawdownAverage peak-to-trough decline | -20.79% | -0.20% | -20.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 0.14% | +5.22% |
Volatility
GCGIX vs. GEIIX - Volatility Comparison
Goldman Sachs Large Cap Growth Insights Fund (GCGIX) has a higher volatility of 5.65% compared to Goldman Sachs Enhanced Income Fund (GEIIX) at 0.52%. This indicates that GCGIX's price experiences larger fluctuations and is considered to be riskier than GEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCGIX | GEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 0.52% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 1.09% | +11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 1.54% | +14.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 1.44% | +20.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 1.31% | +20.31% |
GCGIX vs. GEIIX - Expense Ratio Comparison
GCGIX has a 0.54% expense ratio, which is higher than GEIIX's 0.36% expense ratio.
Dividends
GCGIX vs. GEIIX - Dividend Comparison
GCGIX's dividend yield for the trailing twelve months is around 7.47%, more than GEIIX's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCGIX Goldman Sachs Large Cap Growth Insights Fund | 7.47% | 7.50% | 23.16% | 7.08% | 19.27% | 42.43% | 9.71% | 4.02% | 10.10% | 4.76% | 0.76% | 0.87% |
GEIIX Goldman Sachs Enhanced Income Fund | 4.11% | 4.21% | 3.41% | 2.92% | 1.78% | 0.73% | 1.62% | 2.38% | 2.04% | 1.41% | 1.05% | 0.67% |
Frequently Asked Questions
GCGIX and GEIIX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCGIX has higher volatility (5.65%) compared to GEIIX (0.52%). In terms of maximum drawdown, GCGIX dropped -65.78% vs GEIIX's -4.95%.
GEIIX currently has the higher Sharpe Ratio (2.61 vs 1.09), 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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