GFIRX vs. GSBFX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Goldman Sachs Income Builder Fund (GSBFX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. GSBFX is managed by Goldman Sachs. It was launched on Oct 11, 1994.
Performance
GFIRX vs. GSBFX - Performance Comparison
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GFIRX vs. GSBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.43% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
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, GFIRX achieves a 0.43% return, which is significantly higher than GSBFX's -0.56% return. Over the past 10 years, GFIRX has underperformed GSBFX with an annualized return of 2.35%, while GSBFX has yielded a comparatively higher 6.69% annualized return.
GFIRX
- 1D
- -0.54%
- 1M
- -3.94%
- YTD
- 0.43%
- 6M
- 4.04%
- 1Y
- 7.92%
- 3Y*
- -0.21%
- 5Y*
- 2.49%
- 10Y*
- 2.35%
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%
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GFIRX vs. GSBFX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is higher than GSBFX's 0.79% expense ratio.
Return for Risk
GFIRX vs. GSBFX — Risk / Return Rank
GFIRX
GSBFX
GFIRX vs. GSBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) 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.
| GFIRX | GSBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.28 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.74 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.32 | +0.07 |
Martin ratioReturn relative to average drawdown | 4.28 | 6.14 | -1.86 |
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
| GFIRX | GSBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.28 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.70 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.84 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.69 | -0.46 |
Correlation
The correlation between GFIRX and GSBFX is 0.14, 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
GFIRX vs. GSBFX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while GSBFX's dividend yield for the trailing twelve months is around 5.39%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
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
GFIRX vs. GSBFX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, smaller than the maximum GSBFX drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GFIRX and GSBFX.
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Drawdown Indicators
| GFIRX | GSBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -37.04% | +13.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.37% | -6.41% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -15.94% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -23.42% | +0.33% |
Current DrawdownCurrent decline from peak | -12.09% | -4.25% | -7.84% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -4.20% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.37% | +0.51% |
Volatility
GFIRX vs. GSBFX - Volatility Comparison
Goldman Sachs Managed Futures Strategy Fund (GFIRX) has a higher volatility of 3.28% compared to Goldman Sachs Income Builder Fund (GSBFX) at 2.36%. This indicates that GFIRX'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
| GFIRX | GSBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 2.36% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 4.02% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 7.47% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 7.36% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 7.96% | +1.08% |