GFIRX vs. GSSRX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Goldman Sachs Short Duration Bond Fund (GSSRX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012.
Performance
GFIRX vs. GSSRX - Performance Comparison
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GFIRX vs. GSSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.22% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
GSSRX Goldman Sachs Short Duration Bond Fund | -0.50% | 6.57% | 4.53% | 5.28% | -6.06% | -0.86% | 5.85% | 6.79% | -0.02% | 1.61% |
Returns By Period
In the year-to-date period, GFIRX achieves a 0.22% return, which is significantly higher than GSSRX's -0.50% return. Both investments have delivered pretty close results over the past 10 years, with GFIRX having a 2.33% annualized return and GSSRX not far ahead at 2.37%.
GFIRX
- 1D
- -0.22%
- 1M
- -3.65%
- YTD
- 0.22%
- 6M
- 3.35%
- 1Y
- 7.93%
- 3Y*
- -0.29%
- 5Y*
- 2.43%
- 10Y*
- 2.33%
GSSRX
- 1D
- 0.31%
- 1M
- -0.91%
- YTD
- -0.50%
- 6M
- 0.87%
- 1Y
- 4.21%
- 3Y*
- 4.61%
- 5Y*
- 1.91%
- 10Y*
- 2.37%
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GFIRX vs. GSSRX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is higher than GSSRX's 0.48% expense ratio.
Return for Risk
GFIRX vs. GSSRX — Risk / Return Rank
GFIRX
GSSRX
GFIRX vs. GSSRX - 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 Short Duration Bond Fund (GSSRX). 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 | GSSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.98 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.24 | 3.39 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.46 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.89 | -1.59 |
Martin ratioReturn relative to average drawdown | 4.01 | 12.52 | -8.51 |
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 | GSSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.98 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.80 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.99 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.95 | -0.72 |
Correlation
The correlation between GFIRX and GSSRX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
GFIRX vs. GSSRX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while GSSRX's dividend yield for the trailing twelve months is around 3.94%.
| 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% |
GSSRX Goldman Sachs Short Duration Bond Fund | 3.94% | 4.18% | 3.58% | 2.36% | 1.59% | 1.40% | 2.20% | 2.87% | 2.56% | 2.21% | 2.04% | 2.15% |
Drawdowns
GFIRX vs. GSSRX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GFIRX and GSSRX.
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Drawdown Indicators
| GFIRX | GSSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -9.03% | -14.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -1.62% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -8.88% | -14.21% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -9.03% | -14.06% |
Current DrawdownCurrent decline from peak | -12.28% | -1.11% | -11.17% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -1.27% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 0.37% | +1.48% |
Volatility
GFIRX vs. GSSRX - Volatility Comparison
Goldman Sachs Managed Futures Strategy Fund (GFIRX) has a higher volatility of 3.26% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.91%. This indicates that GFIRX's price experiences larger fluctuations and is considered to be riskier than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFIRX | GSSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 0.91% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 1.52% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 2.17% | +6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 2.38% | +7.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 2.39% | +6.65% |