PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GGINX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GGINX and VOO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

GGINX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Global Infrastructure Fund (GGINX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
-3.47%
7.42%
GGINX
VOO

Key characteristics

Sharpe Ratio

GGINX:

-0.15

VOO:

2.00

Sortino Ratio

GGINX:

-0.07

VOO:

2.68

Omega Ratio

GGINX:

0.99

VOO:

1.37

Calmar Ratio

GGINX:

-0.13

VOO:

2.98

Martin Ratio

GGINX:

-0.53

VOO:

13.18

Ulcer Index

GGINX:

4.63%

VOO:

1.91%

Daily Std Dev

GGINX:

16.84%

VOO:

12.60%

Max Drawdown

GGINX:

-35.80%

VOO:

-33.99%

Current Drawdown

GGINX:

-17.21%

VOO:

-2.88%

Returns By Period


GGINX

YTD

0.00%

1M

-17.21%

6M

-2.61%

1Y

-2.45%

5Y*

1.26%

10Y*

N/A

VOO

YTD

25.48%

1M

-1.94%

6M

8.60%

1Y

25.48%

5Y*

14.64%

10Y*

13.16%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GGINX vs. VOO - Expense Ratio Comparison

GGINX has a 1.10% expense ratio, which is higher than VOO's 0.03% expense ratio.


GGINX
Goldman Sachs Global Infrastructure Fund
Expense ratio chart for GGINX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GGINX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Infrastructure Fund (GGINX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for GGINX, currently valued at -0.15, compared to the broader market-1.000.001.002.003.00-0.152.03
The chart of Sortino ratio for GGINX, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.00-0.072.71
The chart of Omega ratio for GGINX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.38
The chart of Calmar ratio for GGINX, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.00-0.133.02
The chart of Martin ratio for GGINX, currently valued at -0.53, compared to the broader market0.0010.0020.0030.0040.0050.00-0.5313.33
GGINX
VOO

The current GGINX Sharpe Ratio is -0.15, which is lower than the VOO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of GGINX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
-0.15
2.03
GGINX
VOO

Dividends

GGINX vs. VOO - Dividend Comparison

GGINX's dividend yield for the trailing twelve months is around 2.09%, more than VOO's 1.24% yield.


TTM2023202220212020201920182017201620152014
GGINX
Goldman Sachs Global Infrastructure Fund
2.09%2.67%2.08%1.55%1.75%2.04%1.98%2.53%0.88%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GGINX vs. VOO - Drawdown Comparison

The maximum GGINX drawdown since its inception was -35.80%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GGINX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-17.21%
-2.88%
GGINX
VOO

Volatility

GGINX vs. VOO - Volatility Comparison

Goldman Sachs Global Infrastructure Fund (GGINX) has a higher volatility of 13.23% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that GGINX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember
13.23%
4.09%
GGINX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab