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GGOIX vs. GSSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGOIX vs. GSSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Mid Cap Growth Fund (GGOIX) and Goldman Sachs Short Duration Bond Fund (GSSRX). The values are adjusted to include any dividend payments, if applicable.

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GGOIX vs. GSSRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGOIX
Goldman Sachs Mid Cap Growth Fund
-6.71%7.55%31.58%19.20%-26.37%11.40%44.78%34.92%-5.04%27.13%
GSSRX
Goldman Sachs Short Duration Bond Fund
-0.81%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, GGOIX achieves a -6.71% return, which is significantly lower than GSSRX's -0.81% return. Over the past 10 years, GGOIX has outperformed GSSRX with an annualized return of 11.97%, while GSSRX has yielded a comparatively lower 2.34% annualized return.


GGOIX

1D
-1.57%
1M
-10.71%
YTD
-6.71%
6M
-9.09%
1Y
10.41%
3Y*
13.90%
5Y*
5.33%
10Y*
11.97%

GSSRX

1D
0.10%
1M
-1.42%
YTD
-0.81%
6M
0.67%
1Y
3.89%
3Y*
4.51%
5Y*
1.88%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGOIX vs. GSSRX - Expense Ratio Comparison

GGOIX has a 0.90% expense ratio, which is higher than GSSRX's 0.48% expense ratio.


Return for Risk

GGOIX vs. GSSRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GGOIX
GGOIX Risk / Return Rank: 1717
Overall Rank
GGOIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GGOIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GGOIX Omega Ratio Rank: 1616
Omega Ratio Rank
GGOIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GGOIX Martin Ratio Rank: 1818
Martin Ratio Rank

GSSRX
GSSRX Risk / Return Rank: 9393
Overall Rank
GSSRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GSSRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSSRX Omega Ratio Rank: 9393
Omega Ratio Rank
GSSRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GSSRX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGOIX vs. GSSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Growth Fund (GGOIX) 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.


GGOIXGSSRXDifference

Sharpe ratio

Return per unit of total volatility

0.45

2.00

-1.54

Sortino ratio

Return per unit of downside risk

0.79

3.42

-2.63

Omega ratio

Gain probability vs. loss probability

1.10

1.46

-0.36

Calmar ratio

Return relative to maximum drawdown

0.50

2.69

-2.20

Martin ratio

Return relative to average drawdown

1.87

11.87

-10.00

GGOIX vs. GSSRX - Sharpe Ratio Comparison

The current GGOIX Sharpe Ratio is 0.45, which is lower than the GSSRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of GGOIX and GSSRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGOIXGSSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.00

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.80

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.98

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.94

-0.52

Correlation

The correlation between GGOIX and GSSRX is 0.12, 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

GGOIX vs. GSSRX - Dividend Comparison

GGOIX's dividend yield for the trailing twelve months is around 14.93%, more than GSSRX's 3.95% yield.


TTM20252024202320222021202020192018201720162015
GGOIX
Goldman Sachs Mid Cap Growth Fund
14.93%13.93%18.08%0.00%6.22%13.58%17.16%26.17%32.56%18.47%2.38%11.98%
GSSRX
Goldman Sachs Short Duration Bond Fund
3.95%4.18%3.58%2.36%1.59%1.40%2.20%2.87%2.56%2.21%2.04%2.15%

Drawdowns

GGOIX vs. GSSRX - Drawdown Comparison

The maximum GGOIX drawdown since its inception was -54.80%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GGOIX and GSSRX.


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Drawdown Indicators


GGOIXGSSRXDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-9.03%

-45.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-1.62%

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-8.88%

-30.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.94%

-9.03%

-29.91%

Current Drawdown

Current decline from peak

-11.72%

-1.42%

-10.30%

Average Drawdown

Average peak-to-trough decline

-9.85%

-1.27%

-8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

0.37%

+3.07%

Volatility

GGOIX vs. GSSRX - Volatility Comparison

Goldman Sachs Mid Cap Growth Fund (GGOIX) has a higher volatility of 6.78% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.84%. This indicates that GGOIX'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


GGOIXGSSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

0.84%

+5.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

1.49%

+11.88%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

2.15%

+20.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

2.38%

+20.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

2.39%

+22.48%