GGSIX vs. SVPFX
GGSIX (Goldman Sachs Growth Strategy Portfolio) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GGSIX is a Global Allocation fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GGSIX returned 10.11%/yr vs 2.14%/yr for SVPFX. At a 0.20 correlation, their price movements are largely independent. GGSIX charges 0.19%/yr vs 0.38%/yr for SVPFX.
Performance
GGSIX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GGSIX achieves a 10.03% return, which is significantly higher than SVPFX's 1.59% return.
GGSIX
- 1D
- -0.09%
- 1M
- 1.69%
- YTD
- 10.03%
- 6M
- 9.50%
- 1Y
- 24.63%
- 3Y*
- 19.25%
- 5Y*
- 10.11%
- 10Y*
- 11.71%
SVPFX
- 1D
- -0.10%
- 1M
- 0.51%
- YTD
- 1.59%
- 6M
- 1.80%
- 1Y
- 4.43%
- 3Y*
- 4.55%
- 5Y*
- 2.14%
- 10Y*
- —
GGSIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.03% | 19.29% | 19.26% | 17.83% | -16.86% | 9.73% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.59% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GGSIX and SVPFX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.20 |
Over the past year, GGSIX and SVPFX have become more correlated (0.41) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
GGSIX vs. SVPFX — Risk / Return Rank
GGSIX
SVPFX
GGSIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| GGSIX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.47 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 3.74 | -0.76 |
| Martin ratioReturn relative to average drawdown | 12.98 | 12.55 | +0.43 |
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Drawdowns
GGSIX vs. SVPFX - Drawdown Comparison
The maximum GGSIX drawdown since its inception was -52.85%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GGSIX and SVPFX.
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Drawdown Indicators
| GGSIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -6.37% | -46.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -1.33% | -7.38% |
Max Drawdown (3Y)Largest decline over 3 years | -14.78% | -5.32% | -9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -6.37% | -20.37% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | -0.20% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -1.91% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 0.39% | +1.60% |
Volatility
GGSIX vs. SVPFX - Volatility Comparison
Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 4.56% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 1.01%. This indicates that GGSIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGSIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 1.01% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 1.71% | +7.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 2.40% | +9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 5.61% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.37% | 5.50% | +8.87% |
GGSIX vs. SVPFX - Expense Ratio Comparison
GGSIX has a 0.19% expense ratio, which is lower than SVPFX's 0.38% expense ratio.
Dividends
GGSIX vs. SVPFX - Dividend Comparison
GGSIX's dividend yield for the trailing twelve months is around 10.79%, more than SVPFX's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.79% | 11.87% | 12.21% | 1.73% | 5.76% | 6.57% | 3.47% | 5.77% | 3.02% | 2.77% | 1.35% | 2.03% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.47% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GGSIX and SVPFX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGSIX has higher volatility (4.56%) compared to SVPFX (1.01%). In terms of maximum drawdown, GGSIX dropped -52.85% vs SVPFX's -6.37%.
GGSIX currently has the higher Sharpe Ratio (2.24 vs 2.08), 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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