GIDHX vs. GSPKX
GIDHX (Goldman Sachs International Equity Dividend and Premium Fund) and GSPKX (Goldman Sachs U.S. Equity Dividend and Premium Fund) are both mutual funds - GIDHX is a Derivative Income fund managed by Goldman Sachs, while GSPKX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 10 years, GIDHX returned 6.58%/yr vs 12.99%/yr for GSPKX. A 0.78 correlation means they provide meaningful diversification when combined. GIDHX charges 0.89%/yr vs 0.71%/yr for GSPKX.
Performance
GIDHX vs. GSPKX - Performance Comparison
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Returns By Period
In the year-to-date period, GIDHX achieves a 8.44% return, which is significantly lower than GSPKX's 9.79% return. Over the past 10 years, GIDHX has underperformed GSPKX with an annualized return of 6.58%, while GSPKX has yielded a comparatively higher 12.99% annualized return.
GIDHX
- 1D
- -0.97%
- 1M
- -0.22%
- YTD
- 8.44%
- 6M
- 11.07%
- 1Y
- 18.80%
- 3Y*
- 14.07%
- 5Y*
- 6.55%
- 10Y*
- 6.58%
GSPKX
- 1D
- -0.60%
- 1M
- 3.49%
- YTD
- 9.79%
- 6M
- 10.03%
- 1Y
- 24.07%
- 3Y*
- 20.69%
- 5Y*
- 12.90%
- 10Y*
- 12.99%
GIDHX vs. GSPKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIDHX Goldman Sachs International Equity Dividend and Premium Fund | 8.44% | 28.92% | -2.17% | 16.16% | -13.41% | 9.36% | 1.20% | 14.82% | -12.96% | 23.84% |
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 9.79% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -6.29% | 15.32% |
Correlation
The correlation between GIDHX and GSPKX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009 | 0.78 |
The correlation between GIDHX and GSPKX shifts across timeframes, from 0.67 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GIDHX vs. GSPKX — Risk / Return Rank
GIDHX
GSPKX
GIDHX vs. GSPKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) and Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX). 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.
| GIDHX | GSPKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.47 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.11 | -0.74 |
| Martin ratioReturn relative to average drawdown | 9.50 | 15.83 | -6.33 |
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
| GIDHX | GSPKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.47 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.81 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.77 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.54 | -0.20 |
Drawdowns
GIDHX vs. GSPKX - Drawdown Comparison
The maximum GIDHX drawdown since its inception was -36.19%, smaller than the maximum GSPKX drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for GIDHX and GSPKX.
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Drawdown Indicators
| GIDHX | GSPKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -51.90% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -7.83% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -20.51% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -28.46% | -22.34% | -6.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -32.70% | -3.49% |
Current DrawdownCurrent decline from peak | -2.23% | -0.60% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -5.99% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.53% | +0.49% |
Volatility
GIDHX vs. GSPKX - Volatility Comparison
Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a higher volatility of 4.12% compared to Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) at 2.07%. This indicates that GIDHX's price experiences larger fluctuations and is considered to be riskier than GSPKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIDHX | GSPKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 2.07% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 7.77% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 9.85% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 15.99% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 16.90% | -1.48% |
GIDHX vs. GSPKX - Expense Ratio Comparison
GIDHX has a 0.89% expense ratio, which is higher than GSPKX's 0.71% expense ratio.
Dividends
GIDHX vs. GSPKX - Dividend Comparison
GIDHX's dividend yield for the trailing twelve months is around 2.68%, less than GSPKX's 6.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIDHX Goldman Sachs International Equity Dividend and Premium Fund | 2.68% | 2.58% | 3.27% | 3.56% | 0.58% | 3.09% | 2.65% | 3.24% | 3.42% | 2.54% | 3.08% | 4.13% |
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 6.02% | 6.32% | 12.77% | 6.48% | 6.33% | 6.01% | 7.19% | 6.86% | 7.95% | 6.13% | 5.63% | 6.29% |
Frequently Asked Questions
GIDHX and GSPKX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIDHX has higher volatility (4.12%) compared to GSPKX (2.07%). In terms of maximum drawdown, GIDHX dropped -36.19% vs GSPKX's -51.90%.
GSPKX currently has the higher Sharpe Ratio (2.47 vs 1.46), 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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