GREIX vs. GSRAX
GREIX (Goldman Sachs Real Estate Securities Fund) and GSRAX (Goldman Sachs Rising Dividend Growth Fund) are both mutual funds - GREIX is a REIT fund managed by Goldman Sachs, while GSRAX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 10 years, GREIX returned 5.53%/yr vs 13.00%/yr for GSRAX. A 0.65 correlation means they provide meaningful diversification when combined. GREIX charges 0.91%/yr vs 1.03%/yr for GSRAX.
Performance
GREIX vs. GSRAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GREIX achieves a 12.74% return, which is significantly higher than GSRAX's 11.89% return. Over the past 10 years, GREIX has underperformed GSRAX with an annualized return of 5.53%, while GSRAX has yielded a comparatively higher 13.00% annualized return.
GREIX
- 1D
- 1.24%
- 1M
- 0.10%
- YTD
- 12.74%
- 6M
- 13.25%
- 1Y
- 10.21%
- 3Y*
- 12.77%
- 5Y*
- 4.05%
- 10Y*
- 5.53%
GSRAX
- 1D
- 0.25%
- 1M
- 2.70%
- YTD
- 11.89%
- 6M
- 10.92%
- 1Y
- 18.39%
- 3Y*
- 18.93%
- 5Y*
- 12.49%
- 10Y*
- 13.00%
GREIX vs. GSRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 12.74% | -0.70% | 11.77% | 17.05% | -28.76% | 44.65% | -7.53% | 25.70% | -5.03% | 2.55% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | 11.89% | 6.66% | 26.07% | 17.49% | -7.78% | 31.47% | 8.75% | 25.63% | -6.65% | 17.59% |
Correlation
The correlation between GREIX and GSRAX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.65 |
The correlation between GREIX and GSRAX shifts across timeframes, from 0.45 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GREIX vs. GSRAX — Risk / Return Rank
GREIX
GSRAX
GREIX vs. GSRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Real Estate Securities Fund (GREIX) and Goldman Sachs Rising Dividend Growth Fund (GSRAX). 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.
| GREIX | GSRAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.67 | -1.22 |
| Martin ratioReturn relative to average drawdown | 4.12 | 9.99 | -5.88 |
Loading charts...
Drawdowns
GREIX vs. GSRAX - Drawdown Comparison
The maximum GREIX drawdown since its inception was -74.21%, which is greater than GSRAX's maximum drawdown of -44.40%. Use the drawdown chart below to compare losses from any high point for GREIX and GSRAX.
Loading charts...
Drawdown Indicators
| GREIX | GSRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.21% | -44.40% | -29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.13% | -7.32% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.73% | -25.43% | +8.70% |
Max Drawdown (5Y)Largest decline over 5 years | -34.43% | -25.43% | -9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.98% | -38.97% | -4.01% |
Current DrawdownCurrent decline from peak | -1.71% | -0.84% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -6.06% | -6.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.94% | +0.91% |
Volatility
GREIX vs. GSRAX - Volatility Comparison
Goldman Sachs Real Estate Securities Fund (GREIX) has a higher volatility of 5.11% compared to Goldman Sachs Rising Dividend Growth Fund (GSRAX) at 4.18%. This indicates that GREIX's price experiences larger fluctuations and is considered to be riskier than GSRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GREIX | GSRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 4.18% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 8.86% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 11.84% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 20.23% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 19.89% | +1.13% |
GREIX vs. GSRAX - Expense Ratio Comparison
GREIX has a 0.91% expense ratio, which is lower than GSRAX's 1.03% expense ratio.
Dividends
GREIX vs. GSRAX - Dividend Comparison
GREIX's dividend yield for the trailing twelve months is around 32.84%, more than GSRAX's 11.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 32.84% | 35.97% | 12.22% | 4.00% | 3.54% | 6.27% | 10.16% | 18.31% | 17.65% | 20.54% | 12.29% | 4.46% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | 11.31% | 12.17% | 25.88% | 9.60% | 14.01% | 11.55% | 4.39% | 11.85% | 97.89% | 21.56% | 3.16% | 0.92% |
Frequently Asked Questions
GREIX and GSRAX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GREIX has higher volatility (5.11%) compared to GSRAX (4.18%). In terms of maximum drawdown, GREIX dropped -74.21% vs GSRAX's -44.40%.
GSRAX currently has the higher Sharpe Ratio (1.65 vs 0.85), 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.
Find the right allocation for GREIX and GSRAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer