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GREIX vs. SOAAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GREIX vs. SOAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Real Estate Securities Fund (GREIX) and Spirit of America Real Estate Income & Growth Fund (SOAAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GREIX achieves a 11.36% return, which is significantly lower than SOAAX's 13.52% return. Both investments have delivered pretty close results over the past 10 years, with GREIX having a 5.35% annualized return and SOAAX not far behind at 5.14%.


GREIX

1D
-0.10%
1M
-1.12%
YTD
11.36%
6M
11.87%
1Y
10.30%
3Y*
10.59%
5Y*
4.12%
10Y*
5.35%

SOAAX

1D
0.33%
1M
-1.31%
YTD
13.52%
6M
13.68%
1Y
13.13%
3Y*
8.57%
5Y*
3.03%
10Y*
5.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GREIX vs. SOAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GREIX
Goldman Sachs Real Estate Securities Fund
11.36%-0.70%11.77%17.05%-28.76%44.65%-7.53%25.70%-5.03%2.55%
SOAAX
Spirit of America Real Estate Income & Growth Fund
13.52%-0.90%7.57%9.60%-28.40%42.01%-5.06%28.09%-6.82%6.80%

Correlation

The correlation between GREIX and SOAAX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.96

The correlation between GREIX and SOAAX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

GREIX vs. SOAAX — Risk / Return Rank

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

GREIX
GREIX Risk / Return Rank: 1111
Overall Rank
GREIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GREIX Sortino Ratio Rank: 99
Sortino Ratio Rank
GREIX Omega Ratio Rank: 99
Omega Ratio Rank
GREIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
GREIX Martin Ratio Rank: 1414
Martin Ratio Rank

SOAAX
SOAAX Risk / Return Rank: 1717
Overall Rank
SOAAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SOAAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SOAAX Omega Ratio Rank: 1313
Omega Ratio Rank
SOAAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SOAAX Martin Ratio Rank: 2121
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.

GREIX vs. SOAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Real Estate Securities Fund (GREIX) and Spirit of America Real Estate Income & Growth Fund (SOAAX). 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.


GREIXSOAAXDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.04

Calmar ratioReturn relative to maximum drawdown

1.27

1.65

-0.39

Martin ratioReturn relative to average drawdown

3.60

4.91

-1.30

GREIX vs. SOAAX - Sharpe Ratio Comparison

The current GREIX Sharpe Ratio is 0.74, which is comparable to the SOAAX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GREIX and SOAAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GREIX vs. SOAAX - Drawdown Comparison

The maximum GREIX drawdown since its inception was -74.21%, smaller than the maximum SOAAX drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for GREIX and SOAAX.


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Drawdown Indicators


GREIXSOAAXDifference

Max Drawdown

Largest peak-to-trough decline

-74.21%

-78.19%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-7.74%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.73%

-19.29%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.43%

-36.03%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.98%

-41.24%

-1.74%

Current Drawdown

Current decline from peak

-2.91%

-5.05%

+2.14%

Average Drawdown

Average peak-to-trough decline

-12.79%

-14.61%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.60%

+0.25%

Volatility

GREIX vs. SOAAX - Volatility Comparison

Goldman Sachs Real Estate Securities Fund (GREIX) has a higher volatility of 5.11% compared to Spirit of America Real Estate Income & Growth Fund (SOAAX) at 4.62%. This indicates that GREIX's price experiences larger fluctuations and is considered to be riskier than SOAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GREIXSOAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

4.62%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

9.68%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

13.22%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

18.25%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

19.74%

+1.27%

GREIX vs. SOAAX - Expense Ratio Comparison

GREIX has a 0.91% expense ratio, which is lower than SOAAX's 1.52% expense ratio.


Dividends

GREIX vs. SOAAX - Dividend Comparison

GREIX's dividend yield for the trailing twelve months is around 33.25%, more than SOAAX's 9.37% yield.


PositionTTM20252024202320222021202020192018201720162015
GREIX
Goldman Sachs Real Estate Securities Fund
33.25%35.97%12.22%4.00%3.54%6.27%10.16%18.31%17.65%20.54%12.29%4.46%
SOAAX
Spirit of America Real Estate Income & Growth Fund
9.37%10.64%9.53%9.32%9.32%6.12%8.13%7.11%8.47%6.87%7.18%8.97%

Frequently Asked Questions


With a correlation of 0.96, GREIX and SOAAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GREIX has higher volatility (5.11%) compared to SOAAX (4.62%). In terms of maximum drawdown, GREIX dropped -74.21% vs SOAAX's -78.19%.

SOAAX currently has the higher Sharpe Ratio (0.97 vs 0.74), 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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