GSAGX vs. TDF
Compare and contrast key facts about Goldman Sachs China Equity Fund (GSAGX) and Templeton Dragon Fund Inc. (TDF).
GSAGX is managed by Goldman Sachs. It was launched on Jul 7, 1994. TDF is managed by Franklin Templeton Investments.
Performance
GSAGX vs. TDF - Performance Comparison
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GSAGX vs. TDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSAGX Goldman Sachs China Equity Fund | -4.85% | 32.36% | 13.00% | -18.78% | -30.71% | -14.26% | 48.21% | 26.22% | -18.45% | 51.62% |
TDF Templeton Dragon Fund Inc. | -4.88% | 37.70% | 5.44% | -20.06% | -32.93% | -18.02% | 52.98% | 27.97% | -11.80% | 42.09% |
Returns By Period
The year-to-date returns for both stocks are quite close, with GSAGX having a -4.85% return and TDF slightly lower at -4.88%. Both investments have delivered pretty close results over the past 10 years, with GSAGX having a 4.63% annualized return and TDF not far behind at 4.59%.
GSAGX
- 1D
- 0.41%
- 1M
- -8.08%
- YTD
- -4.85%
- 6M
- -9.33%
- 1Y
- 13.18%
- 3Y*
- 4.82%
- 5Y*
- -6.70%
- 10Y*
- 4.63%
TDF
- 1D
- 1.82%
- 1M
- -7.19%
- YTD
- -4.88%
- 6M
- -7.24%
- 1Y
- 13.51%
- 3Y*
- 2.14%
- 5Y*
- -9.72%
- 10Y*
- 4.59%
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GSAGX vs. TDF - Expense Ratio Comparison
Return for Risk
GSAGX vs. TDF — Risk / Return Rank
GSAGX
TDF
GSAGX vs. TDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs China Equity Fund (GSAGX) and Templeton Dragon Fund Inc. (TDF). 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.
| GSAGX | TDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.63 | +0.03 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.95 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.78 | +0.04 |
Martin ratioReturn relative to average drawdown | 2.77 | 2.60 | +0.17 |
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
| GSAGX | TDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.63 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.36 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.19 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.29 | -0.15 |
Correlation
The correlation between GSAGX and TDF is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GSAGX vs. TDF - Dividend Comparison
GSAGX's dividend yield for the trailing twelve months is around 1.41%, less than TDF's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSAGX Goldman Sachs China Equity Fund | 1.41% | 1.34% | 1.40% | 0.89% | 0.00% | 6.78% | 5.02% | 0.57% | 6.92% | 1.35% | 0.00% | 0.00% |
TDF Templeton Dragon Fund Inc. | 3.77% | 3.55% | 1.36% | 0.00% | 12.73% | 14.13% | 24.72% | 10.75% | 12.43% | 7.95% | 10.34% | 22.49% |
Drawdowns
GSAGX vs. TDF - Drawdown Comparison
The maximum GSAGX drawdown since its inception was -70.73%, roughly equal to the maximum TDF drawdown of -68.15%. Use the drawdown chart below to compare losses from any high point for GSAGX and TDF.
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Drawdown Indicators
| GSAGX | TDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.73% | -68.15% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -16.05% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -58.97% | -62.07% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -63.98% | -66.87% | +2.89% |
Current DrawdownCurrent decline from peak | -42.86% | -48.36% | +5.50% |
Average DrawdownAverage peak-to-trough decline | -28.55% | -22.44% | -6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 4.80% | -0.19% |
Volatility
GSAGX vs. TDF - Volatility Comparison
Goldman Sachs China Equity Fund (GSAGX) and Templeton Dragon Fund Inc. (TDF) have volatilities of 6.15% and 6.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSAGX | TDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 6.03% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 12.48% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 21.72% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.37% | 27.18% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.52% | 23.88% | -1.36% |