GSAKX vs. VOO
Compare and contrast key facts about Goldman Sachs International Equity Income Fund Class A (GSAKX) and Vanguard S&P 500 ETF (VOO).
GSAKX is managed by Goldman Sachs. It was launched on Jun 25, 2007. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSAKX or VOO.
Performance
GSAKX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GSAKX achieves a 9.16% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, GSAKX has underperformed VOO with an annualized return of 4.90%, while VOO has yielded a comparatively higher 13.18% annualized return.
GSAKX
9.16%
-2.03%
0.46%
14.98%
7.50%
4.90%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| GSAKX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.34 | 2.70 |
| Sortino Ratio | 1.87 | 3.60 |
| Omega Ratio | 1.23 | 1.50 |
| Calmar Ratio | 0.66 | 3.90 |
| Martin Ratio | 6.73 | 17.65 |
| Ulcer Index | 2.18% | 1.86% |
| Daily Std Dev | 10.96% | 12.19% |
| Max Drawdown | -75.31% | -33.99% |
| Current Drawdown | -10.49% | -0.86% |
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GSAKX vs. VOO - Expense Ratio Comparison
GSAKX has a 1.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between GSAKX and VOO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
GSAKX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Income Fund Class A (GSAKX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
GSAKX vs. VOO - Dividend Comparison
GSAKX's dividend yield for the trailing twelve months is around 3.31%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSAKX Goldman Sachs International Equity Income Fund Class A | 3.31% | 2.68% | 1.99% | 2.74% | 1.74% | 2.65% | 3.72% | 1.41% | 2.01% | 0.78% | 3.92% | 0.76% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GSAKX vs. VOO - Drawdown Comparison
The maximum GSAKX drawdown since its inception was -75.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSAKX and VOO. For additional features, visit the drawdowns tool.
Volatility
GSAKX vs. VOO - Volatility Comparison
The current volatility for Goldman Sachs International Equity Income Fund Class A (GSAKX) is 3.18%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that GSAKX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.