GSBFX vs. DVY
Compare and contrast key facts about Goldman Sachs Income Builder Fund (GSBFX) and iShares Select Dividend ETF (DVY).
GSBFX is managed by Goldman Sachs. It was launched on Oct 11, 1994. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSBFX or DVY.
Performance
GSBFX vs. DVY - Performance Comparison
Returns By Period
In the year-to-date period, GSBFX achieves a 10.39% return, which is significantly lower than DVY's 21.88% return. Over the past 10 years, GSBFX has underperformed DVY with an annualized return of 5.11%, while DVY has yielded a comparatively higher 9.63% annualized return.
GSBFX
10.39%
0.01%
6.21%
16.61%
5.62%
5.11%
DVY
21.88%
2.70%
13.83%
31.52%
10.17%
9.63%
Key characteristics
| GSBFX | DVY | |
|---|---|---|
| Sharpe Ratio | 2.96 | 2.47 |
| Sortino Ratio | 4.28 | 3.41 |
| Omega Ratio | 1.58 | 1.44 |
| Calmar Ratio | 2.04 | 2.55 |
| Martin Ratio | 19.35 | 14.73 |
| Ulcer Index | 0.86% | 2.10% |
| Daily Std Dev | 5.62% | 12.51% |
| Max Drawdown | -41.29% | -62.59% |
| Current Drawdown | -0.81% | -0.11% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSBFX vs. DVY - Expense Ratio Comparison
GSBFX has a 0.79% expense ratio, which is higher than DVY's 0.39% expense ratio.
Correlation
The correlation between GSBFX and DVY is 0.84, 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
GSBFX vs. DVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) and iShares Select Dividend ETF (DVY). 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
GSBFX vs. DVY - Dividend Comparison
GSBFX's dividend yield for the trailing twelve months is around 3.99%, more than DVY's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSBFX Goldman Sachs Income Builder Fund | 3.99% | 4.09% | 4.10% | 3.12% | 3.05% | 3.53% | 3.99% | 3.53% | 3.78% | 4.33% | 4.07% | 3.65% |
DVY iShares Select Dividend ETF | 3.36% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% | 3.06% |
Drawdowns
GSBFX vs. DVY - Drawdown Comparison
The maximum GSBFX drawdown since its inception was -41.29%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for GSBFX and DVY. For additional features, visit the drawdowns tool.
Volatility
GSBFX vs. DVY - Volatility Comparison
The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 1.37%, while iShares Select Dividend ETF (DVY) has a volatility of 3.98%. This indicates that GSBFX experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.