PortfoliosLab logoPortfoliosLab logo
GSBFX vs. DVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSBFX vs. DVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Income Builder Fund (GSBFX) and iShares Select Dividend ETF (DVY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GSBFX achieves a 6.71% return, which is significantly lower than DVY's 16.01% return. Over the past 10 years, GSBFX has underperformed DVY with an annualized return of 6.89%, while DVY has yielded a comparatively higher 10.33% annualized return.


GSBFX

1D
0.70%
1M
0.16%
6M
5.01%
YTD
6.71%
1Y
12.27%
3Y*
10.25%
5Y*
5.58%
10Y*
6.89%
ALL TIME*
6.90%

DVY

1D
-0.44%
1M
1.34%
6M
8.82%
YTD
16.01%
1Y
24.73%
3Y*
15.50%
5Y*
10.78%
10Y*
10.33%
ALL TIME*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$92.12M$74.14M$70.08M
$0.00$0.00$0.00

GSBFX vs. DVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSBFX
Goldman Sachs Income Builder Fund
6.71%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%
DVY
iShares Select Dividend ETF
16.01%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-6.36%14.82%

Correlation

The correlation between GSBFX and DVY is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2003

0.84

Over the past year, the correlation between GSBFX and DVY has dropped to 0.63 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

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

GSBFX vs. DVY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSBFX
GSBFX Risk / Return Rank: 8484
Overall Rank
GSBFX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 8282
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 8181
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 8989
Martin Ratio Rank

DVY
DVY Risk / Return Rank: 8787
Overall Rank
DVY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 9090
Sortino Ratio Rank
DVY Omega Ratio Rank: 8484
Omega Ratio Rank
DVY Calmar Ratio Rank: 8787
Calmar Ratio Rank
DVY Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSBFX vs. DVY - Risk-Adjusted Trends 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.

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.


GSBFXDVYDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

2.67

3.45

-0.79

Martin ratioReturn relative to average drawdown

11.57

12.38

-0.81

GSBFX vs. DVY - Sharpe Ratio Comparison

The current GSBFX Sharpe Ratio is 2.07, which is comparable to the DVY Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of GSBFX and DVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GSBFX vs. DVY - Drawdown Comparison

The maximum GSBFX drawdown since its inception was -37.04%, 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.


Loading charts...

Drawdown Indicators


GSBFXDVYDifference

Max Drawdown

Largest peak-to-trough decline

-37.04%

-62.59%

+25.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-6.89%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-8.14%

-16.00%

+7.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-17.54%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-23.42%

-41.59%

+18.17%

Current Drawdown

Current decline from peak

0.00%

-2.55%

+2.55%

Average Drawdown

Average peak-to-trough decline

-4.16%

-8.74%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.92%

-0.90%

Volatility

GSBFX vs. DVY - Volatility Comparison

The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 1.50%, while iShares Select Dividend ETF (DVY) has a volatility of 4.03%. 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.


Loading charts...

Volatility by Period


GSBFXDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

4.03%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

7.94%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.74%

11.27%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

15.12%

-7.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

18.02%

-10.06%

GSBFX vs. DVY - Expense Ratio Comparison

GSBFX has a 0.79% expense ratio, which is higher than DVY's 0.39% expense ratio.


Dividends

GSBFX vs. DVY - Dividend Comparison

GSBFX's dividend yield for the trailing twelve months is around 5.06%, more than DVY's 3.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF
3.26%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
GSBFX
Goldman Sachs Income Builder Fund
5.06%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%

Frequently Asked Questions


GSBFX and DVY have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVY has higher volatility (4.03%) compared to GSBFX (1.50%). In terms of maximum drawdown, GSBFX dropped -37.04% vs DVY's -62.59%.

DVY currently has the higher Sharpe Ratio (2.11 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for GSBFX and DVY

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