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GSBFX vs. FADAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSBFX and FADAX is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

GSBFX vs. FADAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Income Builder Fund (GSBFX) and Fidelity Advisor Dividend Growth Fund Class A (FADAX). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
176.18%
190.03%
GSBFX
FADAX

Key characteristics

Sharpe Ratio

GSBFX:

0.93

FADAX:

0.02

Sortino Ratio

GSBFX:

1.30

FADAX:

0.18

Omega Ratio

GSBFX:

1.19

FADAX:

1.03

Calmar Ratio

GSBFX:

0.92

FADAX:

0.02

Martin Ratio

GSBFX:

3.94

FADAX:

0.06

Ulcer Index

GSBFX:

1.84%

FADAX:

7.91%

Daily Std Dev

GSBFX:

7.75%

FADAX:

23.17%

Max Drawdown

GSBFX:

-41.29%

FADAX:

-61.17%

Current Drawdown

GSBFX:

-3.40%

FADAX:

-16.79%

Returns By Period

In the year-to-date period, GSBFX achieves a 0.11% return, which is significantly higher than FADAX's -6.38% return. Over the past 10 years, GSBFX has outperformed FADAX with an annualized return of 4.72%, while FADAX has yielded a comparatively lower 2.42% annualized return.


GSBFX

YTD

0.11%

1M

-2.06%

6M

-1.45%

1Y

6.63%

5Y*

6.68%

10Y*

4.72%

FADAX

YTD

-6.38%

1M

-5.09%

6M

-13.13%

1Y

-1.03%

5Y*

11.36%

10Y*

2.42%

*Annualized

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GSBFX vs. FADAX - Expense Ratio Comparison

GSBFX has a 0.79% expense ratio, which is lower than FADAX's 0.83% expense ratio.


Expense ratio chart for FADAX: current value is 0.83%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FADAX: 0.83%
Expense ratio chart for GSBFX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSBFX: 0.79%

Risk-Adjusted Performance

GSBFX vs. FADAX — Risk-Adjusted Performance Rank

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

GSBFX
The Risk-Adjusted Performance Rank of GSBFX is 7878
Overall Rank
The Sharpe Ratio Rank of GSBFX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of GSBFX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of GSBFX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GSBFX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GSBFX is 8080
Martin Ratio Rank

FADAX
The Risk-Adjusted Performance Rank of FADAX is 2727
Overall Rank
The Sharpe Ratio Rank of FADAX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FADAX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FADAX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FADAX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FADAX is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSBFX vs. FADAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) and Fidelity Advisor Dividend Growth Fund Class A (FADAX). 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.


The chart of Sharpe ratio for GSBFX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.00
GSBFX: 0.93
FADAX: 0.02
The chart of Sortino ratio for GSBFX, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.00
GSBFX: 1.30
FADAX: 0.18
The chart of Omega ratio for GSBFX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.00
GSBFX: 1.19
FADAX: 1.03
The chart of Calmar ratio for GSBFX, currently valued at 0.92, compared to the broader market0.002.004.006.008.0010.00
GSBFX: 0.92
FADAX: 0.02
The chart of Martin ratio for GSBFX, currently valued at 3.94, compared to the broader market0.0010.0020.0030.0040.0050.00
GSBFX: 3.94
FADAX: 0.06

The current GSBFX Sharpe Ratio is 0.93, which is higher than the FADAX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of GSBFX and FADAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.93
0.02
GSBFX
FADAX

Dividends

GSBFX vs. FADAX - Dividend Comparison

GSBFX's dividend yield for the trailing twelve months is around 4.21%, more than FADAX's 0.68% yield.


TTM20242023202220212020201920182017201620152014
GSBFX
Goldman Sachs Income Builder Fund
4.21%4.14%4.09%4.10%3.12%3.05%3.53%3.99%3.53%3.78%4.33%4.07%
FADAX
Fidelity Advisor Dividend Growth Fund Class A
0.68%0.74%1.14%1.46%0.66%1.43%1.48%1.97%1.46%1.21%1.14%12.85%

Drawdowns

GSBFX vs. FADAX - Drawdown Comparison

The maximum GSBFX drawdown since its inception was -41.29%, smaller than the maximum FADAX drawdown of -61.17%. Use the drawdown chart below to compare losses from any high point for GSBFX and FADAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.40%
-16.79%
GSBFX
FADAX

Volatility

GSBFX vs. FADAX - Volatility Comparison

The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 5.51%, while Fidelity Advisor Dividend Growth Fund Class A (FADAX) has a volatility of 14.57%. This indicates that GSBFX experiences smaller price fluctuations and is considered to be less risky than FADAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
5.51%
14.57%
GSBFX
FADAX