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

Performance

GSBFX vs. FKINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Income Builder Fund (GSBFX) and Franklin Income Fund Class A1 (FKINX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.47%
6.32%
GSBFX
FKINX

Returns By Period

In the year-to-date period, GSBFX achieves a 11.24% return, which is significantly higher than FKINX's 9.35% return. Both investments have delivered pretty close results over the past 10 years, with GSBFX having a 5.18% annualized return and FKINX not far ahead at 5.25%.


GSBFX

YTD

11.24%

1M

1.21%

6M

7.47%

1Y

17.26%

5Y (annualized)

5.78%

10Y (annualized)

5.18%

FKINX

YTD

9.35%

1M

0.05%

6M

6.32%

1Y

15.33%

5Y (annualized)

6.69%

10Y (annualized)

5.25%

Key characteristics


GSBFXFKINX
Sharpe Ratio3.062.70
Sortino Ratio4.443.90
Omega Ratio1.601.63
Calmar Ratio2.203.90
Martin Ratio20.0918.79
Ulcer Index0.86%0.82%
Daily Std Dev5.64%5.69%
Max Drawdown-41.29%-44.30%
Current Drawdown-0.04%-0.77%

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GSBFX vs. FKINX - Expense Ratio Comparison

GSBFX has a 0.79% expense ratio, which is higher than FKINX's 0.62% expense ratio.


GSBFX
Goldman Sachs Income Builder Fund
Expense ratio chart for GSBFX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FKINX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Correlation

-0.50.00.51.00.7

The correlation between GSBFX and FKINX is 0.70, 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.

Risk-Adjusted Performance

GSBFX vs. FKINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) and Franklin Income Fund Class A1 (FKINX). 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.


Sharpe ratio
The chart of Sharpe ratio for GSBFX, currently valued at 3.06, compared to the broader market-1.000.001.002.003.004.005.003.062.70
The chart of Sortino ratio for GSBFX, currently valued at 4.44, compared to the broader market0.005.0010.004.443.90
The chart of Omega ratio for GSBFX, currently valued at 1.60, compared to the broader market1.002.003.004.001.601.63
The chart of Calmar ratio for GSBFX, currently valued at 2.20, compared to the broader market0.005.0010.0015.0020.002.203.90
The chart of Martin ratio for GSBFX, currently valued at 20.09, compared to the broader market0.0020.0040.0060.0080.00100.0020.0918.79
GSBFX
FKINX

The current GSBFX Sharpe Ratio is 3.06, which is comparable to the FKINX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of GSBFX and FKINX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.06
2.70
GSBFX
FKINX

Dividends

GSBFX vs. FKINX - Dividend Comparison

GSBFX's dividend yield for the trailing twelve months is around 3.96%, less than FKINX's 5.45% yield.


TTM20232022202120202019201820172016201520142013
GSBFX
Goldman Sachs Income Builder Fund
3.96%4.09%4.10%3.12%3.05%3.53%3.99%3.53%3.78%4.33%4.07%3.65%
FKINX
Franklin Income Fund Class A1
5.45%5.67%5.46%4.33%5.22%5.11%5.61%5.04%5.19%5.71%5.04%5.50%

Drawdowns

GSBFX vs. FKINX - Drawdown Comparison

The maximum GSBFX drawdown since its inception was -41.29%, smaller than the maximum FKINX drawdown of -44.30%. Use the drawdown chart below to compare losses from any high point for GSBFX and FKINX. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.04%
-0.77%
GSBFX
FKINX

Volatility

GSBFX vs. FKINX - Volatility Comparison

Goldman Sachs Income Builder Fund (GSBFX) has a higher volatility of 1.43% compared to Franklin Income Fund Class A1 (FKINX) at 1.34%. This indicates that GSBFX's price experiences larger fluctuations and is considered to be riskier than FKINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%2.40%JuneJulyAugustSeptemberOctoberNovember
1.43%
1.34%
GSBFX
FKINX