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

Correlation

The correlation between GSBFX and USBLX is 0.88, 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.


-0.50.00.51.00.9

Performance

GSBFX vs. USBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Income Builder Fund (GSBFX) and USAA Growth and Tax Strategy Fund (USBLX). The values are adjusted to include any dividend payments, if applicable.

300.00%320.00%340.00%360.00%380.00%400.00%420.00%JulyAugustSeptemberOctoberNovemberDecember
323.35%
405.97%
GSBFX
USBLX

Key characteristics

Sharpe Ratio

GSBFX:

1.64

USBLX:

2.14

Sortino Ratio

GSBFX:

2.25

USBLX:

2.95

Omega Ratio

GSBFX:

1.30

USBLX:

1.40

Calmar Ratio

GSBFX:

2.16

USBLX:

3.86

Martin Ratio

GSBFX:

9.58

USBLX:

13.26

Ulcer Index

GSBFX:

0.97%

USBLX:

1.06%

Daily Std Dev

GSBFX:

5.69%

USBLX:

6.58%

Max Drawdown

GSBFX:

-41.29%

USBLX:

-34.42%

Current Drawdown

GSBFX:

-3.36%

USBLX:

-3.06%

Returns By Period

In the year-to-date period, GSBFX achieves a 8.13% return, which is significantly lower than USBLX's 13.16% return. Over the past 10 years, GSBFX has underperformed USBLX with an annualized return of 4.98%, while USBLX has yielded a comparatively higher 7.12% annualized return.


GSBFX

YTD

8.13%

1M

-2.05%

6M

3.64%

1Y

8.86%

5Y*

4.82%

10Y*

4.98%

USBLX

YTD

13.16%

1M

-1.27%

6M

4.06%

1Y

13.38%

5Y*

7.11%

10Y*

7.12%

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. USBLX - Expense Ratio Comparison

GSBFX has a 0.79% expense ratio, which is higher than USBLX's 0.58% 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 USBLX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

GSBFX vs. USBLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) and USAA Growth and Tax Strategy Fund (USBLX). 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 1.64, compared to the broader market-1.000.001.002.003.004.001.642.14
The chart of Sortino ratio for GSBFX, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.95
The chart of Omega ratio for GSBFX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.40
The chart of Calmar ratio for GSBFX, currently valued at 2.16, compared to the broader market0.002.004.006.008.0010.0012.0014.002.163.86
The chart of Martin ratio for GSBFX, currently valued at 9.58, compared to the broader market0.0020.0040.0060.009.5813.26
GSBFX
USBLX

The current GSBFX Sharpe Ratio is 1.64, which is comparable to the USBLX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of GSBFX and USBLX, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.64
2.14
GSBFX
USBLX

Dividends

GSBFX vs. USBLX - Dividend Comparison

GSBFX's dividend yield for the trailing twelve months is around 3.77%, more than USBLX's 1.91% yield.


TTM20232022202120202019201820172016201520142013
GSBFX
Goldman Sachs Income Builder Fund
3.41%4.09%4.10%3.12%3.05%3.53%3.99%3.53%3.78%4.33%4.07%3.65%
USBLX
USAA Growth and Tax Strategy Fund
1.91%2.12%1.73%1.66%1.89%1.95%2.50%2.16%2.31%2.68%2.39%2.37%

Drawdowns

GSBFX vs. USBLX - Drawdown Comparison

The maximum GSBFX drawdown since its inception was -41.29%, which is greater than USBLX's maximum drawdown of -34.42%. Use the drawdown chart below to compare losses from any high point for GSBFX and USBLX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.36%
-3.06%
GSBFX
USBLX

Volatility

GSBFX vs. USBLX - Volatility Comparison

The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 2.05%, while USAA Growth and Tax Strategy Fund (USBLX) has a volatility of 2.45%. This indicates that GSBFX experiences smaller price fluctuations and is considered to be less risky than USBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.05%
2.45%
GSBFX
USBLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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