GSBFX vs. VOO
Compare and contrast key facts about Goldman Sachs Income Builder Fund (GSBFX) and Vanguard S&P 500 ETF (VOO).
GSBFX is managed by Goldman Sachs. It was launched on Oct 11, 1994. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSBFX or VOO.
Key characteristics
GSBFX | VOO | |
---|---|---|
YTD Return | 10.21% | 22.64% |
1Y Return | 20.17% | 34.74% |
3Y Return (Ann) | 4.22% | 11.37% |
5Y Return (Ann) | 6.64% | 16.16% |
10Y Return (Ann) | 5.78% | 13.81% |
Sharpe Ratio | 3.40 | 2.84 |
Sortino Ratio | 5.11 | 3.79 |
Omega Ratio | 1.69 | 1.52 |
Calmar Ratio | 1.96 | 3.05 |
Martin Ratio | 23.30 | 17.66 |
Ulcer Index | 0.90% | 2.01% |
Daily Std Dev | 6.20% | 12.46% |
Max Drawdown | -37.68% | -33.99% |
Current Drawdown | -0.69% | 0.00% |
Correlation
The correlation between GSBFX and VOO 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.
Performance
GSBFX vs. VOO - Performance Comparison
In the year-to-date period, GSBFX achieves a 10.21% return, which is significantly lower than VOO's 22.64% return. Over the past 10 years, GSBFX has underperformed VOO with an annualized return of 5.78%, while VOO has yielded a comparatively higher 13.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSBFX vs. VOO - Expense Ratio Comparison
GSBFX has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
GSBFX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Builder Fund (GSBFX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GSBFX's dividend yield for the trailing twelve months is around 3.93%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Goldman Sachs Income Builder Fund | 3.93% | 4.09% | 4.10% | 6.66% | 3.05% | 3.52% | 3.98% | 3.52% | 3.78% | 4.33% | 4.35% | 4.59% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GSBFX vs. VOO - Drawdown Comparison
The maximum GSBFX drawdown since its inception was -37.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSBFX and VOO. For additional features, visit the drawdowns tool.
Volatility
GSBFX vs. VOO - Volatility Comparison
The current volatility for Goldman Sachs Income Builder Fund (GSBFX) is 1.17%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.95%. This indicates that GSBFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.