GSCMX vs. GSSRX
Compare and contrast key facts about Goldman Sachs Income Fund (GSCMX) and Goldman Sachs Short Duration Bond Fund (GSSRX).
GSCMX is managed by Goldman Sachs. It was launched on Dec 2, 2019. GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012.
Performance
GSCMX vs. GSSRX - Performance Comparison
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GSCMX vs. GSSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GSCMX Goldman Sachs Income Fund | -1.88% | 8.70% | 6.13% | 10.60% | -10.75% | 0.42% | 9.24% | 1.17% |
GSSRX Goldman Sachs Short Duration Bond Fund | -0.81% | 6.57% | 4.53% | 5.28% | -6.06% | -0.86% | 5.85% | 0.05% |
Returns By Period
In the year-to-date period, GSCMX achieves a -1.88% return, which is significantly lower than GSSRX's -0.81% return.
GSCMX
- 1D
- 0.22%
- 1M
- -2.71%
- YTD
- -1.88%
- 6M
- -0.44%
- 1Y
- 4.90%
- 3Y*
- 6.80%
- 5Y*
- 2.89%
- 10Y*
- —
GSSRX
- 1D
- 0.10%
- 1M
- -1.42%
- YTD
- -0.81%
- 6M
- 0.67%
- 1Y
- 3.89%
- 3Y*
- 4.51%
- 5Y*
- 1.88%
- 10Y*
- 2.34%
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GSCMX vs. GSSRX - Expense Ratio Comparison
GSCMX has a 0.72% expense ratio, which is higher than GSSRX's 0.48% expense ratio.
Return for Risk
GSCMX vs. GSSRX — Risk / Return Rank
GSCMX
GSSRX
GSCMX vs. GSSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Fund (GSCMX) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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.
| GSCMX | GSSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 2.00 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.36 | 3.42 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.46 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.69 | -0.88 |
Martin ratioReturn relative to average drawdown | 8.06 | 11.87 | -3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSCMX | GSSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.00 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.80 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.94 | -0.34 |
Correlation
The correlation between GSCMX and GSSRX is 0.74, 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.
Dividends
GSCMX vs. GSSRX - Dividend Comparison
GSCMX's dividend yield for the trailing twelve months is around 4.78%, more than GSSRX's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSCMX Goldman Sachs Income Fund | 4.78% | 5.09% | 5.39% | 4.71% | 8.43% | 3.51% | 3.95% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% |
GSSRX Goldman Sachs Short Duration Bond Fund | 3.95% | 4.18% | 3.58% | 2.36% | 1.59% | 1.40% | 2.20% | 2.87% | 2.56% | 2.21% | 2.04% | 2.15% |
Drawdowns
GSCMX vs. GSSRX - Drawdown Comparison
The maximum GSCMX drawdown since its inception was -20.12%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GSCMX and GSSRX.
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Drawdown Indicators
| GSCMX | GSSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.12% | -9.03% | -11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -1.62% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -8.88% | -9.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.03% | — |
Current DrawdownCurrent decline from peak | -2.71% | -1.42% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -1.27% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.37% | +0.29% |
Volatility
GSCMX vs. GSSRX - Volatility Comparison
Goldman Sachs Income Fund (GSCMX) has a higher volatility of 1.34% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.84%. This indicates that GSCMX's price experiences larger fluctuations and is considered to be riskier than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSCMX | GSSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 0.84% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 1.49% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.25% | 2.15% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.32% | 2.38% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.82% | 2.39% | +3.43% |