GSCMX vs. VOO
Compare and contrast key facts about Goldman Sachs Income Fund (GSCMX) and Vanguard S&P 500 ETF (VOO).
GSCMX is managed by Goldman Sachs. It was launched on Dec 2, 2019. 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.
Performance
GSCMX vs. VOO - Performance Comparison
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GSCMX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 4.55% |
Returns By Period
In the year-to-date period, GSCMX achieves a -1.88% return, which is significantly higher than VOO's -3.66% return.
GSCMX
- 1D
- 0.22%
- 1M
- -2.71%
- YTD
- -1.88%
- 6M
- -0.44%
- 1Y
- 4.90%
- 3Y*
- 6.80%
- 5Y*
- 2.89%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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GSCMX vs. VOO - Expense Ratio Comparison
GSCMX has a 0.72% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
GSCMX vs. VOO — Risk / Return Rank
GSCMX
VOO
GSCMX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Fund (GSCMX) 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.
| GSCMX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.01 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.53 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.55 | +0.26 |
Martin ratioReturn relative to average drawdown | 8.06 | 7.31 | +0.75 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.01 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.71 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.83 | -0.24 |
Correlation
The correlation between GSCMX and VOO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GSCMX vs. VOO - Dividend Comparison
GSCMX's dividend yield for the trailing twelve months is around 4.78%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
GSCMX vs. VOO - Drawdown Comparison
The maximum GSCMX drawdown since its inception was -20.12%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSCMX and VOO.
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Drawdown Indicators
| GSCMX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.12% | -33.99% | +13.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -11.98% | +9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -24.52% | +6.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -2.71% | -5.55% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -3.72% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 2.55% | -1.89% |
Volatility
GSCMX vs. VOO - Volatility Comparison
The current volatility for Goldman Sachs Income Fund (GSCMX) is 1.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that GSCMX 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.
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Volatility by Period
| GSCMX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 5.34% | -4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 9.47% | -7.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.25% | 18.11% | -14.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.32% | 16.82% | -12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.82% | 17.99% | -12.17% |