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GSFIX vs. GSBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSFIX vs. GSBFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, GSFIX achieves a 0.19% return, which is significantly lower than GSBFX's 5.23% return. Over the past 10 years, GSFIX has underperformed GSBFX with an annualized return of 1.83%, while GSBFX has yielded a comparatively higher 7.02% annualized return.


GSFIX

1D
0.00%
1M
0.46%
YTD
0.19%
6M
0.21%
1Y
5.81%
3Y*
3.92%
5Y*
-0.12%
10Y*
1.83%

GSBFX

1D
0.47%
1M
1.95%
YTD
5.23%
6M
5.34%
1Y
13.72%
3Y*
10.93%
5Y*
5.59%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSFIX vs. GSBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSFIX
Goldman Sachs Core Fixed Income Fund
0.19%7.70%0.81%5.98%-14.72%-1.75%9.92%10.60%-0.51%3.46%
GSBFX
Goldman Sachs Income Builder Fund
5.23%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%

Correlation

The correlation between GSFIX and GSBFX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1995

0.07

Over the past year, GSFIX and GSBFX have become more correlated (0.52) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

GSFIX vs. GSBFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSFIX
GSFIX Risk / Return Rank: 2424
Overall Rank
GSFIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GSFIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
GSFIX Omega Ratio Rank: 2424
Omega Ratio Rank
GSFIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GSFIX Martin Ratio Rank: 2121
Martin Ratio Rank

GSBFX
GSBFX Risk / Return Rank: 7373
Overall Rank
GSBFX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7373
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSFIX vs. GSBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Core Fixed Income Fund (GSFIX) and Goldman Sachs Income Builder Fund (GSBFX). 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.


GSFIXGSBFXDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.26

1.48

-0.23

Calmar ratioReturn relative to maximum drawdown

1.81

3.16

-1.35

Martin ratioReturn relative to average drawdown

5.29

13.72

-8.43

GSFIX vs. GSBFX - Sharpe Ratio Comparison

The current GSFIX Sharpe Ratio is 1.42, which is lower than the GSBFX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of GSFIX and GSBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSFIXGSBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.56

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.76

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.88

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.70

+0.16

Drawdowns

GSFIX vs. GSBFX - Drawdown Comparison

The maximum GSFIX drawdown since its inception was -21.73%, smaller than the maximum GSBFX drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GSFIX and GSBFX.


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Drawdown Indicators


GSFIXGSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.73%

-37.04%

+15.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-4.44%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-8.14%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

-15.94%

-4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-21.73%

-23.42%

+1.69%

Current Drawdown

Current decline from peak

-5.01%

0.00%

-5.01%

Average Drawdown

Average peak-to-trough decline

-3.17%

-4.18%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.02%

+0.06%

Volatility

GSFIX vs. GSBFX - Volatility Comparison

The current volatility for Goldman Sachs Core Fixed Income Fund (GSFIX) is 1.39%, while Goldman Sachs Income Builder Fund (GSBFX) has a volatility of 1.76%. This indicates that GSFIX experiences smaller price fluctuations and is considered to be less risky than GSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSFIXGSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.76%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

4.45%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

5.49%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.23%

7.41%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

7.99%

-2.52%

GSFIX vs. GSBFX - Expense Ratio Comparison

GSFIX has a 0.38% expense ratio, which is lower than GSBFX's 0.79% expense ratio.


Dividends

GSFIX vs. GSBFX - Dividend Comparison

GSFIX's dividend yield for the trailing twelve months is around 4.14%, less than GSBFX's 5.09% yield.


PositionTTM20252024202320222021202020192018201720162015
GSBFX
Goldman Sachs Income Builder Fund
5.09%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%
GSFIX
Goldman Sachs Core Fixed Income Fund
4.14%4.10%3.57%3.44%2.17%1.94%4.56%4.40%2.78%2.54%2.58%2.49%

Frequently Asked Questions


GSFIX and GSBFX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSBFX has higher volatility (1.76%) compared to GSFIX (1.39%). In terms of maximum drawdown, GSFIX dropped -21.73% vs GSBFX's -37.04%.

GSBFX currently has the higher Sharpe Ratio (2.56 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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