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GSGDX vs. NVCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSGDX vs. NVCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Investment Grade Credit Fund (GSGDX) and NovoCure Limited (NVCR). The values are adjusted to include any dividend payments, if applicable.

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GSGDX vs. NVCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSGDX
Goldman Sachs Investment Grade Credit Fund
-1.18%8.23%1.93%8.81%-17.33%-0.97%10.12%16.83%-2.55%6.49%
NVCR
NovoCure Limited
-16.16%-56.61%99.60%-79.65%-2.30%-56.61%105.34%151.70%65.74%157.32%

Returns By Period

In the year-to-date period, GSGDX achieves a -1.18% return, which is significantly higher than NVCR's -16.16% return. Over the past 10 years, GSGDX has outperformed NVCR with an annualized return of 2.82%, while NVCR has yielded a comparatively lower -2.62% annualized return.


GSGDX

1D
0.38%
1M
-2.31%
YTD
-1.18%
6M
-0.49%
1Y
4.10%
3Y*
4.34%
5Y*
0.30%
10Y*
2.82%

NVCR

1D
-0.55%
1M
-19.82%
YTD
-16.16%
6M
-22.46%
1Y
-38.13%
3Y*
-43.51%
5Y*
-39.46%
10Y*
-2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GSGDX vs. NVCR — Risk / Return Rank

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

GSGDX
GSGDX Risk / Return Rank: 3838
Overall Rank
GSGDX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GSGDX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GSGDX Omega Ratio Rank: 2626
Omega Ratio Rank
GSGDX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GSGDX Martin Ratio Rank: 4343
Martin Ratio Rank

NVCR
NVCR Risk / Return Rank: 1616
Overall Rank
NVCR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NVCR Sortino Ratio Rank: 1818
Sortino Ratio Rank
NVCR Omega Ratio Rank: 1919
Omega Ratio Rank
NVCR Calmar Ratio Rank: 1111
Calmar Ratio Rank
NVCR Martin Ratio Rank: 1515
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.

GSGDX vs. NVCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Investment Grade Credit Fund (GSGDX) and NovoCure Limited (NVCR). 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.


GSGDXNVCRDifference

Sharpe ratio

Return per unit of total volatility

0.87

-0.55

+1.42

Sortino ratio

Return per unit of downside risk

1.21

-0.50

+1.71

Omega ratio

Gain probability vs. loss probability

1.16

0.94

+0.22

Calmar ratio

Return relative to maximum drawdown

1.51

-0.81

+2.33

Martin ratio

Return relative to average drawdown

4.98

-1.29

+6.27

GSGDX vs. NVCR - Sharpe Ratio Comparison

The current GSGDX Sharpe Ratio is 0.87, which is higher than the NVCR Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of GSGDX and NVCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSGDXNVCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

-0.55

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.49

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

-0.04

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

-0.07

+0.72

Correlation

The correlation between GSGDX and NVCR is 0.08, 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

GSGDX vs. NVCR - Dividend Comparison

GSGDX's dividend yield for the trailing twelve months is around 4.44%, while NVCR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GSGDX
Goldman Sachs Investment Grade Credit Fund
4.44%4.75%3.94%3.52%2.74%5.10%4.18%5.89%3.56%3.19%3.38%3.76%
NVCR
NovoCure Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSGDX vs. NVCR - Drawdown Comparison

The maximum GSGDX drawdown since its inception was -23.48%, smaller than the maximum NVCR drawdown of -95.55%. Use the drawdown chart below to compare losses from any high point for GSGDX and NVCR.


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Drawdown Indicators


GSGDXNVCRDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-95.55%

+72.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-48.30%

+44.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.48%

-95.55%

+72.07%

Max Drawdown (10Y)

Largest decline over 10 years

-23.48%

-95.55%

+72.07%

Current Drawdown

Current decline from peak

-3.16%

-95.19%

+92.03%

Average Drawdown

Average peak-to-trough decline

-3.89%

-51.47%

+47.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

30.35%

-29.26%

Volatility

GSGDX vs. NVCR - Volatility Comparison

The current volatility for Goldman Sachs Investment Grade Credit Fund (GSGDX) is 1.97%, while NovoCure Limited (NVCR) has a volatility of 16.85%. This indicates that GSGDX experiences smaller price fluctuations and is considered to be less risky than NVCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGDXNVCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

16.85%

-14.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

51.80%

-48.84%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

69.42%

-64.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

81.31%

-74.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.38%

71.60%

-65.22%