GSGDX vs. SIDCX
GSGDX (Goldman Sachs Investment Grade Credit Fund) and SIDCX (SEI Institutional Investments Trust Intermediate Duration Credit Fund) are both Corporate Bonds funds. Over the past 10 years, GSGDX returned 2.72%/yr vs 2.25%/yr for SIDCX. Their correlation of 0.94 suggests significant overlap in exposure. GSGDX charges 0.38%/yr vs 0.32%/yr for SIDCX.
Performance
GSGDX vs. SIDCX - Performance Comparison
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Returns By Period
In the year-to-date period, GSGDX achieves a 0.28% return, which is significantly lower than SIDCX's 0.60% return. Over the past 10 years, GSGDX has outperformed SIDCX with an annualized return of 2.72%, while SIDCX has yielded a comparatively lower 2.25% annualized return.
GSGDX
- 1D
- -0.37%
- 1M
- 0.91%
- YTD
- 0.28%
- 6M
- 0.80%
- 1Y
- 5.17%
- 3Y*
- 5.01%
- 5Y*
- 0.15%
- 10Y*
- 2.72%
SIDCX
- 1D
- 0.23%
- 1M
- 0.98%
- YTD
- 0.60%
- 6M
- 1.00%
- 1Y
- 5.25%
- 3Y*
- 4.62%
- 5Y*
- -0.21%
- 10Y*
- 2.25%
GSGDX vs. SIDCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSGDX Goldman Sachs Investment Grade Credit Fund | 0.28% | 8.23% | 1.93% | 8.81% | -17.33% | -0.97% | 10.12% | 16.83% | -2.55% | 6.49% |
SIDCX SEI Institutional Investments Trust Intermediate Duration Credit Fund | 0.60% | 7.40% | 1.92% | 6.58% | -15.78% | -1.66% | 10.68% | 12.43% | -1.61% | 5.66% |
Correlation
The correlation between GSGDX and SIDCX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2015 | 0.94 |
The correlation between GSGDX and SIDCX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
GSGDX vs. SIDCX — Risk / Return Rank
GSGDX
SIDCX
GSGDX vs. SIDCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Investment Grade Credit Fund (GSGDX) and SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSGDX | SIDCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.71 | -0.15 |
| Martin ratioReturn relative to average drawdown | 5.12 | 5.21 | -0.09 |
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Drawdowns
GSGDX vs. SIDCX - Drawdown Comparison
The maximum GSGDX drawdown since its inception was -23.48%, which is greater than SIDCX's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for GSGDX and SIDCX.
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Drawdown Indicators
| GSGDX | SIDCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -21.47% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -3.10% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -6.38% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -21.39% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -23.48% | -21.47% | -2.01% |
Current DrawdownCurrent decline from peak | -1.73% | -2.80% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -5.21% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.01% | +0.06% |
Volatility
GSGDX vs. SIDCX - Volatility Comparison
Goldman Sachs Investment Grade Credit Fund (GSGDX) and SEI Institutional Investments Trust Intermediate Duration Credit Fund (SIDCX) have volatilities of 1.33% and 1.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSGDX | SIDCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 1.33% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.45% | 3.24% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.49% | 4.27% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.85% | 6.42% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.41% | 5.71% | +0.70% |
GSGDX vs. SIDCX - Expense Ratio Comparison
GSGDX has a 0.38% expense ratio, which is higher than SIDCX's 0.32% expense ratio.
Dividends
GSGDX vs. SIDCX - Dividend Comparison
GSGDX's dividend yield for the trailing twelve months is around 4.84%, more than SIDCX's 4.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGDX Goldman Sachs Investment Grade Credit Fund | 4.84% | 4.75% | 3.94% | 3.52% | 2.74% | 5.10% | 4.18% | 5.89% | 3.56% | 3.19% | 3.38% | 3.76% |
SIDCX SEI Institutional Investments Trust Intermediate Duration Credit Fund | 4.70% | 4.61% | 4.20% | 2.99% | 2.36% | 3.57% | 4.93% | 3.07% | 3.16% | 2.77% | 2.75% | 1.89% |
Frequently Asked Questions
With a correlation of 0.96, GSGDX and SIDCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SIDCX has higher volatility (1.33%) compared to GSGDX (1.33%). In terms of maximum drawdown, GSGDX dropped -23.48% vs SIDCX's -21.47%.
SIDCX currently has the higher Sharpe Ratio (1.24 vs 1.22), 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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