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GSGIX vs. DFGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSGIX vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Global Core Fixed Income Fund (GSGIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

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GSGIX vs. DFGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSGIX
Goldman Sachs Global Core Fixed Income Fund
-1.27%5.09%0.86%7.66%-12.98%-2.59%8.90%10.17%-0.12%2.43%
DFGBX
DFA Five Year Global Fixed Income Portfolio
0.15%3.13%5.37%5.00%-6.63%-1.03%1.52%4.04%1.68%0.88%

Returns By Period

In the year-to-date period, GSGIX achieves a -1.27% return, which is significantly lower than DFGBX's 0.15% return. Over the past 10 years, GSGIX has outperformed DFGBX with an annualized return of 1.66%, while DFGBX has yielded a comparatively lower 1.22% annualized return.


GSGIX

1D
0.36%
1M
-2.84%
YTD
-1.27%
6M
-0.19%
1Y
2.58%
3Y*
2.91%
5Y*
-0.20%
10Y*
1.66%

DFGBX

1D
0.25%
1M
-1.13%
YTD
0.15%
6M
1.02%
1Y
2.16%
3Y*
4.06%
5Y*
1.09%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSGIX vs. DFGBX - Expense Ratio Comparison

GSGIX has a 0.91% expense ratio, which is higher than DFGBX's 0.23% expense ratio.


Return for Risk

GSGIX vs. DFGBX — Risk / Return Rank

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

GSGIX
GSGIX Risk / Return Rank: 3838
Overall Rank
GSGIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GSGIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
GSGIX Omega Ratio Rank: 3030
Omega Ratio Rank
GSGIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GSGIX Martin Ratio Rank: 3939
Martin Ratio Rank

DFGBX
DFGBX Risk / Return Rank: 7171
Overall Rank
DFGBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 9494
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 5555
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.

GSGIX vs. DFGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Core Fixed Income Fund (GSGIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.


GSGIXDFGBXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.33

-0.44

Sortino ratio

Return per unit of downside risk

1.24

1.56

-0.33

Omega ratio

Gain probability vs. loss probability

1.16

1.47

-0.32

Calmar ratio

Return relative to maximum drawdown

1.04

1.64

-0.60

Martin ratio

Return relative to average drawdown

4.14

5.29

-1.15

GSGIX vs. DFGBX - Sharpe Ratio Comparison

The current GSGIX Sharpe Ratio is 0.89, which is lower than the DFGBX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GSGIX and DFGBX, 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


GSGIXDFGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.33

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.51

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.63

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.74

+0.43

Correlation

The correlation between GSGIX and DFGBX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GSGIX vs. DFGBX - Dividend Comparison

GSGIX's dividend yield for the trailing twelve months is around 2.75%, less than DFGBX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
GSGIX
Goldman Sachs Global Core Fixed Income Fund
2.75%3.01%2.64%2.12%1.60%1.32%5.04%4.13%1.28%1.74%1.40%5.97%
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.47%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%

Drawdowns

GSGIX vs. DFGBX - Drawdown Comparison

The maximum GSGIX drawdown since its inception was -19.90%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for GSGIX and DFGBX.


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Drawdown Indicators


GSGIXDFGBXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-9.63%

-10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-1.38%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-9.63%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

-9.63%

-10.27%

Current Drawdown

Current decline from peak

-6.52%

-1.13%

-5.39%

Average Drawdown

Average peak-to-trough decline

-2.69%

-0.94%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.43%

+0.37%

Volatility

GSGIX vs. DFGBX - Volatility Comparison

Goldman Sachs Global Core Fixed Income Fund (GSGIX) has a higher volatility of 1.45% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that GSGIX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGIXDFGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.76%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

0.97%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

1.64%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.61%

2.16%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

1.93%

+2.16%