PortfoliosLab logoPortfoliosLab logo
GSGIX vs. GSSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSGIX vs. GSSRX - Performance Comparison

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

Loading graphics...

GSGIX vs. GSSRX - 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%
GSSRX
Goldman Sachs Short Duration Bond Fund
-0.81%6.57%4.53%5.28%-6.06%-0.86%5.85%6.79%-0.02%1.61%

Returns By Period

In the year-to-date period, GSGIX achieves a -1.27% return, which is significantly lower than GSSRX's -0.81% return. Over the past 10 years, GSGIX has underperformed GSSRX with an annualized return of 1.66%, while GSSRX has yielded a comparatively higher 2.34% 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%

GSSRX

1D
0.10%
1M
-1.42%
YTD
-0.81%
6M
0.67%
1Y
3.89%
3Y*
4.51%
5Y*
1.88%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSGIX vs. GSSRX - Expense Ratio Comparison

GSGIX has a 0.91% expense ratio, which is higher than GSSRX's 0.48% expense ratio.


Return for Risk

GSGIX vs. GSSRX — 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

GSSRX
GSSRX Risk / Return Rank: 9393
Overall Rank
GSSRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GSSRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSSRX Omega Ratio Rank: 9393
Omega Ratio Rank
GSSRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GSSRX Martin Ratio Rank: 9393
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. GSSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Core Fixed Income Fund (GSGIX) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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.


GSGIXGSSRXDifference

Sharpe ratio

Return per unit of total volatility

0.89

2.00

-1.10

Sortino ratio

Return per unit of downside risk

1.24

3.42

-2.19

Omega ratio

Gain probability vs. loss probability

1.16

1.46

-0.30

Calmar ratio

Return relative to maximum drawdown

1.04

2.69

-1.65

Martin ratio

Return relative to average drawdown

4.14

11.87

-7.73

GSGIX vs. GSSRX - Sharpe Ratio Comparison

The current GSGIX Sharpe Ratio is 0.89, which is lower than the GSSRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of GSGIX and GSSRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSGIXGSSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

2.00

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.80

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.98

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.94

+0.23

Correlation

The correlation between GSGIX and GSSRX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSGIX vs. GSSRX - Dividend Comparison

GSGIX's dividend yield for the trailing twelve months is around 2.75%, less than GSSRX's 3.95% 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%
GSSRX
Goldman Sachs Short Duration Bond Fund
3.95%4.18%3.58%2.36%1.59%1.40%2.20%2.87%2.56%2.21%2.04%2.15%

Drawdowns

GSGIX vs. GSSRX - Drawdown Comparison

The maximum GSGIX drawdown since its inception was -19.90%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GSGIX and GSSRX.


Loading graphics...

Drawdown Indicators


GSGIXGSSRXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

-9.03%

-10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-1.62%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.27%

-8.88%

-8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

-9.03%

-10.87%

Current Drawdown

Current decline from peak

-6.52%

-1.42%

-5.10%

Average Drawdown

Average peak-to-trough decline

-2.69%

-1.27%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.37%

+0.43%

Volatility

GSGIX vs. GSSRX - Volatility Comparison

Goldman Sachs Global Core Fixed Income Fund (GSGIX) has a higher volatility of 1.45% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.84%. This indicates that GSGIX's price experiences larger fluctuations and is considered to be riskier than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSGIXGSSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.84%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

1.49%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

2.15%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.61%

2.38%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

2.39%

+1.70%