GSGOX vs. VSIGX

Last updated Apr 2, 2026

Compare and contrast key facts about Goldman Sachs Government Income Fund (GSGOX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX).

GSGOX is managed by Goldman Sachs. It was launched on Feb 9, 1993. VSIGX is managed by Vanguard. It was launched on Aug 4, 2010.

Performance

GSGOX vs. VSIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Government Income Fund (GSGOX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). The values are adjusted to include any dividend payments, if applicable.

GSGOX vs. VSIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSGOX Goldman Sachs Government Income Fund	1.75%	6.58%	0.07%	4.07%	-13.16%	-2.47%	6.34%	5.77%	0.30%	1.74%
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares	-0.09%	7.36%	1.65%	4.39%	-10.69%	-2.60%	7.65%	6.26%	1.35%	1.58%

Returns By Period

GSGOX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VSIGX

• 1D: 0.15%
• 1M: -1.23%
• YTD: -0.09%
• 6M: 0.75%
• 1Y: 3.86%
• 3Y*: 3.38%
• 5Y*: 0.36%
• 10Y*: 1.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSGOX vs. VSIGX - Expense Ratio Comparison

GSGOX has a 0.82% expense ratio, which is higher than VSIGX's 0.07% expense ratio.

GSGOX

Goldman Sachs Government Income Fund

VSIGX

Vanguard Intermediate-Term Treasury Index Fund Admiral Shares

Return for Risk

GSGOX vs. VSIGX — Risk / Return Rank

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

VSIGX

VSIGX Risk / Return Rank: 58
VSIGX Sharpe Ratio Rank: 57
VSIGX Sortino Ratio Rank: 60
VSIGX Omega Ratio Rank: 42
VSIGX Calmar Ratio Rank: 73
VSIGX Martin Ratio Rank: 56

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.

GSGOX vs. VSIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Government Income Fund (GSGOX) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GSGOX	VSIGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.07	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.51	—

Correlation

The correlation between GSGOX and VSIGX is 0.91, 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

GSGOX vs. VSIGX - Dividend Comparison

GSGOX's dividend yield for the trailing twelve months is around 3.32%, less than VSIGX's 3.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSGOX Goldman Sachs Government Income Fund	3.32%	3.03%	2.26%	2.09%	1.02%	2.30%	1.22%	2.03%	2.01%	1.73%	1.71%	1.53%
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares	3.46%	3.76%	3.95%	2.70%	1.71%	1.66%	2.21%	2.21%	2.05%	1.67%	1.56%	1.70%

Drawdowns

Drawdown Indicators

	GSGOX	VSIGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-16.15%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-16.15%	—
Current Drawdown Current decline from peak	—	-1.83%	—
Average Drawdown Average peak-to-trough decline	—	-3.52%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.77%	—

Volatility

Volatility by Period

	GSGOX	VSIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	3.77%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	5.31%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	4.45%	—