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GSGOX vs. VWELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSGOX and VWELX is 0.02, 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.


-0.50.00.51.00.0

Performance

GSGOX vs. VWELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Government Income Fund (GSGOX) and Vanguard Wellington Fund Investor Shares (VWELX). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
-1.33%
-2.13%
GSGOX
VWELX

Key characteristics

Sharpe Ratio

GSGOX:

0.73

VWELX:

0.69

Sortino Ratio

GSGOX:

1.06

VWELX:

0.86

Omega Ratio

GSGOX:

1.13

VWELX:

1.17

Calmar Ratio

GSGOX:

0.24

VWELX:

0.68

Martin Ratio

GSGOX:

1.67

VWELX:

2.49

Ulcer Index

GSGOX:

2.33%

VWELX:

3.36%

Daily Std Dev

GSGOX:

5.37%

VWELX:

12.11%

Max Drawdown

GSGOX:

-20.40%

VWELX:

-38.77%

Current Drawdown

GSGOX:

-11.92%

VWELX:

-7.16%

Returns By Period

In the year-to-date period, GSGOX achieves a 1.01% return, which is significantly lower than VWELX's 3.39% return. Over the past 10 years, GSGOX has underperformed VWELX with an annualized return of 0.30%, while VWELX has yielded a comparatively higher 3.92% annualized return.


GSGOX

YTD

1.01%

1M

1.09%

6M

-1.03%

1Y

3.65%

5Y*

-1.49%

10Y*

0.30%

VWELX

YTD

3.39%

1M

1.89%

6M

-2.18%

1Y

7.36%

5Y*

2.76%

10Y*

3.92%

*Annualized

Compare stocks, funds, or ETFs

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


GSGOX vs. VWELX - Expense Ratio Comparison

GSGOX has a 0.82% expense ratio, which is higher than VWELX's 0.24% expense ratio.


GSGOX
Goldman Sachs Government Income Fund
Expense ratio chart for GSGOX: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for VWELX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

GSGOX vs. VWELX — Risk-Adjusted Performance Rank

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

GSGOX
The Risk-Adjusted Performance Rank of GSGOX is 2222
Overall Rank
The Sharpe Ratio Rank of GSGOX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of GSGOX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of GSGOX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of GSGOX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of GSGOX is 1919
Martin Ratio Rank

VWELX
The Risk-Adjusted Performance Rank of VWELX is 3232
Overall Rank
The Sharpe Ratio Rank of VWELX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VWELX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VWELX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VWELX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VWELX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSGOX vs. VWELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Government Income Fund (GSGOX) and Vanguard Wellington Fund Investor Shares (VWELX). 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.


Sharpe ratio
The chart of Sharpe ratio for GSGOX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.004.000.730.69
The chart of Sortino ratio for GSGOX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.0012.001.060.86
The chart of Omega ratio for GSGOX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.17
The chart of Calmar ratio for GSGOX, currently valued at 0.24, compared to the broader market0.005.0010.0015.0020.000.240.68
The chart of Martin ratio for GSGOX, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.001.672.49
GSGOX
VWELX

The current GSGOX Sharpe Ratio is 0.73, which is comparable to the VWELX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GSGOX and VWELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.73
0.69
GSGOX
VWELX

Dividends

GSGOX vs. VWELX - Dividend Comparison

GSGOX's dividend yield for the trailing twelve months is around 2.65%, more than VWELX's 2.19% yield.


TTM20242023202220212020201920182017201620152014
GSGOX
Goldman Sachs Government Income Fund
2.65%2.65%2.29%1.39%0.87%1.23%2.05%2.01%1.74%1.71%1.52%1.44%
VWELX
Vanguard Wellington Fund Investor Shares
2.19%2.27%6.01%2.25%1.71%2.07%2.53%3.00%2.45%2.56%3.25%2.55%

Drawdowns

GSGOX vs. VWELX - Drawdown Comparison

The maximum GSGOX drawdown since its inception was -20.40%, smaller than the maximum VWELX drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for GSGOX and VWELX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.92%
-7.16%
GSGOX
VWELX

Volatility

GSGOX vs. VWELX - Volatility Comparison

The current volatility for Goldman Sachs Government Income Fund (GSGOX) is 1.25%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.27%. This indicates that GSGOX experiences smaller price fluctuations and is considered to be less risky than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
1.25%
2.27%
GSGOX
VWELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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