GSGOX vs. VWELX

In the year-to-date period, GSGOX achieves a 2.02% return, which is significantly lower than VWELX's 2.63% return. Over the past 10 years, GSGOX has underperformed VWELX with an annualized return of 0.54%, while VWELX has yielded a comparatively higher 8.46% annualized return.

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

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.

The current GSGOX Sharpe Ratio is 0.95, which is comparable to the VWELX Sharpe Ratio of 0.93. 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.

GSGOX's dividend yield for the trailing twelve months is around 2.71%, less than VWELX's 10.58% yield.

The maximum GSGOX drawdown since its inception was -19.26%, smaller than the maximum VWELX drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for GSGOX and VWELX.

The current volatility for Goldman Sachs Government Income Fund (GSGOX) is 1.46%, while Vanguard Wellington Fund Investor Shares (VWELX) has a volatility of 2.92%. 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.