GSGRX vs. PRFDX
GSGRX (Goldman Sachs Equity Income Fund) and PRFDX (T. Rowe Price Equity Income Fund) are both Dividend funds. Over the past 10 years, GSGRX returned 11.77%/yr vs 12.10%/yr for PRFDX. Their correlation of 0.92 means they have usually moved in the same direction. GSGRX charges 1.20%/yr vs 0.69%/yr for PRFDX.
Performance
GSGRX vs. PRFDX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GSGRX having a 18.64% return and PRFDX slightly lower at 17.73%. Both investments have delivered pretty close results over the past 10 years, with GSGRX having a 11.77% annualized return and PRFDX not far ahead at 12.10%.
GSGRX
- 1D
- -0.04%
- 1M
- 2.34%
- 6M
- 13.93%
- YTD
- 18.64%
- 1Y
- 27.02%
- 3Y*
- 20.40%
- 5Y*
- 12.95%
- 10Y*
- 11.77%
- ALL TIME*
- 8.40%
PRFDX
- 1D
- 0.40%
- 1M
- 1.60%
- 6M
- 13.10%
- YTD
- 17.73%
- 1Y
- 29.51%
- 3Y*
- 15.93%
- 5Y*
- 11.32%
- 10Y*
- 12.10%
- ALL TIME*
- 10.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSGRX vs. PRFDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSGRX Goldman Sachs Equity Income Fund | 18.64% | 12.48% | 25.98% | 8.19% | -5.28% | 21.83% | 3.49% | 24.98% | -6.11% | 10.37% |
PRFDX T. Rowe Price Equity Income Fund | 17.73% | 14.60% | 11.85% | 9.75% | -3.25% | 25.60% | 1.28% | 33.66% | -9.29% | 15.46% |
Correlation
The correlation between GSGRX and PRFDX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.92 |
The correlation between GSGRX and PRFDX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
GSGRX vs. PRFDX — Risk / Return Rank
GSGRX
PRFDX
GSGRX vs. PRFDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Equity Income Fund (GSGRX) and T. Rowe Price Equity Income Fund (PRFDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSGRX | PRFDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.46 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.85 | +0.92 |
| Martin ratioReturn relative to average drawdown | 18.84 | 14.73 | +4.11 |
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Drawdowns
GSGRX vs. PRFDX - Drawdown Comparison
The maximum GSGRX drawdown since its inception was -54.44%, smaller than the maximum PRFDX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for GSGRX and PRFDX.
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Drawdown Indicators
| GSGRX | PRFDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.44% | -58.12% | +3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -7.34% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -14.35% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -18.08% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -35.11% | -39.71% | +4.60% |
Current DrawdownCurrent decline from peak | -0.14% | -0.04% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -6.24% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.92% | -0.53% |
Volatility
GSGRX vs. PRFDX - Volatility Comparison
The current volatility for Goldman Sachs Equity Income Fund (GSGRX) is 2.81%, while T. Rowe Price Equity Income Fund (PRFDX) has a volatility of 3.00%. This indicates that GSGRX experiences smaller price fluctuations and is considered to be less risky than PRFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSGRX | PRFDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 3.00% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 8.32% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 11.11% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 14.83% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 17.77% | -0.64% |
GSGRX vs. PRFDX - Expense Ratio Comparison
GSGRX has a 1.20% expense ratio, which is higher than PRFDX's 0.69% expense ratio.
Dividends
GSGRX vs. PRFDX - Dividend Comparison
GSGRX's dividend yield for the trailing twelve months is around 8.42%, more than PRFDX's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGRX Goldman Sachs Equity Income Fund | 8.42% | 9.72% | 18.35% | 4.70% | 4.42% | 8.01% | 1.52% | 5.56% | 2.67% | 1.69% | 1.79% | 1.90% |
PRFDX T. Rowe Price Equity Income Fund | 2.24% | 2.76% | 8.91% | 6.19% | 6.61% | 8.78% | 3.55% | 12.53% | 11.43% | 8.97% | 7.75% | 7.48% |
Frequently Asked Questions
GSGRX and PRFDX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRFDX has higher volatility (3.00%) compared to GSGRX (2.81%). In terms of maximum drawdown, GSGRX dropped -54.44% vs PRFDX's -58.12%.
PRFDX currently has the higher Sharpe Ratio (2.56 vs 2.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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