GSGRX vs. REAYX
GSGRX (Goldman Sachs Equity Income Fund) and REAYX (Russell Investments Equity Income Fund) are both Dividend funds. Over the past 5 years, GSGRX returned 12.95%/yr vs 10.71%/yr for REAYX. Their correlation of 0.93 means they have usually moved in the same direction. GSGRX charges 1.20%/yr vs 0.66%/yr for REAYX.
Performance
GSGRX vs. REAYX - 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 REAYX slightly lower at 17.91%.
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%
REAYX
- 1D
- 0.34%
- 1M
- 2.58%
- 6M
- 13.23%
- YTD
- 17.91%
- 1Y
- 27.93%
- 3Y*
- 16.02%
- 5Y*
- 10.71%
- 10Y*
- —
- ALL TIME*
- 11.89%
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. REAYX - 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% | 6.29% |
REAYX Russell Investments Equity Income Fund | 17.91% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
Correlation
The correlation between GSGRX and REAYX is 0.91, 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. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.93 |
The correlation between GSGRX and REAYX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
GSGRX vs. REAYX — Risk / Return Rank
GSGRX
REAYX
GSGRX vs. REAYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Equity Income Fund (GSGRX) and Russell Investments Equity Income Fund (REAYX). 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 | REAYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.46 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 4.04 | +0.73 |
| Martin ratioReturn relative to average drawdown | 18.84 | 15.85 | +2.99 |
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Drawdowns
GSGRX vs. REAYX - Drawdown Comparison
The maximum GSGRX drawdown since its inception was -54.44%, which is greater than REAYX's maximum drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for GSGRX and REAYX.
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Drawdown Indicators
| GSGRX | REAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.44% | -36.87% | -17.57% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -6.66% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -20.66% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -20.66% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -35.11% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.34% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -4.85% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.69% | -0.30% |
Volatility
GSGRX vs. REAYX - Volatility Comparison
The current volatility for Goldman Sachs Equity Income Fund (GSGRX) is 2.81%, while Russell Investments Equity Income Fund (REAYX) has a volatility of 3.02%. This indicates that GSGRX experiences smaller price fluctuations and is considered to be less risky than REAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSGRX | REAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 3.02% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 7.84% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 10.44% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 16.73% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 18.45% | -1.32% |
GSGRX vs. REAYX - Expense Ratio Comparison
GSGRX has a 1.20% expense ratio, which is higher than REAYX's 0.66% expense ratio.
Dividends
GSGRX vs. REAYX - Dividend Comparison
GSGRX's dividend yield for the trailing twelve months is around 8.42%, less than REAYX's 12.80% 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% |
REAYX Russell Investments Equity Income Fund | 12.80% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, GSGRX and REAYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
REAYX has higher volatility (3.02%) compared to GSGRX (2.81%). In terms of maximum drawdown, GSGRX dropped -54.44% vs REAYX's -36.87%.
REAYX currently has the higher Sharpe Ratio (2.59 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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