GSHIX vs. FHYSX
Compare and contrast key facts about Goldman Sachs High Yield Fund (GSHIX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX).
GSHIX is managed by Goldman Sachs. It was launched on Aug 1, 1997. FHYSX is managed by Federated. It was launched on Dec 24, 2008.
Performance
GSHIX vs. FHYSX - Performance Comparison
Loading graphics...
GSHIX vs. FHYSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSHIX Goldman Sachs High Yield Fund | -1.97% | 8.53% | 6.91% | 12.46% | -13.80% | 4.13% | 5.48% | 15.54% | -3.69% | 6.19% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | -1.76% | 9.14% | 6.42% | 12.77% | -13.16% | 4.49% | 6.08% | 15.14% | -2.16% | 8.34% |
Returns By Period
In the year-to-date period, GSHIX achieves a -1.97% return, which is significantly lower than FHYSX's -1.76% return. Over the past 10 years, GSHIX has underperformed FHYSX with an annualized return of 4.86%, while FHYSX has yielded a comparatively higher 5.39% annualized return.
GSHIX
- 1D
- 0.18%
- 1M
- -2.46%
- YTD
- -1.97%
- 6M
- -0.53%
- 1Y
- 5.80%
- 3Y*
- 7.21%
- 5Y*
- 2.73%
- 10Y*
- 4.86%
FHYSX
- 1D
- 0.17%
- 1M
- -2.27%
- YTD
- -1.76%
- 6M
- 0.01%
- 1Y
- 5.88%
- 3Y*
- 7.48%
- 5Y*
- 3.11%
- 10Y*
- 5.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSHIX vs. FHYSX - Expense Ratio Comparison
GSHIX has a 0.71% expense ratio, which is higher than FHYSX's 0.02% expense ratio.
Return for Risk
GSHIX vs. FHYSX — Risk / Return Rank
GSHIX
FHYSX
GSHIX vs. FHYSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Fund (GSHIX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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.
| GSHIX | FHYSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.67 | -0.13 |
Sortino ratioReturn per unit of downside risk | 2.21 | 2.37 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.45 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.36 | -0.71 |
Martin ratioReturn relative to average drawdown | 7.52 | 9.71 | -2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSHIX | FHYSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.67 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.94 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.85 | +0.22 |
Correlation
The correlation between GSHIX and FHYSX is 0.80, 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
GSHIX vs. FHYSX - Dividend Comparison
GSHIX's dividend yield for the trailing twelve months is around 6.14%, more than FHYSX's 5.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSHIX Goldman Sachs High Yield Fund | 6.14% | 6.53% | 6.47% | 6.01% | 4.41% | 4.83% | 5.45% | 5.64% | 5.85% | 5.42% | 5.54% | 6.33% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | 5.82% | 6.28% | 5.84% | 5.30% | 5.27% | 4.54% | 5.74% | 6.18% | 6.61% | 6.98% | 6.45% | 8.45% |
Drawdowns
GSHIX vs. FHYSX - Drawdown Comparison
The maximum GSHIX drawdown since its inception was -34.42%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for GSHIX and FHYSX.
Loading graphics...
Drawdown Indicators
| GSHIX | FHYSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -21.45% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.41% | -2.50% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.60% | -16.93% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -23.06% | -21.45% | -1.61% |
Current DrawdownCurrent decline from peak | -2.48% | -2.27% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -2.61% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.61% | +0.14% |
Volatility
GSHIX vs. FHYSX - Volatility Comparison
Goldman Sachs High Yield Fund (GSHIX) has a higher volatility of 1.52% compared to Federated Hermes High-Yield Strategy Portfolio (FHYSX) at 1.24%. This indicates that GSHIX's price experiences larger fluctuations and is considered to be riskier than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSHIX | FHYSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.52% | 1.24% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.37% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 3.76% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.03% | 5.20% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.87% | 5.76% | +0.11% |