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GSHIX vs. FOCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSHIX vs. FOCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs High Yield Fund (GSHIX) and Fairholme Focused Income Fund (FOCIX). The values are adjusted to include any dividend payments, if applicable.

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GSHIX vs. FOCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FOCIX
Fairholme Focused Income Fund
6.93%6.17%14.67%12.58%6.00%6.73%0.99%7.44%-6.88%-0.54%

Returns By Period

In the year-to-date period, GSHIX achieves a -1.97% return, which is significantly lower than FOCIX's 6.93% return. Over the past 10 years, GSHIX has underperformed FOCIX with an annualized return of 4.86%, while FOCIX has yielded a comparatively higher 8.24% 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%

FOCIX

1D
0.19%
1M
1.18%
YTD
6.93%
6M
6.35%
1Y
9.02%
3Y*
11.77%
5Y*
10.04%
10Y*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSHIX vs. FOCIX - Expense Ratio Comparison

GSHIX has a 0.71% expense ratio, which is lower than FOCIX's 1.00% expense ratio.


Return for Risk

GSHIX vs. FOCIX — Risk / Return Rank

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

GSHIX
GSHIX Risk / Return Rank: 8080
Overall Rank
GSHIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GSHIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSHIX Omega Ratio Rank: 8787
Omega Ratio Rank
GSHIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
GSHIX Martin Ratio Rank: 7878
Martin Ratio Rank

FOCIX
FOCIX Risk / Return Rank: 4949
Overall Rank
FOCIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FOCIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FOCIX Omega Ratio Rank: 4646
Omega Ratio Rank
FOCIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FOCIX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSHIX vs. FOCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Fund (GSHIX) and Fairholme Focused Income Fund (FOCIX). 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.


GSHIXFOCIXDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.98

+0.56

Sortino ratio

Return per unit of downside risk

2.21

1.38

+0.83

Omega ratio

Gain probability vs. loss probability

1.37

1.19

+0.17

Calmar ratio

Return relative to maximum drawdown

1.66

1.18

+0.48

Martin ratio

Return relative to average drawdown

7.52

4.79

+2.73

GSHIX vs. FOCIX - Sharpe Ratio Comparison

The current GSHIX Sharpe Ratio is 1.54, which is higher than the FOCIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GSHIX and FOCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSHIXFOCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.98

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.04

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.90

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.80

+0.27

Correlation

The correlation between GSHIX and FOCIX is 0.32, 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.


Dividends

GSHIX vs. FOCIX - Dividend Comparison

GSHIX's dividend yield for the trailing twelve months is around 6.14%, more than FOCIX's 1.23% yield.


TTM20252024202320222021202020192018201720162015
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%
FOCIX
Fairholme Focused Income Fund
1.23%1.31%2.46%2.82%2.24%1.12%0.65%2.75%4.57%9.83%5.16%5.51%

Drawdowns

GSHIX vs. FOCIX - Drawdown Comparison

The maximum GSHIX drawdown since its inception was -34.42%, which is greater than FOCIX's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for GSHIX and FOCIX.


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Drawdown Indicators


GSHIXFOCIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-18.78%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-7.45%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

-12.36%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.06%

-18.61%

-4.45%

Current Drawdown

Current decline from peak

-2.48%

-0.58%

-1.90%

Average Drawdown

Average peak-to-trough decline

-3.05%

-4.81%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.84%

-1.09%

Volatility

GSHIX vs. FOCIX - Volatility Comparison

The current volatility for Goldman Sachs High Yield Fund (GSHIX) is 1.52%, while Fairholme Focused Income Fund (FOCIX) has a volatility of 2.49%. This indicates that GSHIX experiences smaller price fluctuations and is considered to be less risky than FOCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSHIXFOCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

2.49%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

5.63%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

9.26%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

9.73%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

9.18%

-3.31%