GSIKX vs. GSPKX
GSIKX (Goldman Sachs International Equity Income Fund) and GSPKX (Goldman Sachs U.S. Equity Dividend and Premium Fund) are both mutual funds - GSIKX is a Dividend fund managed by Goldman Sachs, while GSPKX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 10 years, GSIKX returned 11.55%/yr vs 12.64%/yr for GSPKX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. GSIKX charges 0.85%/yr vs 0.71%/yr for GSPKX.
Performance
GSIKX vs. GSPKX - Performance Comparison
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Returns By Period
In the year-to-date period, GSIKX achieves a 16.05% return, which is significantly higher than GSPKX's 10.37% return. Over the past 10 years, GSIKX has underperformed GSPKX with an annualized return of 11.55%, while GSPKX has yielded a comparatively higher 12.64% annualized return.
GSIKX
- 1D
- 2.40%
- 1M
- 2.44%
- 6M
- 10.48%
- YTD
- 16.05%
- 1Y
- 32.30%
- 3Y*
- 20.28%
- 5Y*
- 13.58%
- 10Y*
- 11.55%
- ALL TIME*
- 5.75%
GSPKX
- 1D
- 1.32%
- 1M
- -0.10%
- 6M
- 8.75%
- YTD
- 10.37%
- 1Y
- 20.25%
- 3Y*
- 18.84%
- 5Y*
- 12.38%
- 10Y*
- 12.64%
- ALL TIME*
- 9.72%
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 |
GSIKX vs. GSPKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIKX Goldman Sachs International Equity Income Fund | 16.05% | 34.30% | 8.81% | 17.60% | -7.93% | 13.66% | 2.59% | 26.92% | -12.12% | 26.53% |
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 10.37% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -6.29% | 15.32% |
Correlation
The correlation between GSIKX and GSPKX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.75 |
The correlation between GSIKX and GSPKX shifts across timeframes, from 0.63 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSIKX vs. GSPKX — Risk / Return Rank
GSIKX
GSPKX
GSIKX vs. GSPKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Income Fund (GSIKX) and Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX). 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.
| GSIKX | GSPKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.37 | +0.40 |
| Martin ratioReturn relative to average drawdown | 10.10 | 11.61 | -1.51 |
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Drawdowns
GSIKX vs. GSPKX - Drawdown Comparison
The maximum GSIKX drawdown since its inception was -56.58%, which is greater than GSPKX's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for GSIKX and GSPKX.
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Drawdown Indicators
| GSIKX | GSPKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.58% | -51.90% | -4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -7.83% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -12.11% | -20.51% | +8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -22.34% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -32.70% | -1.77% |
Current DrawdownCurrent decline from peak | 0.00% | -1.24% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -5.95% | -5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 1.60% | +1.49% |
Volatility
GSIKX vs. GSPKX - Volatility Comparison
Goldman Sachs International Equity Income Fund (GSIKX) has a higher volatility of 3.98% compared to Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) at 2.76%. This indicates that GSIKX's price experiences larger fluctuations and is considered to be riskier than GSPKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIKX | GSPKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.76% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 8.46% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 10.54% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 16.07% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 16.88% | -1.09% |
GSIKX vs. GSPKX - Expense Ratio Comparison
GSIKX has a 0.85% expense ratio, which is higher than GSPKX's 0.71% expense ratio.
Dividends
GSIKX vs. GSPKX - Dividend Comparison
GSIKX's dividend yield for the trailing twelve months is around 3.45%, less than GSPKX's 6.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIKX Goldman Sachs International Equity Income Fund | 3.45% | 3.93% | 3.23% | 2.78% | 0.64% | 2.90% | 1.96% | 2.85% | 14.89% | 1.73% | 2.35% | 1.14% |
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 6.00% | 6.32% | 12.77% | 6.48% | 6.33% | 6.01% | 7.19% | 6.86% | 7.95% | 6.13% | 5.63% | 6.29% |
Frequently Asked Questions
GSIKX and GSPKX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIKX has higher volatility (3.98%) compared to GSPKX (2.76%). In terms of maximum drawdown, GSIKX dropped -56.58% vs GSPKX's -51.90%.
GSIKX currently has the higher Sharpe Ratio (2.15 vs 1.76), 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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