GSIPX vs. SVPFX
GSIPX (Goldman Sachs Inflation Protected Securities Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GSIPX is a Inflation-Protected Bonds fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GSIPX returned -0.55%/yr vs 2.15%/yr for SVPFX. A 0.64 correlation means they provide meaningful diversification when combined. GSIPX charges 0.34%/yr vs 0.38%/yr for SVPFX.
Performance
GSIPX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GSIPX achieves a 0.79% return, which is significantly lower than SVPFX's 2.00% return.
GSIPX
- 1D
- 0.00%
- 1M
- -0.37%
- 6M
- 0.58%
- YTD
- 0.79%
- 1Y
- 3.27%
- 3Y*
- 3.82%
- 5Y*
- -0.55%
- 10Y*
- 1.66%
SVPFX
- 1D
- 0.00%
- 1M
- 0.41%
- 6M
- 2.00%
- YTD
- 2.00%
- 1Y
- 5.61%
- 3Y*
- 4.80%
- 5Y*
- 2.15%
- 10Y*
- —
GSIPX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GSIPX Goldman Sachs Inflation Protected Securities Fund | 0.79% | 6.15% | 1.87% | 3.70% | -16.63% | 7.05% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.00% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GSIPX and SVPFX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.64 |
The correlation between GSIPX and SVPFX has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
GSIPX vs. SVPFX — Risk / Return Rank
GSIPX
SVPFX
GSIPX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Inflation Protected Securities Fund (GSIPX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| GSIPX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.60 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 6.48 | -5.05 |
| Martin ratioReturn relative to average drawdown | 4.38 | 23.92 | -19.55 |
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Drawdowns
GSIPX vs. SVPFX - Drawdown Comparison
The maximum GSIPX drawdown since its inception was -18.83%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GSIPX and SVPFX.
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Drawdown Indicators
| GSIPX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.83% | -6.37% | -12.46% |
Max Drawdown (1Y)Largest decline over 1 year | -2.15% | -0.91% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -5.32% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.83% | -6.37% | -12.46% |
Max Drawdown (10Y)Largest decline over 10 years | -18.83% | — | — |
Current DrawdownCurrent decline from peak | -6.34% | -0.20% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -1.89% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.39% | +0.31% |
Volatility
GSIPX vs. SVPFX - Volatility Comparison
Goldman Sachs Inflation Protected Securities Fund (GSIPX) has a higher volatility of 1.33% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.78%. This indicates that GSIPX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIPX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 0.78% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 1.75% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 2.22% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 5.61% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.71% | 5.47% | +0.24% |
GSIPX vs. SVPFX - Expense Ratio Comparison
GSIPX has a 0.34% expense ratio, which is lower than SVPFX's 0.38% expense ratio.
Dividends
GSIPX vs. SVPFX - Dividend Comparison
GSIPX's dividend yield for the trailing twelve months is around 4.79%, more than SVPFX's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIPX Goldman Sachs Inflation Protected Securities Fund | 4.79% | 3.58% | 4.57% | 3.84% | 1.37% | 5.27% | 1.15% | 2.44% | 2.11% | 1.98% | 1.27% | 0.76% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.19% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GSIPX and SVPFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIPX has higher volatility (1.33%) compared to SVPFX (0.78%). In terms of maximum drawdown, GSIPX dropped -18.83% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.65 vs 0.88), 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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