GSLIX vs. GSRAX
Compare and contrast key facts about Goldman Sachs Large Cap Value Fund (GSLIX) and Goldman Sachs Rising Dividend Growth Fund (GSRAX).
GSLIX is managed by Goldman Sachs. It was launched on Dec 15, 1999. GSRAX is managed by Goldman Sachs. It was launched on Mar 23, 2004.
Performance
GSLIX vs. GSRAX - Performance Comparison
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GSLIX vs. GSRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSLIX Goldman Sachs Large Cap Value Fund | -1.03% | 10.86% | 30.73% | 13.19% | -6.26% | 24.00% | 4.22% | 26.09% | -8.64% | 9.80% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | -1.37% | 6.66% | 26.07% | 17.49% | -7.78% | 31.47% | 8.75% | 25.63% | -6.65% | 17.59% |
Returns By Period
In the year-to-date period, GSLIX achieves a -1.03% return, which is significantly higher than GSRAX's -1.37% return. Both investments have delivered pretty close results over the past 10 years, with GSLIX having a 10.99% annualized return and GSRAX not far ahead at 11.53%.
GSLIX
- 1D
- -0.58%
- 1M
- -7.07%
- YTD
- -1.03%
- 6M
- 2.39%
- 1Y
- 9.86%
- 3Y*
- 17.32%
- 5Y*
- 11.63%
- 10Y*
- 10.99%
GSRAX
- 1D
- -0.43%
- 1M
- -7.23%
- YTD
- -1.37%
- 6M
- -1.84%
- 1Y
- 6.92%
- 3Y*
- 14.48%
- 5Y*
- 11.29%
- 10Y*
- 11.53%
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GSLIX vs. GSRAX - Expense Ratio Comparison
GSLIX has a 0.73% expense ratio, which is lower than GSRAX's 1.03% expense ratio.
Return for Risk
GSLIX vs. GSRAX — Risk / Return Rank
GSLIX
GSRAX
GSLIX vs. GSRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Value Fund (GSLIX) and Goldman Sachs Rising Dividend Growth Fund (GSRAX). 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.
| GSLIX | GSRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.44 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.75 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.40 | +0.36 |
Martin ratioReturn relative to average drawdown | 3.58 | 1.84 | +1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSLIX | GSRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.44 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.56 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.58 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.46 | -0.05 |
Correlation
The correlation between GSLIX and GSRAX is 0.91, 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
GSLIX vs. GSRAX - Dividend Comparison
GSLIX's dividend yield for the trailing twelve months is around 14.63%, more than GSRAX's 12.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSLIX Goldman Sachs Large Cap Value Fund | 14.63% | 14.48% | 23.46% | 6.25% | 9.37% | 12.38% | 3.54% | 5.82% | 13.23% | 16.85% | 2.08% | 10.60% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | 12.83% | 12.17% | 25.88% | 9.60% | 14.01% | 11.55% | 4.39% | 11.85% | 97.89% | 21.56% | 3.16% | 0.92% |
Drawdowns
GSLIX vs. GSRAX - Drawdown Comparison
The maximum GSLIX drawdown since its inception was -53.28%, which is greater than GSRAX's maximum drawdown of -44.40%. Use the drawdown chart below to compare losses from any high point for GSLIX and GSRAX.
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Drawdown Indicators
| GSLIX | GSRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.28% | -44.40% | -8.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.84% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -25.43% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -36.93% | -38.97% | +2.04% |
Current DrawdownCurrent decline from peak | -7.18% | -9.35% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -6.10% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.87% | -0.34% |
Volatility
GSLIX vs. GSRAX - Volatility Comparison
Goldman Sachs Large Cap Value Fund (GSLIX) has a higher volatility of 4.53% compared to Goldman Sachs Rising Dividend Growth Fund (GSRAX) at 3.97%. This indicates that GSLIX's price experiences larger fluctuations and is considered to be riskier than GSRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSLIX | GSRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 3.97% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.78% | 8.75% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 17.30% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.60% | 20.22% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.01% | 19.85% | -0.84% |