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GSMIX vs. GSSRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSMIX vs. GSSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Dynamic Municipal Income Fund (GSMIX) and Goldman Sachs Short Duration Bond Fund (GSSRX). The values are adjusted to include any dividend payments, if applicable.

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GSMIX vs. GSSRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSMIX
Goldman Sachs Dynamic Municipal Income Fund
-0.49%4.12%3.03%6.41%-9.77%2.80%3.57%7.49%2.83%5.55%
GSSRX
Goldman Sachs Short Duration Bond Fund
-0.81%6.57%4.53%5.28%-6.06%-0.86%5.85%6.79%-0.02%1.61%

Returns By Period

In the year-to-date period, GSMIX achieves a -0.49% return, which is significantly higher than GSSRX's -0.81% return. Both investments have delivered pretty close results over the past 10 years, with GSMIX having a 2.42% annualized return and GSSRX not far behind at 2.34%.


GSMIX

1D
0.07%
1M
-2.39%
YTD
-0.49%
6M
0.78%
1Y
3.18%
3Y*
3.53%
5Y*
0.95%
10Y*
2.42%

GSSRX

1D
0.10%
1M
-1.42%
YTD
-0.81%
6M
0.67%
1Y
3.89%
3Y*
4.51%
5Y*
1.88%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSMIX vs. GSSRX - Expense Ratio Comparison

GSMIX has a 0.73% expense ratio, which is higher than GSSRX's 0.48% expense ratio.


Return for Risk

GSMIX vs. GSSRX — Risk / Return Rank

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

GSMIX
GSMIX Risk / Return Rank: 4444
Overall Rank
GSMIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSMIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
GSMIX Omega Ratio Rank: 7070
Omega Ratio Rank
GSMIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GSMIX Martin Ratio Rank: 2929
Martin Ratio Rank

GSSRX
GSSRX Risk / Return Rank: 9393
Overall Rank
GSSRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GSSRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSSRX Omega Ratio Rank: 9393
Omega Ratio Rank
GSSRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GSSRX Martin Ratio Rank: 9393
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.

GSMIX vs. GSSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Municipal Income Fund (GSMIX) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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.


GSMIXGSSRXDifference

Sharpe ratio

Return per unit of total volatility

0.92

2.00

-1.08

Sortino ratio

Return per unit of downside risk

1.26

3.42

-2.17

Omega ratio

Gain probability vs. loss probability

1.26

1.46

-0.20

Calmar ratio

Return relative to maximum drawdown

0.88

2.69

-1.81

Martin ratio

Return relative to average drawdown

3.14

11.87

-8.73

GSMIX vs. GSSRX - Sharpe Ratio Comparison

The current GSMIX Sharpe Ratio is 0.92, which is lower than the GSSRX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of GSMIX and GSSRX, 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


GSMIXGSSRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.00

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.80

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.98

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.94

+0.01

Correlation

The correlation between GSMIX and GSSRX is 0.37, 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

GSMIX vs. GSSRX - Dividend Comparison

GSMIX's dividend yield for the trailing twelve months is around 3.52%, less than GSSRX's 3.95% yield.


TTM20252024202320222021202020192018201720162015
GSMIX
Goldman Sachs Dynamic Municipal Income Fund
3.52%4.32%3.31%2.82%1.86%1.92%2.11%2.57%2.79%2.99%3.35%3.43%
GSSRX
Goldman Sachs Short Duration Bond Fund
3.95%4.18%3.58%2.36%1.59%1.40%2.20%2.87%2.56%2.21%2.04%2.15%

Drawdowns

GSMIX vs. GSSRX - Drawdown Comparison

The maximum GSMIX drawdown since its inception was -15.43%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GSMIX and GSSRX.


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Drawdown Indicators


GSMIXGSSRXDifference

Max Drawdown

Largest peak-to-trough decline

-15.43%

-9.03%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-1.62%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.33%

-8.88%

-5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-14.33%

-9.03%

-5.30%

Current Drawdown

Current decline from peak

-2.39%

-1.42%

-0.97%

Average Drawdown

Average peak-to-trough decline

-2.41%

-1.27%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.37%

+0.88%

Volatility

GSMIX vs. GSSRX - Volatility Comparison

Goldman Sachs Dynamic Municipal Income Fund (GSMIX) and Goldman Sachs Short Duration Bond Fund (GSSRX) have volatilities of 0.88% and 0.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSMIXGSSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.84%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

1.49%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

2.15%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

2.38%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

2.39%

+1.51%