PortfoliosLab logoPortfoliosLab logo
GSPAX vs. GCGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSPAX vs. GCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSPAX vs. GCGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSPAX
Goldman Sachs U.S. Equity Dividend and Premium Fund Class A
-6.05%13.27%29.10%21.09%-15.36%22.39%13.66%24.67%-6.63%14.84%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
-14.32%15.51%53.44%37.56%-29.62%29.10%32.21%29.70%-4.58%29.75%

Returns By Period

In the year-to-date period, GSPAX achieves a -6.05% return, which is significantly higher than GCGIX's -14.32% return. Over the past 10 years, GSPAX has underperformed GCGIX with an annualized return of 11.04%, while GCGIX has yielded a comparatively higher 15.72% annualized return.


GSPAX

1D
-0.37%
1M
-6.87%
YTD
-6.05%
6M
-3.16%
1Y
10.90%
3Y*
15.89%
5Y*
10.21%
10Y*
11.04%

GCGIX

1D
-0.41%
1M
-8.68%
YTD
-14.32%
6M
-13.58%
1Y
12.16%
3Y*
22.25%
5Y*
13.07%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSPAX vs. GCGIX - Expense Ratio Comparison

GSPAX has a 1.01% expense ratio, which is higher than GCGIX's 0.54% expense ratio.


Return for Risk

GSPAX vs. GCGIX — Risk / Return Rank

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

GSPAX
GSPAX Risk / Return Rank: 3131
Overall Rank
GSPAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GSPAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
GSPAX Omega Ratio Rank: 3838
Omega Ratio Rank
GSPAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
GSPAX Martin Ratio Rank: 3434
Martin Ratio Rank

GCGIX
GCGIX Risk / Return Rank: 2121
Overall Rank
GCGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GCGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GCGIX Omega Ratio Rank: 2424
Omega Ratio Rank
GCGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCGIX Martin Ratio Rank: 1717
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.

GSPAX vs. GCGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). 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.


GSPAXGCGIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.54

+0.17

Sortino ratio

Return per unit of downside risk

1.12

0.94

+0.18

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

0.71

0.49

+0.23

Martin ratio

Return relative to average drawdown

3.68

1.66

+2.02

GSPAX vs. GCGIX - Sharpe Ratio Comparison

The current GSPAX Sharpe Ratio is 0.70, which is higher than the GCGIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GSPAX and GCGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSPAXGCGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.54

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.59

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.73

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.43

+0.05

Correlation

The correlation between GSPAX and GCGIX is 0.92, 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

GSPAX vs. GCGIX - Dividend Comparison

GSPAX's dividend yield for the trailing twelve months is around 6.67%, less than GCGIX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
GSPAX
Goldman Sachs U.S. Equity Dividend and Premium Fund Class A
6.67%6.05%12.41%6.14%6.12%5.67%6.81%6.47%7.50%5.73%5.25%5.86%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
8.75%7.50%23.16%7.08%19.27%42.43%9.71%4.02%10.10%4.76%0.76%0.87%

Drawdowns

GSPAX vs. GCGIX - Drawdown Comparison

The maximum GSPAX drawdown since its inception was -52.07%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for GSPAX and GCGIX.


Loading graphics...

Drawdown Indicators


GSPAXGCGIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-65.78%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-17.25%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.39%

-32.57%

+10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

-32.94%

+0.23%

Current Drawdown

Current decline from peak

-7.92%

-17.25%

+9.33%

Average Drawdown

Average peak-to-trough decline

-6.22%

-20.92%

+14.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

5.06%

-2.62%

Volatility

GSPAX vs. GCGIX - Volatility Comparison

The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX) is 3.95%, while Goldman Sachs Large Cap Growth Insights Fund (GCGIX) has a volatility of 5.46%. This indicates that GSPAX experiences smaller price fluctuations and is considered to be less risky than GCGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSPAXGCGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

5.46%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

11.96%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

22.89%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

22.19%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

21.48%

-4.62%