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GSPAX vs. GSBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSPAX vs. GSBFX - 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 Income Builder Fund (GSBFX). The values are adjusted to include any dividend payments, if applicable.

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GSPAX vs. GSBFX - 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%
GSBFX
Goldman Sachs Income Builder Fund
-0.56%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%

Returns By Period

In the year-to-date period, GSPAX achieves a -6.05% return, which is significantly lower than GSBFX's -0.56% return. Over the past 10 years, GSPAX has outperformed GSBFX with an annualized return of 11.04%, while GSBFX has yielded a comparatively lower 6.69% 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%

GSBFX

1D
0.20%
1M
-4.25%
YTD
-0.56%
6M
1.15%
1Y
9.11%
3Y*
8.84%
5Y*
5.15%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSPAX vs. GSBFX - Expense Ratio Comparison

GSPAX has a 1.01% expense ratio, which is higher than GSBFX's 0.79% expense ratio.


Return for Risk

GSPAX vs. GSBFX — 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

GSBFX
GSBFX Risk / Return Rank: 6767
Overall Rank
GSBFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7272
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 6565
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. GSBFX - 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 Income Builder Fund (GSBFX). 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.


GSPAXGSBFXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.28

-0.57

Sortino ratio

Return per unit of downside risk

1.12

1.74

-0.62

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

0.71

1.32

-0.60

Martin ratio

Return relative to average drawdown

3.68

6.14

-2.46

GSPAX vs. GSBFX - Sharpe Ratio Comparison

The current GSPAX Sharpe Ratio is 0.70, which is lower than the GSBFX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GSPAX and GSBFX, 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


GSPAXGSBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.28

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.70

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.84

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.69

-0.21

Correlation

The correlation between GSPAX and GSBFX is 0.89, 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. GSBFX - Dividend Comparison

GSPAX's dividend yield for the trailing twelve months is around 6.67%, more than GSBFX's 5.39% 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%
GSBFX
Goldman Sachs Income Builder Fund
5.39%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%

Drawdowns

GSPAX vs. GSBFX - Drawdown Comparison

The maximum GSPAX drawdown since its inception was -52.07%, which is greater than GSBFX's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GSPAX and GSBFX.


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Drawdown Indicators


GSPAXGSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-37.04%

-15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-6.41%

-5.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.39%

-15.94%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

-23.42%

-9.29%

Current Drawdown

Current decline from peak

-7.92%

-4.25%

-3.67%

Average Drawdown

Average peak-to-trough decline

-6.22%

-4.20%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.37%

+1.07%

Volatility

GSPAX vs. GSBFX - Volatility Comparison

Goldman Sachs U.S. Equity Dividend and Premium Fund Class A (GSPAX) has a higher volatility of 3.95% compared to Goldman Sachs Income Builder Fund (GSBFX) at 2.36%. This indicates that GSPAX's price experiences larger fluctuations and is considered to be riskier than GSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSPAXGSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

2.36%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

4.02%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

7.47%

+9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

7.36%

+8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

7.96%

+8.90%