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GSPKX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSPKX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

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GSPKX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSPKX
Goldman Sachs U.S. Equity Dividend and Premium Fund
-6.00%13.60%29.55%21.39%-15.20%22.79%14.15%25.11%-6.29%15.32%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-5.27%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

In the year-to-date period, GSPKX achieves a -6.00% return, which is significantly lower than AWSHX's -5.27% return. Both investments have delivered pretty close results over the past 10 years, with GSPKX having a 11.41% annualized return and AWSHX not far ahead at 11.82%.


GSPKX

1D
-0.35%
1M
-6.83%
YTD
-6.00%
6M
-3.01%
1Y
11.30%
3Y*
16.25%
5Y*
10.51%
10Y*
11.41%

AWSHX

1D
-0.03%
1M
-7.89%
YTD
-5.27%
6M
-3.14%
1Y
10.70%
3Y*
15.28%
5Y*
10.91%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSPKX vs. AWSHX - Expense Ratio Comparison

GSPKX has a 0.71% expense ratio, which is higher than AWSHX's 0.58% expense ratio.


Return for Risk

GSPKX vs. AWSHX — Risk / Return Rank

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

GSPKX
GSPKX Risk / Return Rank: 3434
Overall Rank
GSPKX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GSPKX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GSPKX Omega Ratio Rank: 4343
Omega Ratio Rank
GSPKX Calmar Ratio Rank: 2525
Calmar Ratio Rank
GSPKX Martin Ratio Rank: 3636
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 3838
Overall Rank
AWSHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 3939
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 4343
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.

GSPKX vs. AWSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


GSPKXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.76

-0.04

Sortino ratio

Return per unit of downside risk

1.15

1.19

-0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

0.73

0.96

-0.24

Martin ratio

Return relative to average drawdown

3.78

4.37

-0.59

GSPKX vs. AWSHX - Sharpe Ratio Comparison

The current GSPKX Sharpe Ratio is 0.72, which is comparable to the AWSHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of GSPKX and AWSHX, 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


GSPKXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.76

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.78

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.73

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.62

-0.12

Correlation

The correlation between GSPKX and AWSHX is 0.95, 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

GSPKX vs. AWSHX - Dividend Comparison

GSPKX's dividend yield for the trailing twelve months is around 7.03%, less than AWSHX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
GSPKX
Goldman Sachs U.S. Equity Dividend and Premium Fund
7.03%6.32%12.77%6.48%6.33%6.01%7.19%6.86%7.95%6.13%5.63%6.29%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.67%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

GSPKX vs. AWSHX - Drawdown Comparison

The maximum GSPKX drawdown since its inception was -51.90%, roughly equal to the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for GSPKX and AWSHX.


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Drawdown Indicators


GSPKXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-53.95%

+2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-10.37%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-18.64%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-34.65%

+1.95%

Current Drawdown

Current decline from peak

-7.83%

-8.37%

+0.54%

Average Drawdown

Average peak-to-trough decline

-6.04%

-6.43%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.29%

+0.15%

Volatility

GSPKX vs. AWSHX - Volatility Comparison

Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) has a higher volatility of 3.95% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.58%. This indicates that GSPKX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSPKXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.58%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

7.98%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

15.18%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

14.09%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

16.31%

+0.57%