GSPKX vs. BKTSX
GSPKX (Goldman Sachs U.S. Equity Dividend and Premium Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, GSPKX returned 12.87%/yr vs 14.82%/yr for BKTSX. With a 0.97 correlation, they move nearly in lockstep. GSPKX charges 0.71%/yr vs 0.02%/yr for BKTSX.
Performance
GSPKX vs. BKTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GSPKX having a 11.70% return and BKTSX slightly lower at 11.66%. Over the past 10 years, GSPKX has underperformed BKTSX with an annualized return of 12.87%, while BKTSX has yielded a comparatively higher 14.82% annualized return.
GSPKX
- 1D
- 0.45%
- 1M
- 2.35%
- 6M
- 10.18%
- YTD
- 11.70%
- 1Y
- 21.21%
- 3Y*
- 20.41%
- 5Y*
- 12.70%
- 10Y*
- 12.87%
BKTSX
- 1D
- 0.29%
- 1M
- 2.01%
- 6M
- 9.20%
- YTD
- 11.66%
- 1Y
- 22.48%
- 3Y*
- 20.63%
- 5Y*
- 12.20%
- 10Y*
- 14.82%
GSPKX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 11.70% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -6.29% | 15.32% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.66% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between GSPKX and BKTSX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between GSPKX and BKTSX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
GSPKX vs. BKTSX — Risk / Return Rank
GSPKX
BKTSX
GSPKX vs. BKTSX - 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 iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSPKX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.49 | +0.21 |
| Martin ratioReturn relative to average drawdown | 13.35 | 10.91 | +2.44 |
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Drawdowns
GSPKX vs. BKTSX - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -51.90%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for GSPKX and BKTSX.
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Drawdown Indicators
| GSPKX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -34.97% | -16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | -8.87% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -20.51% | -19.29% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -24.98% | +2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -32.70% | -34.97% | +2.27% |
Current DrawdownCurrent decline from peak | 0.00% | -0.06% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -4.50% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.02% | -0.44% |
Volatility
GSPKX vs. BKTSX - Volatility Comparison
The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) is 3.21%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.21%. This indicates that GSPKX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSPKX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.21% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 10.05% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.26% | 12.76% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 17.46% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 18.38% | -1.52% |
GSPKX vs. BKTSX - Expense Ratio Comparison
GSPKX has a 0.71% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
GSPKX vs. BKTSX - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 5.93%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 5.93% | 6.32% | 12.77% | 6.48% | 6.33% | 6.01% | 7.19% | 6.86% | 7.95% | 6.13% | 5.63% | 6.29% |
Frequently Asked Questions
With a correlation of 0.98, GSPKX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BKTSX has higher volatility (4.21%) compared to GSPKX (3.21%). In terms of maximum drawdown, GSPKX dropped -51.90% vs BKTSX's -34.97%.
GSPKX currently has the higher Sharpe Ratio (2.06 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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