GSPKX vs. DFIEX
Compare and contrast key facts about Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and DFA International Core Equity Portfolio I (DFIEX).
GSPKX is managed by Goldman Sachs. It was launched on Aug 31, 2005. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GSPKX vs. DFIEX - Performance Comparison
Loading graphics...
GSPKX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | -3.30% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -6.29% | 15.32% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GSPKX achieves a -3.30% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, GSPKX has outperformed DFIEX with an annualized return of 11.73%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
GSPKX
- 1D
- 2.88%
- 1M
- -4.25%
- YTD
- -3.30%
- 6M
- -0.44%
- 1Y
- 14.22%
- 3Y*
- 17.35%
- 5Y*
- 10.95%
- 10Y*
- 11.73%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSPKX vs. DFIEX - Expense Ratio Comparison
GSPKX has a 0.71% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GSPKX vs. DFIEX — Risk / Return Rank
GSPKX
DFIEX
GSPKX vs. DFIEX - 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 DFA International Core Equity Portfolio I (DFIEX). 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.
| GSPKX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.95 | -1.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.55 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.57 | -1.52 |
Martin ratioReturn relative to average drawdown | 5.50 | 10.07 | -4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSPKX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.95 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.60 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.35 | +0.16 |
Correlation
The correlation between GSPKX and DFIEX is 0.78, 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. DFIEX - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 6.83%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 6.83% | 6.32% | 12.77% | 6.48% | 6.33% | 6.01% | 7.19% | 6.86% | 7.95% | 6.13% | 5.63% | 6.29% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GSPKX vs. DFIEX - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -51.90%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GSPKX and DFIEX.
Loading graphics...
Drawdown Indicators
| GSPKX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -62.22% | +10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -11.01% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -28.66% | +6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -32.70% | -41.04% | +8.34% |
Current DrawdownCurrent decline from peak | -5.18% | -7.75% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -12.26% | +6.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.81% | -0.50% |
Volatility
GSPKX vs. DFIEX - Volatility Comparison
The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) is 5.06%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that GSPKX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSPKX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 7.09% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 10.45% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 15.90% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 15.65% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.35% | +0.55% |