GSPKX vs. DGRO
Compare and contrast key facts about Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and iShares Core Dividend Growth ETF (DGRO).
GSPKX is managed by Goldman Sachs. It was launched on Aug 31, 2005. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSPKX or DGRO.
Key characteristics
| GSPKX | DGRO | |
|---|---|---|
| YTD Return | 22.65% | 20.51% |
| 1Y Return | 24.98% | 31.64% |
| 3Y Return (Ann) | 3.67% | 8.32% |
| 5Y Return (Ann) | 7.42% | 12.10% |
| 10Y Return (Ann) | 5.93% | 12.01% |
| Sharpe Ratio | 2.40 | 3.23 |
| Sortino Ratio | 3.06 | 4.58 |
| Omega Ratio | 1.49 | 1.60 |
| Calmar Ratio | 2.14 | 3.68 |
| Martin Ratio | 15.36 | 21.86 |
| Ulcer Index | 1.63% | 1.44% |
| Daily Std Dev | 10.43% | 9.75% |
| Max Drawdown | -55.29% | -35.10% |
| Current Drawdown | 0.00% | -0.19% |
Correlation
The correlation between GSPKX and DGRO is 0.91, 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.
Performance
GSPKX vs. DGRO - Performance Comparison
In the year-to-date period, GSPKX achieves a 22.65% return, which is significantly higher than DGRO's 20.51% return. Over the past 10 years, GSPKX has underperformed DGRO with an annualized return of 5.93%, while DGRO has yielded a comparatively higher 12.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSPKX vs. DGRO - Expense Ratio Comparison
GSPKX has a 0.71% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
GSPKX vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
GSPKX vs. DGRO - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 1.24%, less than DGRO's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 1.24% | 1.55% | 1.69% | 1.27% | 1.67% | 1.97% | 2.32% | 1.86% | 1.92% | 2.14% | 1.90% | 2.22% |
DGRO iShares Core Dividend Growth ETF | 2.16% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
GSPKX vs. DGRO - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -55.29%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for GSPKX and DGRO. For additional features, visit the drawdowns tool.
Volatility
GSPKX vs. DGRO - Volatility Comparison
The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) is 2.77%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.35%. This indicates that GSPKX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.