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GSPKX vs. GSGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSPKX vs. GSGIX - 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 Goldman Sachs Global Core Fixed Income Fund (GSGIX). The values are adjusted to include any dividend payments, if applicable.

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GSPKX vs. GSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GSGIX
Goldman Sachs Global Core Fixed Income Fund
-1.27%5.09%0.86%7.66%-12.98%-2.59%8.90%10.17%-0.12%2.43%

Returns By Period

In the year-to-date period, GSPKX achieves a -3.30% return, which is significantly lower than GSGIX's -1.27% return. Over the past 10 years, GSPKX has outperformed GSGIX with an annualized return of 11.73%, while GSGIX has yielded a comparatively lower 1.66% 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%

GSGIX

1D
0.36%
1M
-2.84%
YTD
-1.27%
6M
-0.19%
1Y
2.58%
3Y*
2.91%
5Y*
-0.20%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSPKX vs. GSGIX - Expense Ratio Comparison

GSPKX has a 0.71% expense ratio, which is lower than GSGIX's 0.91% expense ratio.


Return for Risk

GSPKX vs. GSGIX — Risk / Return Rank

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

GSPKX
GSPKX Risk / Return Rank: 4444
Overall Rank
GSPKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GSPKX Sortino Ratio Rank: 4242
Sortino Ratio Rank
GSPKX Omega Ratio Rank: 5151
Omega Ratio Rank
GSPKX Calmar Ratio Rank: 3636
Calmar Ratio Rank
GSPKX Martin Ratio Rank: 5353
Martin Ratio Rank

GSGIX
GSGIX Risk / Return Rank: 3838
Overall Rank
GSGIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GSGIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
GSGIX Omega Ratio Rank: 3030
Omega Ratio Rank
GSGIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GSGIX Martin Ratio Rank: 3939
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. GSGIX - 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 Goldman Sachs Global Core Fixed Income Fund (GSGIX). 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.


GSPKXGSGIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.89

-0.03

Sortino ratio

Return per unit of downside risk

1.35

1.24

+0.12

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.06

1.04

+0.02

Martin ratio

Return relative to average drawdown

5.50

4.14

+1.36

GSPKX vs. GSGIX - Sharpe Ratio Comparison

The current GSPKX Sharpe Ratio is 0.87, which is comparable to the GSGIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of GSPKX and GSGIX, 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


GSPKXGSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.89

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

-0.04

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.41

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.16

-0.66

Correlation

The correlation between GSPKX and GSGIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GSPKX vs. GSGIX - Dividend Comparison

GSPKX's dividend yield for the trailing twelve months is around 6.83%, more than GSGIX's 2.75% yield.


TTM20252024202320222021202020192018201720162015
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%
GSGIX
Goldman Sachs Global Core Fixed Income Fund
2.75%3.01%2.64%2.12%1.60%1.32%5.04%4.13%1.28%1.74%1.40%5.97%

Drawdowns

GSPKX vs. GSGIX - Drawdown Comparison

The maximum GSPKX drawdown since its inception was -51.90%, which is greater than GSGIX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for GSPKX and GSGIX.


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Drawdown Indicators


GSPKXGSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-19.90%

-32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-3.18%

-8.86%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-17.27%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-19.90%

-12.80%

Current Drawdown

Current decline from peak

-5.18%

-6.52%

+1.34%

Average Drawdown

Average peak-to-trough decline

-6.04%

-2.69%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.80%

+1.51%

Volatility

GSPKX vs. GSGIX - Volatility Comparison

Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) has a higher volatility of 5.06% compared to Goldman Sachs Global Core Fixed Income Fund (GSGIX) at 1.45%. This indicates that GSPKX's price experiences larger fluctuations and is considered to be riskier than GSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSPKXGSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

1.45%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

2.20%

+5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

3.33%

+13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

4.61%

+11.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

4.09%

+12.81%