GSPKX vs. GSIKX
GSPKX (Goldman Sachs U.S. Equity Dividend and Premium Fund) and GSIKX (Goldman Sachs International Equity Income Fund) are both mutual funds - GSPKX is a Large Cap Blend Equities fund managed by Goldman Sachs, while GSIKX is a Foreign Large Cap Equities fund managed by Goldman Sachs. Over the past 10 years, GSPKX returned 13.06%/yr vs 10.91%/yr for GSIKX. A 0.75 correlation means they provide meaningful diversification when combined. GSPKX charges 0.71%/yr vs 0.85%/yr for GSIKX.
Performance
GSPKX vs. GSIKX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GSPKX having a 10.45% return and GSIKX slightly higher at 10.69%. Over the past 10 years, GSPKX has outperformed GSIKX with an annualized return of 13.06%, while GSIKX has yielded a comparatively lower 10.91% annualized return.
GSPKX
- 1D
- 0.10%
- 1M
- 4.77%
- YTD
- 10.45%
- 6M
- 10.93%
- 1Y
- 24.89%
- 3Y*
- 20.93%
- 5Y*
- 13.20%
- 10Y*
- 13.06%
GSIKX
- 1D
- 0.40%
- 1M
- 4.08%
- YTD
- 10.69%
- 6M
- 14.60%
- 1Y
- 26.94%
- 3Y*
- 20.08%
- 5Y*
- 12.26%
- 10Y*
- 10.91%
GSPKX vs. GSIKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 10.45% | 13.60% | 29.55% | 21.39% | -15.20% | 22.79% | 14.15% | 25.11% | -6.29% | 15.32% |
GSIKX Goldman Sachs International Equity Income Fund | 10.69% | 34.30% | 8.81% | 17.60% | -7.93% | 13.66% | 2.59% | 26.92% | -12.12% | 26.53% |
Correlation
The correlation between GSPKX and GSIKX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008 | 0.75 |
The correlation between GSPKX and GSIKX shifts across timeframes, from 0.62 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSPKX vs. GSIKX — Risk / Return Rank
GSPKX
GSIKX
GSPKX vs. GSIKX - 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 International Equity Income Fund (GSIKX). 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 | GSIKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.35 | +0.92 |
| Martin ratioReturn relative to average drawdown | 16.67 | 8.46 | +8.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSPKX | GSIKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 1.85 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.84 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.68 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.28 | +0.26 |
Drawdowns
GSPKX vs. GSIKX - Drawdown Comparison
The maximum GSPKX drawdown since its inception was -51.90%, smaller than the maximum GSIKX drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for GSPKX and GSIKX.
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Drawdown Indicators
| GSPKX | GSIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.90% | -56.58% | +4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | -11.28% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.51% | -12.11% | -8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.34% | -25.90% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -32.70% | -34.47% | +1.77% |
Current DrawdownCurrent decline from peak | 0.00% | -1.37% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -11.82% | +5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 3.12% | -1.59% |
Volatility
GSPKX vs. GSIKX - Volatility Comparison
The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) is 1.99%, while Goldman Sachs International Equity Income Fund (GSIKX) has a volatility of 4.79%. This indicates that GSPKX experiences smaller price fluctuations and is considered to be less risky than GSIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSPKX | GSIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 4.79% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 11.71% | -3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.82% | 14.32% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 14.66% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.12% | +0.78% |
GSPKX vs. GSIKX - Expense Ratio Comparison
GSPKX has a 0.71% expense ratio, which is lower than GSIKX's 0.85% expense ratio.
Dividends
GSPKX vs. GSIKX - Dividend Comparison
GSPKX's dividend yield for the trailing twelve months is around 5.98%, more than GSIKX's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIKX Goldman Sachs International Equity Income Fund | 3.55% | 3.93% | 3.23% | 2.78% | 0.64% | 2.90% | 1.96% | 2.85% | 14.89% | 1.73% | 2.35% | 1.14% |
GSPKX Goldman Sachs U.S. Equity Dividend and Premium Fund | 5.98% | 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
GSPKX and GSIKX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIKX has higher volatility (4.79%) compared to GSPKX (1.99%). In terms of maximum drawdown, GSPKX dropped -51.90% vs GSIKX's -56.58%.
GSPKX currently has the higher Sharpe Ratio (2.61 vs 1.85), 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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