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GSPKX vs. GUIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSPKX vs. GUIRX - 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 Dynamic Municipal Income Fund Investor Class (GUIRX). The values are adjusted to include any dividend payments, if applicable.

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GSPKX vs. GUIRX - 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%
GUIRX
Goldman Sachs Dynamic Municipal Income Fund Investor Class
-0.45%4.73%3.66%6.37%-9.66%3.11%3.86%7.80%3.09%5.81%

Returns By Period

In the year-to-date period, GSPKX achieves a -3.30% return, which is significantly lower than GUIRX's -0.45% return. Over the past 10 years, GSPKX has outperformed GUIRX with an annualized return of 11.73%, while GUIRX has yielded a comparatively lower 2.72% 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%

GUIRX

1D
0.13%
1M
-2.33%
YTD
-0.45%
6M
0.89%
1Y
3.50%
3Y*
3.92%
5Y*
1.26%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSPKX vs. GUIRX - Expense Ratio Comparison

GSPKX has a 0.71% expense ratio, which is higher than GUIRX's 0.47% expense ratio.


Return for Risk

GSPKX vs. GUIRX — 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

GUIRX
GUIRX Risk / Return Rank: 4545
Overall Rank
GUIRX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GUIRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
GUIRX Omega Ratio Rank: 7272
Omega Ratio Rank
GUIRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GUIRX Martin Ratio Rank: 3131
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. GUIRX - 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 Dynamic Municipal Income Fund Investor Class (GUIRX). 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.


GSPKXGUIRXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.97

-0.10

Sortino ratio

Return per unit of downside risk

1.35

1.33

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

1.06

0.95

+0.10

Martin ratio

Return relative to average drawdown

5.50

3.46

+2.05

GSPKX vs. GUIRX - Sharpe Ratio Comparison

The current GSPKX Sharpe Ratio is 0.87, which is comparable to the GUIRX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GSPKX and GUIRX, 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


GSPKXGUIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.97

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.35

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.69

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.07

-0.56

Correlation

The correlation between GSPKX and GUIRX is -0.02. 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. GUIRX - Dividend Comparison

GSPKX's dividend yield for the trailing twelve months is around 6.83%, more than GUIRX's 3.77% 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%
GUIRX
Goldman Sachs Dynamic Municipal Income Fund Investor Class
3.77%4.90%3.86%2.78%2.06%2.16%2.38%2.84%3.04%3.23%3.60%3.68%

Drawdowns

GSPKX vs. GUIRX - Drawdown Comparison

The maximum GSPKX drawdown since its inception was -51.90%, which is greater than GUIRX's maximum drawdown of -14.21%. Use the drawdown chart below to compare losses from any high point for GSPKX and GUIRX.


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Drawdown Indicators


GSPKXGUIRXDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-14.21%

-37.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-4.51%

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.34%

-14.16%

-8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.70%

-14.21%

-18.49%

Current Drawdown

Current decline from peak

-5.18%

-2.33%

-2.85%

Average Drawdown

Average peak-to-trough decline

-6.04%

-2.13%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

1.24%

+1.07%

Volatility

GSPKX vs. GUIRX - Volatility Comparison

Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) has a higher volatility of 5.06% compared to Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX) at 0.89%. This indicates that GSPKX's price experiences larger fluctuations and is considered to be riskier than GUIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSPKXGUIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

0.89%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

1.52%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

4.56%

+12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

3.67%

+12.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

3.93%

+12.97%