GSPKX vs. MRGAX

In the year-to-date period, GSPKX achieves a 0.09% return, which is significantly lower than MRGAX's 0.51% return. Over the past 10 years, GSPKX has underperformed MRGAX with an annualized return of 10.38%, while MRGAX has yielded a comparatively higher 11.93% annualized return.

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GSPKX has a 0.71% expense ratio, which is lower than MRGAX's 0.93% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) and MFS Core Equity Fund (MRGAX). 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.

The current GSPKX Sharpe Ratio is 0.72, which is comparable to the MRGAX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of GSPKX and MRGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSPKX's dividend yield for the trailing twelve months is around 7.05%, less than MRGAX's 8.17% yield.

The maximum GSPKX drawdown since its inception was -52.25%, roughly equal to the maximum MRGAX drawdown of -53.66%. Use the drawdown chart below to compare losses from any high point for GSPKX and MRGAX.

The current volatility for Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) is 4.34%, while MFS Core Equity Fund (MRGAX) has a volatility of 4.84%. This indicates that GSPKX experiences smaller price fluctuations and is considered to be less risky than MRGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.