GSRAX vs. DIVB
GSRAX (Goldman Sachs Rising Dividend Growth Fund) and DIVB (iShares Core Dividend ETF) are both funds - GSRAX is a Large Cap Blend Equities fund managed by Goldman Sachs, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. Over the past 5 years, GSRAX returned 12.87%/yr vs 12.32%/yr for DIVB. Their correlation of 0.89 suggests significant overlap in exposure. GSRAX charges 1.03%/yr vs 0.05%/yr for DIVB.
Performance
GSRAX vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, GSRAX achieves a 11.61% return, which is significantly lower than DIVB's 15.96% return.
GSRAX
- 1D
- 0.86%
- 1M
- 2.43%
- YTD
- 11.61%
- 6M
- 10.74%
- 1Y
- 19.04%
- 3Y*
- 18.05%
- 5Y*
- 12.87%
- 10Y*
- 12.78%
DIVB
- 1D
- 0.07%
- 1M
- 0.62%
- YTD
- 15.96%
- 6M
- 15.17%
- 1Y
- 27.44%
- 3Y*
- 21.34%
- 5Y*
- 12.32%
- 10Y*
- —
GSRAX vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSRAX Goldman Sachs Rising Dividend Growth Fund | 11.61% | 6.66% | 26.07% | 17.49% | -7.78% | 31.47% | 8.75% | 25.63% | -6.65% | 4.53% |
DIVB iShares Core Dividend ETF | 15.96% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 10.78% | 32.72% | -8.16% | 5.95% |
Correlation
The correlation between GSRAX and DIVB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.89 |
The correlation between GSRAX and DIVB has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
GSRAX vs. DIVB — Risk / Return Rank
GSRAX
DIVB
GSRAX vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Rising Dividend Growth Fund (GSRAX) and iShares Core Dividend ETF (DIVB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSRAX | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 4.04 | -1.43 |
| Martin ratioReturn relative to average drawdown | 9.79 | 13.51 | -3.73 |
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Drawdowns
GSRAX vs. DIVB - Drawdown Comparison
The maximum GSRAX drawdown since its inception was -44.40%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for GSRAX and DIVB.
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Drawdown Indicators
| GSRAX | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.40% | -36.93% | -7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -6.82% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -25.43% | -15.45% | -9.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -21.08% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.97% | — | — |
Current DrawdownCurrent decline from peak | -1.09% | -2.10% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -4.97% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.04% | -0.10% |
Volatility
GSRAX vs. DIVB - Volatility Comparison
The current volatility for Goldman Sachs Rising Dividend Growth Fund (GSRAX) is 4.24%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that GSRAX experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSRAX | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.61% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.81% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 11.69% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 15.26% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 18.36% | +1.53% |
GSRAX vs. DIVB - Expense Ratio Comparison
GSRAX has a 1.03% expense ratio, which is higher than DIVB's 0.05% expense ratio.
Dividends
GSRAX vs. DIVB - Dividend Comparison
GSRAX's dividend yield for the trailing twelve months is around 11.34%, more than DIVB's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 2.29% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% | 0.00% | 0.00% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | 11.34% | 12.17% | 25.88% | 9.60% | 14.01% | 11.55% | 4.39% | 11.85% | 97.89% | 21.56% | 3.16% | 0.92% |
Frequently Asked Questions
GSRAX and DIVB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (4.61%) compared to GSRAX (4.24%). In terms of maximum drawdown, GSRAX dropped -44.40% vs DIVB's -36.93%.
DIVB currently has the higher Sharpe Ratio (2.36 vs 1.62), 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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