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GSRAX vs. GSPKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSRAX vs. GSPKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Rising Dividend Growth Fund (GSRAX) and Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX). The values are adjusted to include any dividend payments, if applicable.

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GSRAX vs. GSPKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSRAX
Goldman Sachs Rising Dividend Growth Fund
-1.37%6.66%26.07%17.49%-7.78%31.47%8.75%25.63%-6.65%17.59%
GSPKX
Goldman Sachs U.S. Equity Dividend and Premium Fund
-6.00%13.60%29.55%21.39%-15.20%22.79%14.15%25.11%-6.29%15.32%

Returns By Period

In the year-to-date period, GSRAX achieves a -1.37% return, which is significantly higher than GSPKX's -6.00% return. Both investments have delivered pretty close results over the past 10 years, with GSRAX having a 11.53% annualized return and GSPKX not far behind at 11.41%.


GSRAX

1D
-0.43%
1M
-7.23%
YTD
-1.37%
6M
-1.84%
1Y
6.92%
3Y*
14.48%
5Y*
11.29%
10Y*
11.53%

GSPKX

1D
-0.35%
1M
-6.83%
YTD
-6.00%
6M
-3.01%
1Y
11.30%
3Y*
16.25%
5Y*
10.51%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSRAX vs. GSPKX - Expense Ratio Comparison

GSRAX has a 1.03% expense ratio, which is higher than GSPKX's 0.71% expense ratio.


Return for Risk

GSRAX vs. GSPKX — Risk / Return Rank

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

GSRAX
GSRAX Risk / Return Rank: 1717
Overall Rank
GSRAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GSRAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
GSRAX Omega Ratio Rank: 1818
Omega Ratio Rank
GSRAX Calmar Ratio Rank: 1515
Calmar Ratio Rank
GSRAX Martin Ratio Rank: 1818
Martin Ratio Rank

GSPKX
GSPKX Risk / Return Rank: 3434
Overall Rank
GSPKX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GSPKX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GSPKX Omega Ratio Rank: 4343
Omega Ratio Rank
GSPKX Calmar Ratio Rank: 2525
Calmar Ratio Rank
GSPKX Martin Ratio Rank: 3636
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.

GSRAX vs. GSPKX - Risk-Adjusted Trends Comparison

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


GSRAXGSPKXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.72

-0.28

Sortino ratio

Return per unit of downside risk

0.75

1.15

-0.40

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.40

0.73

-0.33

Martin ratio

Return relative to average drawdown

1.84

3.78

-1.94

GSRAX vs. GSPKX - Sharpe Ratio Comparison

The current GSRAX Sharpe Ratio is 0.44, which is lower than the GSPKX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GSRAX and GSPKX, 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


GSRAXGSPKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.72

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.66

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.68

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.50

-0.04

Correlation

The correlation between GSRAX and GSPKX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSRAX vs. GSPKX - Dividend Comparison

GSRAX's dividend yield for the trailing twelve months is around 12.83%, more than GSPKX's 7.03% yield.


TTM20252024202320222021202020192018201720162015
GSRAX
Goldman Sachs Rising Dividend Growth Fund
12.83%12.17%25.88%9.60%14.01%11.55%4.39%11.85%97.89%21.56%3.16%0.92%
GSPKX
Goldman Sachs U.S. Equity Dividend and Premium Fund
7.03%6.32%12.77%6.48%6.33%6.01%7.19%6.86%7.95%6.13%5.63%6.29%

Drawdowns

GSRAX vs. GSPKX - Drawdown Comparison

The maximum GSRAX drawdown since its inception was -44.40%, smaller than the maximum GSPKX drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for GSRAX and GSPKX.


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Drawdown Indicators


GSRAXGSPKXDifference

Max Drawdown

Largest peak-to-trough decline

-44.40%

-51.90%

+7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-12.04%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-22.34%

-3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.97%

-32.70%

-6.27%

Current Drawdown

Current decline from peak

-9.35%

-7.83%

-1.52%

Average Drawdown

Average peak-to-trough decline

-6.10%

-6.04%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.44%

+0.43%

Volatility

GSRAX vs. GSPKX - Volatility Comparison

Goldman Sachs Rising Dividend Growth Fund (GSRAX) and Goldman Sachs U.S. Equity Dividend and Premium Fund (GSPKX) have volatilities of 3.97% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSRAXGSPKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.95%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

7.66%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

16.71%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

15.95%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

16.88%

+2.97%