GSSQX vs. SVPFX
GSSQX (Goldman Sachs U.S. Equity Insights Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both Large Cap Blend Equities funds from Goldman Sachs. Over the past 5 years, GSSQX returned 14.83%/yr vs 2.15%/yr for SVPFX. Their 0.13 correlation means their historical movements had little consistent relationship. GSSQX charges 0.92%/yr vs 0.38%/yr for SVPFX.
Performance
GSSQX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GSSQX achieves a 7.32% return, which is significantly higher than SVPFX's 2.21% return.
GSSQX
- 1D
- 1.56%
- 1M
- 0.58%
- 6M
- 6.49%
- YTD
- 7.32%
- 1Y
- 20.08%
- 3Y*
- 24.94%
- 5Y*
- 14.83%
- 10Y*
- 15.52%
- ALL TIME*
- 10.39%
SVPFX
- 1D
- 0.10%
- 1M
- 0.20%
- 6M
- 2.00%
- YTD
- 2.21%
- 1Y
- 5.61%
- 3Y*
- 4.72%
- 5Y*
- 2.15%
- 10Y*
- —
- ALL TIME*
- 2.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSSQX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GSSQX Goldman Sachs U.S. Equity Insights Fund | 7.32% | 15.15% | 51.06% | 23.14% | -19.63% | 17.30% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.21% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GSSQX and SVPFX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.13 |
Over the past year, GSSQX and SVPFX have become more correlated (0.34) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
GSSQX vs. SVPFX — Risk / Return Rank
GSSQX
SVPFX
GSSQX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Equity Insights Fund (GSSQX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| GSSQX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.60 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 6.52 | -4.86 |
| Martin ratioReturn relative to average drawdown | 6.89 | 23.79 | -16.90 |
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Drawdowns
GSSQX vs. SVPFX - Drawdown Comparison
The maximum GSSQX drawdown since its inception was -55.61%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GSSQX and SVPFX.
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Drawdown Indicators
| GSSQX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -6.37% | -49.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -0.91% | -9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -30.23% | -5.32% | -24.91% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -6.37% | -23.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | 0.00% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -1.88% | -7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 0.25% | +2.29% |
Volatility
GSSQX vs. SVPFX - Volatility Comparison
Goldman Sachs U.S. Equity Insights Fund (GSSQX) has a higher volatility of 3.52% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.60%. This indicates that GSSQX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSSQX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 0.60% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 1.79% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 2.22% | +10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.07% | 5.62% | +18.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.86% | 5.45% | +16.41% |
GSSQX vs. SVPFX - Expense Ratio Comparison
GSSQX has a 0.92% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Dividends
GSSQX vs. SVPFX - Dividend Comparison
GSSQX's dividend yield for the trailing twelve months is around 11.70%, more than SVPFX's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSQX Goldman Sachs U.S. Equity Insights Fund | 11.70% | 12.56% | 31.49% | 2.52% | 0.73% | 26.89% | 4.31% | 1.37% | 4.35% | 10.37% | 4.05% | 4.01% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.18% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GSSQX and SVPFX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSSQX has higher volatility (3.52%) compared to SVPFX (0.60%). In terms of maximum drawdown, GSSQX dropped -55.61% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.68 vs 1.36), 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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