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GSSRX vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSSRX and AGG is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

GSSRX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Short Duration Bond Fund (GSSRX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

20.00%22.00%24.00%26.00%28.00%30.00%32.00%OctoberNovemberDecember2025FebruaryMarch
31.12%
25.28%
GSSRX
AGG

Key characteristics

Sharpe Ratio

GSSRX:

2.93

AGG:

1.12

Sortino Ratio

GSSRX:

5.02

AGG:

1.63

Omega Ratio

GSSRX:

1.71

AGG:

1.20

Calmar Ratio

GSSRX:

5.68

AGG:

0.45

Martin Ratio

GSSRX:

16.18

AGG:

2.77

Ulcer Index

GSSRX:

0.39%

AGG:

2.13%

Daily Std Dev

GSSRX:

2.17%

AGG:

5.27%

Max Drawdown

GSSRX:

-8.54%

AGG:

-18.43%

Current Drawdown

GSSRX:

0.00%

AGG:

-6.50%

Returns By Period

In the year-to-date period, GSSRX achieves a 1.17% return, which is significantly lower than AGG's 2.67% return. Over the past 10 years, GSSRX has outperformed AGG with an annualized return of 2.24%, while AGG has yielded a comparatively lower 1.60% annualized return.


GSSRX

YTD

1.17%

1M

0.41%

6M

2.00%

1Y

5.95%

5Y*

1.73%

10Y*

2.24%

AGG

YTD

2.67%

1M

2.14%

6M

0.81%

1Y

5.23%

5Y*

-0.65%

10Y*

1.60%

*Annualized

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GSSRX vs. AGG - Expense Ratio Comparison

GSSRX has a 0.48% expense ratio, which is higher than AGG's 0.05% expense ratio.


Expense ratio chart for GSSRX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

GSSRX vs. AGG — Risk-Adjusted Performance Rank

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

GSSRX
The Risk-Adjusted Performance Rank of GSSRX is 9494
Overall Rank
The Sharpe Ratio Rank of GSSRX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of GSSRX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GSSRX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GSSRX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of GSSRX is 9393
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 4545
Overall Rank
The Sharpe Ratio Rank of AGG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSSRX vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Short Duration Bond Fund (GSSRX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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 chart of Sharpe ratio for GSSRX, currently valued at 2.93, compared to the broader market-1.000.001.002.003.004.002.931.12
The chart of Sortino ratio for GSSRX, currently valued at 5.02, compared to the broader market0.002.004.006.008.0010.005.021.63
The chart of Omega ratio for GSSRX, currently valued at 1.71, compared to the broader market1.002.003.001.711.20
The chart of Calmar ratio for GSSRX, currently valued at 5.67, compared to the broader market0.005.0010.0015.005.680.45
The chart of Martin ratio for GSSRX, currently valued at 16.18, compared to the broader market0.0020.0040.0060.0080.0016.182.77
GSSRX
AGG

The current GSSRX Sharpe Ratio is 2.93, which is higher than the AGG Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of GSSRX and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
2.93
1.12
GSSRX
AGG

Dividends

GSSRX vs. AGG - Dividend Comparison

GSSRX's dividend yield for the trailing twelve months is around 3.66%, less than AGG's 3.71% yield.


TTM20242023202220212020201920182017201620152014
GSSRX
Goldman Sachs Short Duration Bond Fund
3.66%3.93%3.15%2.18%1.36%2.16%2.86%2.55%2.21%2.08%2.43%1.61%
AGG
iShares Core U.S. Aggregate Bond ETF
3.71%4.07%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

GSSRX vs. AGG - Drawdown Comparison

The maximum GSSRX drawdown since its inception was -8.54%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for GSSRX and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch0
-6.50%
GSSRX
AGG

Volatility

GSSRX vs. AGG - Volatility Comparison

The current volatility for Goldman Sachs Short Duration Bond Fund (GSSRX) is 0.50%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.51%. This indicates that GSSRX experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%OctoberNovemberDecember2025FebruaryMarch
0.50%
1.51%
GSSRX
AGG