GSSRX vs. AGG
GSSRX (Goldman Sachs Short Duration Bond Fund) and AGG (iShares Core U.S. Aggregate Bond ETF) are both funds - GSSRX is a Short-Term Bond fund managed by Goldman Sachs, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Over the past 10 years, GSSRX returned 2.33%/yr vs 1.39%/yr for AGG. Their 0.63 correlation means they have sometimes moved together and sometimes differently. GSSRX charges 0.48%/yr vs 0.03%/yr for AGG.
Performance
GSSRX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, GSSRX achieves a 0.69% return, which is significantly higher than AGG's -0.33% return. Over the past 10 years, GSSRX has outperformed AGG with an annualized return of 2.33%, while AGG has yielded a comparatively lower 1.39% annualized return.
GSSRX
- 1D
- 0.00%
- 1M
- -0.41%
- 6M
- 0.42%
- YTD
- 0.69%
- 1Y
- 3.34%
- 3Y*
- 4.96%
- 5Y*
- 1.98%
- 10Y*
- 2.33%
- ALL TIME*
- 2.12%
AGG
- 1D
- 0.23%
- 1M
- -1.03%
- 6M
- -0.46%
- YTD
- -0.33%
- 1Y
- 2.07%
- 3Y*
- 4.07%
- 5Y*
- -0.40%
- 10Y*
- 1.39%
- ALL TIME*
- 3.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $834.55M | $796.03M | $811.71M | |
| $0.00 | $0.00 | $0.00 |
GSSRX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSSRX Goldman Sachs Short Duration Bond Fund | 0.69% | 6.57% | 4.53% | 5.28% | -6.06% | -0.86% | 5.85% | 6.79% | -0.02% | 1.61% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.33% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between GSSRX and AGG is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.63 |
The correlation between GSSRX and AGG has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
GSSRX vs. AGG — Risk / Return Rank
GSSRX
AGG
GSSRX vs. AGG - Risk-Adjusted Trends 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.
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.
| GSSRX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.10 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.75 | +1.46 |
| Martin ratioReturn relative to average drawdown | 9.28 | 1.89 | +7.39 |
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Drawdowns
GSSRX vs. AGG - Drawdown Comparison
The maximum GSSRX drawdown since its inception was -9.03%, 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.
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Drawdown Indicators
| GSSRX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.03% | -18.43% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -2.76% | +1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -1.62% | -4.98% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -8.88% | -17.73% | +8.85% |
Max Drawdown (10Y)Largest decline over 10 years | -9.03% | -18.43% | +9.40% |
Current DrawdownCurrent decline from peak | -0.51% | -2.71% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -2.70% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 1.10% | -0.72% |
Volatility
GSSRX vs. AGG - Volatility Comparison
The current volatility for Goldman Sachs Short Duration Bond Fund (GSSRX) is 0.46%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.06%. 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.
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Volatility by Period
| GSSRX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 1.06% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.81% | 2.99% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.22% | 3.70% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.44% | 6.10% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.42% | 5.42% | -3.00% |
GSSRX vs. AGG - Expense Ratio Comparison
GSSRX has a 0.48% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
GSSRX vs. AGG - Dividend Comparison
GSSRX's dividend yield for the trailing twelve months is around 4.03%, which matches AGG's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.06% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
GSSRX Goldman Sachs Short Duration Bond Fund | 4.03% | 4.18% | 3.58% | 2.36% | 1.59% | 1.40% | 2.20% | 2.87% | 2.56% | 2.21% | 2.04% | 2.15% |
Frequently Asked Questions
GSSRX and AGG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGG has higher volatility (1.06%) compared to GSSRX (0.46%). In terms of maximum drawdown, GSSRX dropped -9.03% vs AGG's -18.43%.
GSSRX currently has the higher Sharpe Ratio (1.65 vs 0.56), 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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