GSSRX vs. BSV
Compare and contrast key facts about Goldman Sachs Short Duration Bond Fund (GSSRX) and Vanguard Short-Term Bond ETF (BSV).
GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSSRX or BSV.
Key characteristics
| GSSRX | BSV | |
|---|---|---|
| YTD Return | 4.21% | 3.27% |
| 1Y Return | 7.25% | 6.28% |
| 3Y Return (Ann) | 1.48% | 0.75% |
| 5Y Return (Ann) | 1.98% | 1.26% |
| 10Y Return (Ann) | 2.05% | 1.57% |
| Sharpe Ratio | 2.99 | 2.41 |
| Sortino Ratio | 4.98 | 3.77 |
| Omega Ratio | 1.68 | 1.48 |
| Calmar Ratio | 2.08 | 1.30 |
| Martin Ratio | 18.72 | 10.99 |
| Ulcer Index | 0.39% | 0.57% |
| Daily Std Dev | 2.43% | 2.61% |
| Max Drawdown | -8.53% | -8.54% |
| Current Drawdown | -0.79% | -1.34% |
Correlation
The correlation between GSSRX and BSV is 0.67, 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.
Performance
GSSRX vs. BSV - Performance Comparison
In the year-to-date period, GSSRX achieves a 4.21% return, which is significantly higher than BSV's 3.27% return. Over the past 10 years, GSSRX has outperformed BSV with an annualized return of 2.05%, while BSV has yielded a comparatively lower 1.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSSRX vs. BSV - Expense Ratio Comparison
GSSRX has a 0.48% expense ratio, which is higher than BSV's 0.04% expense ratio.
Risk-Adjusted Performance
GSSRX vs. BSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Short Duration Bond Fund (GSSRX) and Vanguard Short-Term Bond ETF (BSV). 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.
Dividends
GSSRX vs. BSV - Dividend Comparison
GSSRX's dividend yield for the trailing twelve months is around 3.82%, more than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSRX Goldman Sachs Short Duration Bond Fund | 3.82% | 3.15% | 2.18% | 1.36% | 2.16% | 2.86% | 2.55% | 2.21% | 2.08% | 2.43% | 1.61% | 1.44% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
Drawdowns
GSSRX vs. BSV - Drawdown Comparison
The maximum GSSRX drawdown since its inception was -8.53%, roughly equal to the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for GSSRX and BSV. For additional features, visit the drawdowns tool.
Volatility
GSSRX vs. BSV - Volatility Comparison
Goldman Sachs Short Duration Bond Fund (GSSRX) has a higher volatility of 0.59% compared to Vanguard Short-Term Bond ETF (BSV) at 0.54%. This indicates that GSSRX's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.