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GSSRX vs. DLDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSSRX vs. DLDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Short Duration Bond Fund (GSSRX) and Destinations Low Duration Fixed Income Fund (DLDFX). The values are adjusted to include any dividend payments, if applicable.

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GSSRX vs. DLDFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GSSRX
Goldman Sachs Short Duration Bond Fund
-0.81%6.57%4.53%5.28%-6.06%-0.86%5.85%2.40%
DLDFX
Destinations Low Duration Fixed Income Fund
1.24%4.91%6.09%7.11%-2.59%5.41%1.52%1.16%

Returns By Period

In the year-to-date period, GSSRX achieves a -0.81% return, which is significantly lower than DLDFX's 1.24% return.


GSSRX

1D
0.10%
1M
-1.42%
YTD
-0.81%
6M
0.67%
1Y
3.89%
3Y*
4.51%
5Y*
1.88%
10Y*
2.34%

DLDFX

1D
0.04%
1M
-0.28%
YTD
1.24%
6M
2.37%
1Y
5.86%
3Y*
5.82%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSSRX vs. DLDFX - Expense Ratio Comparison

GSSRX has a 0.48% expense ratio, which is lower than DLDFX's 0.93% expense ratio.


Return for Risk

GSSRX vs. DLDFX — Risk / Return Rank

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

GSSRX
GSSRX Risk / Return Rank: 9393
Overall Rank
GSSRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GSSRX Sortino Ratio Rank: 9696
Sortino Ratio Rank
GSSRX Omega Ratio Rank: 9393
Omega Ratio Rank
GSSRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GSSRX Martin Ratio Rank: 9393
Martin Ratio Rank

DLDFX
DLDFX Risk / Return Rank: 9898
Overall Rank
DLDFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DLDFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DLDFX Omega Ratio Rank: 9898
Omega Ratio Rank
DLDFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DLDFX Martin Ratio Rank: 9898
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.

GSSRX vs. DLDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Short Duration Bond Fund (GSSRX) and Destinations Low Duration Fixed Income Fund (DLDFX). 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.


GSSRXDLDFXDifference

Sharpe ratio

Return per unit of total volatility

2.00

3.11

-1.11

Sortino ratio

Return per unit of downside risk

3.42

5.29

-1.87

Omega ratio

Gain probability vs. loss probability

1.46

1.99

-0.53

Calmar ratio

Return relative to maximum drawdown

2.69

4.37

-1.68

Martin ratio

Return relative to average drawdown

11.87

22.98

-11.11

GSSRX vs. DLDFX - Sharpe Ratio Comparison

The current GSSRX Sharpe Ratio is 2.00, which is lower than the DLDFX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of GSSRX and DLDFX, 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


GSSRXDLDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

3.11

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

2.20

-1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.73

-0.80

Correlation

The correlation between GSSRX and DLDFX is 0.44, 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.


Dividends

GSSRX vs. DLDFX - Dividend Comparison

GSSRX's dividend yield for the trailing twelve months is around 3.95%, less than DLDFX's 5.50% yield.


TTM20252024202320222021202020192018201720162015
GSSRX
Goldman Sachs Short Duration Bond Fund
3.95%4.18%3.58%2.36%1.59%1.40%2.20%2.87%2.56%2.21%2.04%2.15%
DLDFX
Destinations Low Duration Fixed Income Fund
5.50%5.29%5.64%4.77%4.54%3.74%3.86%2.18%0.00%0.00%0.00%0.00%

Drawdowns

GSSRX vs. DLDFX - Drawdown Comparison

The maximum GSSRX drawdown since its inception was -9.03%, roughly equal to the maximum DLDFX drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for GSSRX and DLDFX.


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Drawdown Indicators


GSSRXDLDFXDifference

Max Drawdown

Largest peak-to-trough decline

-9.03%

-8.64%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-1.08%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-8.88%

-3.88%

-5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-9.03%

Current Drawdown

Current decline from peak

-1.42%

-0.49%

-0.93%

Average Drawdown

Average peak-to-trough decline

-1.27%

-0.72%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.25%

+0.12%

Volatility

GSSRX vs. DLDFX - Volatility Comparison

Goldman Sachs Short Duration Bond Fund (GSSRX) has a higher volatility of 0.84% compared to Destinations Low Duration Fixed Income Fund (DLDFX) at 0.47%. This indicates that GSSRX's price experiences larger fluctuations and is considered to be riskier than DLDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSSRXDLDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.47%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.28%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

1.91%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

1.79%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.39%

2.09%

+0.30%