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

Correlation

The correlation between GSSRX and FSHBX is 0.64, 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. FSHBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Short Duration Bond Fund (GSSRX) and Fidelity Short-Term Bond Fund (FSHBX). 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%
23.24%
GSSRX
FSHBX

Key characteristics

Sharpe Ratio

GSSRX:

2.93

FSHBX:

2.78

Sortino Ratio

GSSRX:

5.02

FSHBX:

4.83

Omega Ratio

GSSRX:

1.71

FSHBX:

1.77

Calmar Ratio

GSSRX:

5.68

FSHBX:

5.69

Martin Ratio

GSSRX:

16.18

FSHBX:

15.89

Ulcer Index

GSSRX:

0.39%

FSHBX:

0.34%

Daily Std Dev

GSSRX:

2.17%

FSHBX:

1.92%

Max Drawdown

GSSRX:

-8.54%

FSHBX:

-6.54%

Current Drawdown

GSSRX:

0.00%

FSHBX:

0.00%

Returns By Period

In the year-to-date period, GSSRX achieves a 1.17% return, which is significantly higher than FSHBX's 0.95% return. Over the past 10 years, GSSRX has outperformed FSHBX with an annualized return of 2.24%, while FSHBX has yielded a comparatively lower 1.77% annualized return.


GSSRX

YTD

1.17%

1M

0.41%

6M

2.00%

1Y

5.95%

5Y*

1.73%

10Y*

2.24%

FSHBX

YTD

0.95%

1M

0.47%

6M

2.11%

1Y

5.34%

5Y*

1.49%

10Y*

1.77%

*Annualized

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GSSRX vs. FSHBX - Expense Ratio Comparison

GSSRX has a 0.48% expense ratio, which is higher than FSHBX's 0.45% 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 FSHBX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

GSSRX vs. FSHBX — 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

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

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Short Duration Bond Fund (GSSRX) and Fidelity Short-Term Bond Fund (FSHBX). 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 2.71, compared to the broader market-1.000.001.002.003.004.002.712.78
The chart of Sortino ratio for GSSRX, currently valued at 4.61, compared to the broader market0.002.004.006.008.0010.004.614.83
The chart of Omega ratio for GSSRX, currently valued at 1.65, compared to the broader market1.002.003.001.651.77
The chart of Calmar ratio for GSSRX, currently valued at 5.20, compared to the broader market0.005.0010.0015.005.205.69
The chart of Martin ratio for GSSRX, currently valued at 14.82, compared to the broader market0.0020.0040.0060.0080.0014.8215.89
GSSRX
FSHBX

The current GSSRX Sharpe Ratio is 2.93, which is comparable to the FSHBX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of GSSRX and FSHBX, 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 Ratio2.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
2.71
2.78
GSSRX
FSHBX

Dividends

GSSRX vs. FSHBX - Dividend Comparison

GSSRX's dividend yield for the trailing twelve months is around 3.66%, less than FSHBX's 3.74% 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%
FSHBX
Fidelity Short-Term Bond Fund
3.74%4.01%3.00%1.15%0.94%2.06%2.13%1.77%1.28%1.00%1.02%0.92%

Drawdowns

GSSRX vs. FSHBX - Drawdown Comparison

The maximum GSSRX drawdown since its inception was -8.54%, which is greater than FSHBX's maximum drawdown of -6.54%. Use the drawdown chart below to compare losses from any high point for GSSRX and FSHBX. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%OctoberNovemberDecember2025FebruaryMarch00
GSSRX
FSHBX

Volatility

GSSRX vs. FSHBX - Volatility Comparison

Goldman Sachs Short Duration Bond Fund (GSSRX) and Fidelity Short-Term Bond Fund (FSHBX) have volatilities of 0.50% and 0.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.45%0.50%0.55%0.60%0.65%0.70%0.75%OctoberNovemberDecember2025FebruaryMarch
0.50%
0.52%
GSSRX
FSHBX