PortfoliosLab logoPortfoliosLab logo
GSSRX vs. GCGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSSRX vs. GCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Short Duration Bond Fund (GSSRX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSSRX vs. GCGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSSRX
Goldman Sachs Short Duration Bond Fund
-0.81%6.57%4.53%5.28%-6.06%-0.86%5.85%6.79%-0.02%1.61%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
-14.32%15.51%53.44%37.56%-29.62%29.10%32.21%29.70%-4.58%29.75%

Returns By Period

In the year-to-date period, GSSRX achieves a -0.81% return, which is significantly higher than GCGIX's -14.32% return. Over the past 10 years, GSSRX has underperformed GCGIX with an annualized return of 2.34%, while GCGIX has yielded a comparatively higher 15.72% annualized 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%

GCGIX

1D
-0.41%
1M
-8.68%
YTD
-14.32%
6M
-13.58%
1Y
12.16%
3Y*
22.25%
5Y*
13.07%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSSRX vs. GCGIX - Expense Ratio Comparison

GSSRX has a 0.48% expense ratio, which is lower than GCGIX's 0.54% expense ratio.


Return for Risk

GSSRX vs. GCGIX — 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

GCGIX
GCGIX Risk / Return Rank: 2121
Overall Rank
GCGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GCGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GCGIX Omega Ratio Rank: 2424
Omega Ratio Rank
GCGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCGIX Martin Ratio Rank: 1717
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. GCGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Short Duration Bond Fund (GSSRX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). 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.


GSSRXGCGIXDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.54

+1.46

Sortino ratio

Return per unit of downside risk

3.42

0.94

+2.49

Omega ratio

Gain probability vs. loss probability

1.46

1.13

+0.33

Calmar ratio

Return relative to maximum drawdown

2.69

0.49

+2.21

Martin ratio

Return relative to average drawdown

11.87

1.66

+10.21

GSSRX vs. GCGIX - Sharpe Ratio Comparison

The current GSSRX Sharpe Ratio is 2.00, which is higher than the GCGIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GSSRX and GCGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSSRXGCGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.54

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.59

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.73

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.43

+0.51

Correlation

The correlation between GSSRX and GCGIX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GSSRX vs. GCGIX - Dividend Comparison

GSSRX's dividend yield for the trailing twelve months is around 3.95%, less than GCGIX's 8.75% 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%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
8.75%7.50%23.16%7.08%19.27%42.43%9.71%4.02%10.10%4.76%0.76%0.87%

Drawdowns

GSSRX vs. GCGIX - Drawdown Comparison

The maximum GSSRX drawdown since its inception was -9.03%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for GSSRX and GCGIX.


Loading graphics...

Drawdown Indicators


GSSRXGCGIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.03%

-65.78%

+56.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-17.25%

+15.63%

Max Drawdown (5Y)

Largest decline over 5 years

-8.88%

-32.57%

+23.69%

Max Drawdown (10Y)

Largest decline over 10 years

-9.03%

-32.94%

+23.91%

Current Drawdown

Current decline from peak

-1.42%

-17.25%

+15.83%

Average Drawdown

Average peak-to-trough decline

-1.27%

-20.92%

+19.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

5.06%

-4.69%

Volatility

GSSRX vs. GCGIX - Volatility Comparison

The current volatility for Goldman Sachs Short Duration Bond Fund (GSSRX) is 0.84%, while Goldman Sachs Large Cap Growth Insights Fund (GCGIX) has a volatility of 5.46%. This indicates that GSSRX experiences smaller price fluctuations and is considered to be less risky than GCGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GSSRXGCGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

5.46%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

11.96%

-10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

22.89%

-20.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

22.19%

-19.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.39%

21.48%

-19.09%