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

Correlation

The correlation between GSSRX and PFIIX is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

GSSRX vs. PFIIX - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
31.15%
68.80%
GSSRX
PFIIX

Key characteristics

Sharpe Ratio

GSSRX:

2.87

PFIIX:

2.82

Sortino Ratio

GSSRX:

5.04

PFIIX:

4.51

Omega Ratio

GSSRX:

1.71

PFIIX:

1.67

Calmar Ratio

GSSRX:

5.60

PFIIX:

4.09

Martin Ratio

GSSRX:

15.76

PFIIX:

17.47

Ulcer Index

GSSRX:

0.40%

PFIIX:

0.46%

Daily Std Dev

GSSRX:

2.19%

PFIIX:

2.86%

Max Drawdown

GSSRX:

-8.54%

PFIIX:

-29.16%

Current Drawdown

GSSRX:

-0.41%

PFIIX:

-0.86%

Returns By Period

In the year-to-date period, GSSRX achieves a 1.19% return, which is significantly lower than PFIIX's 2.05% return. Over the past 10 years, GSSRX has underperformed PFIIX with an annualized return of 2.18%, while PFIIX has yielded a comparatively higher 4.17% annualized return.


GSSRX

YTD

1.19%

1M

-0.10%

6M

1.89%

1Y

6.19%

5Y*

2.18%

10Y*

2.18%

PFIIX

YTD

2.05%

1M

-0.27%

6M

3.33%

1Y

8.04%

5Y*

5.05%

10Y*

4.17%

*Annualized

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GSSRX vs. PFIIX - Expense Ratio Comparison

GSSRX has a 0.48% expense ratio, which is lower than PFIIX's 0.50% expense ratio.


Expense ratio chart for PFIIX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFIIX: 0.50%
Expense ratio chart for GSSRX: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSSRX: 0.48%

Risk-Adjusted Performance

GSSRX vs. PFIIX — 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 9797
Overall Rank
The Sharpe Ratio Rank of GSSRX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of GSSRX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of GSSRX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of GSSRX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of GSSRX is 9696
Martin Ratio Rank

PFIIX
The Risk-Adjusted Performance Rank of PFIIX is 9696
Overall Rank
The Sharpe Ratio Rank of PFIIX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PFIIX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of PFIIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of PFIIX is 9797
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. PFIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Short Duration Bond Fund (GSSRX) and PIMCO Low Duration Income Fund (PFIIX). 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 2.87, compared to the broader market-1.000.001.002.003.00
GSSRX: 2.87
PFIIX: 2.82
The chart of Sortino ratio for GSSRX, currently valued at 5.04, compared to the broader market-2.000.002.004.006.008.00
GSSRX: 5.04
PFIIX: 4.51
The chart of Omega ratio for GSSRX, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.00
GSSRX: 1.71
PFIIX: 1.67
The chart of Calmar ratio for GSSRX, currently valued at 5.60, compared to the broader market0.002.004.006.008.0010.00
GSSRX: 5.60
PFIIX: 4.09
The chart of Martin ratio for GSSRX, currently valued at 15.76, compared to the broader market0.0010.0020.0030.0040.0050.00
GSSRX: 15.76
PFIIX: 17.47

The current GSSRX Sharpe Ratio is 2.87, which is comparable to the PFIIX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of GSSRX and PFIIX, 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 Ratio2.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.87
2.82
GSSRX
PFIIX

Dividends

GSSRX vs. PFIIX - Dividend Comparison

GSSRX's dividend yield for the trailing twelve months is around 3.69%, less than PFIIX's 6.10% yield.


TTM20242023202220212020201920182017201620152014
GSSRX
Goldman Sachs Short Duration Bond Fund
3.69%3.93%3.15%2.18%1.36%2.16%2.86%2.55%2.21%2.08%2.43%1.61%
PFIIX
PIMCO Low Duration Income Fund
6.10%5.95%4.99%6.32%3.06%3.46%4.76%3.21%3.15%3.78%5.37%5.15%

Drawdowns

GSSRX vs. PFIIX - Drawdown Comparison

The maximum GSSRX drawdown since its inception was -8.54%, smaller than the maximum PFIIX drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for GSSRX and PFIIX. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.41%
-0.86%
GSSRX
PFIIX

Volatility

GSSRX vs. PFIIX - Volatility Comparison

The current volatility for Goldman Sachs Short Duration Bond Fund (GSSRX) is 0.71%, while PIMCO Low Duration Income Fund (PFIIX) has a volatility of 1.48%. This indicates that GSSRX experiences smaller price fluctuations and is considered to be less risky than PFIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
0.71%
1.48%
GSSRX
PFIIX