GSSRX vs. PTLDX
Compare and contrast key facts about Goldman Sachs Short Duration Bond Fund (GSSRX) and PIMCO Low Duration Fund (PTLDX).
GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012. PTLDX is managed by PIMCO. It was launched on May 11, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSSRX or PTLDX.
Key characteristics
| GSSRX | PTLDX | |
|---|---|---|
| YTD Return | 4.32% | 4.11% |
| 1Y Return | 7.13% | 6.47% |
| 3Y Return (Ann) | 1.45% | 1.19% |
| 5Y Return (Ann) | 2.00% | 1.42% |
| 10Y Return (Ann) | 2.05% | 1.56% |
| Sharpe Ratio | 2.93 | 2.71 |
| Sortino Ratio | 4.86 | 4.77 |
| Omega Ratio | 1.67 | 1.65 |
| Calmar Ratio | 2.05 | 0.12 |
| Martin Ratio | 18.66 | 17.86 |
| Ulcer Index | 0.38% | 0.36% |
| Daily Std Dev | 2.43% | 2.34% |
| Max Drawdown | -8.53% | -90.06% |
| Current Drawdown | -0.68% | -48.86% |
Correlation
The correlation between GSSRX and PTLDX 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.
Performance
GSSRX vs. PTLDX - Performance Comparison
The year-to-date returns for both stocks are quite close, with GSSRX having a 4.32% return and PTLDX slightly lower at 4.11%. Over the past 10 years, GSSRX has outperformed PTLDX with an annualized return of 2.05%, while PTLDX has yielded a comparatively lower 1.56% 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. PTLDX - Expense Ratio Comparison
GSSRX has a 0.48% expense ratio, which is higher than PTLDX's 0.46% expense ratio.
Risk-Adjusted Performance
GSSRX vs. PTLDX - 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 Fund (PTLDX). 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. PTLDX - Dividend Comparison
GSSRX's dividend yield for the trailing twelve months is around 3.81%, less than PTLDX's 4.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSRX Goldman Sachs Short Duration Bond Fund | 3.81% | 3.15% | 2.18% | 1.36% | 2.16% | 2.86% | 2.55% | 2.21% | 2.08% | 2.43% | 1.61% | 1.44% |
PTLDX PIMCO Low Duration Fund | 4.16% | 4.03% | 2.12% | 0.83% | 1.83% | 3.36% | 2.14% | 1.72% | 1.99% | 2.51% | 3.69% | 1.78% |
Drawdowns
GSSRX vs. PTLDX - Drawdown Comparison
The maximum GSSRX drawdown since its inception was -8.53%, smaller than the maximum PTLDX drawdown of -90.06%. Use the drawdown chart below to compare losses from any high point for GSSRX and PTLDX. For additional features, visit the drawdowns tool.
Volatility
GSSRX vs. PTLDX - Volatility Comparison
Goldman Sachs Short Duration Bond Fund (GSSRX) has a higher volatility of 0.60% compared to PIMCO Low Duration Fund (PTLDX) at 0.40%. This indicates that GSSRX's price experiences larger fluctuations and is considered to be riskier than PTLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.