GSSRX vs. SVPFX
GSSRX (Goldman Sachs Short Duration Bond Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GSSRX is a Short-Term Bond fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GSSRX returned 2.06%/yr vs 2.10%/yr for SVPFX. A 0.69 correlation means they provide meaningful diversification when combined. GSSRX charges 0.48%/yr vs 0.38%/yr for SVPFX.
Performance
GSSRX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GSSRX achieves a 0.79% return, which is significantly lower than SVPFX's 1.80% return.
GSSRX
- 1D
- -0.10%
- 1M
- -0.04%
- 6M
- 0.79%
- YTD
- 0.79%
- 1Y
- 4.02%
- 3Y*
- 5.06%
- 5Y*
- 2.06%
- 10Y*
- 2.38%
SVPFX
- 1D
- -0.20%
- 1M
- 0.20%
- 6M
- 1.69%
- YTD
- 1.80%
- 1Y
- 5.51%
- 3Y*
- 4.51%
- 5Y*
- 2.10%
- 10Y*
- —
GSSRX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GSSRX Goldman Sachs Short Duration Bond Fund | 0.79% | 6.57% | 4.53% | 5.28% | -6.06% | 0.15% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.80% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GSSRX and SVPFX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.69 |
The correlation between GSSRX and SVPFX has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
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Return for Risk
GSSRX vs. SVPFX — Risk / Return Rank
GSSRX
SVPFX
GSSRX vs. SVPFX - 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 Strategic Volatility Premium Fund (SVPFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSSRX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.56 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 6.20 | -3.70 |
| Martin ratioReturn relative to average drawdown | 11.02 | 22.83 | -11.81 |
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Drawdowns
GSSRX vs. SVPFX - Drawdown Comparison
The maximum GSSRX drawdown since its inception was -9.03%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GSSRX and SVPFX.
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Drawdown Indicators
| GSSRX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.03% | -6.37% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -0.91% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -1.62% | -5.32% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -8.88% | -6.37% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -9.03% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.41% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -1.89% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.39% | -0.02% |
Volatility
GSSRX vs. SVPFX - Volatility Comparison
The current volatility for Goldman Sachs Short Duration Bond Fund (GSSRX) is 0.55%, while Goldman Sachs Strategic Volatility Premium Fund (SVPFX) has a volatility of 0.82%. This indicates that GSSRX experiences smaller price fluctuations and is considered to be less risky than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSSRX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 0.82% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 1.76% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.21% | 2.23% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.44% | 5.62% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.42% | 5.47% | -3.05% |
GSSRX vs. SVPFX - Expense Ratio Comparison
GSSRX has a 0.48% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Dividends
GSSRX vs. SVPFX - Dividend Comparison
GSSRX's dividend yield for the trailing twelve months is around 4.38%, more than SVPFX's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSRX Goldman Sachs Short Duration Bond Fund | 4.38% | 4.18% | 3.58% | 2.36% | 1.59% | 1.40% | 2.20% | 2.87% | 2.56% | 2.21% | 2.04% | 2.15% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.20% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GSSRX and SVPFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVPFX has higher volatility (0.82%) compared to GSSRX (0.55%). In terms of maximum drawdown, GSSRX dropped -9.03% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.53 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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