GSUIX vs. SVPFX
GSUIX (Goldman Sachs U.S. Mortgages Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GSUIX is a Government Bonds fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GSUIX returned -0.36%/yr vs 2.10%/yr for SVPFX. A 0.77 correlation means they provide meaningful diversification when combined. GSUIX charges 0.45%/yr vs 0.38%/yr for SVPFX.
Performance
GSUIX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GSUIX achieves a -0.05% return, which is significantly lower than SVPFX's 1.80% return.
GSUIX
- 1D
- -0.33%
- 1M
- -0.56%
- 6M
- -0.48%
- YTD
- -0.05%
- 1Y
- 4.90%
- 3Y*
- 3.72%
- 5Y*
- -0.36%
- 10Y*
- 1.10%
SVPFX
- 1D
- -0.20%
- 1M
- 0.20%
- 6M
- 1.69%
- YTD
- 1.80%
- 1Y
- 5.51%
- 3Y*
- 4.51%
- 5Y*
- 2.10%
- 10Y*
- —
GSUIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GSUIX Goldman Sachs U.S. Mortgages Fund | -0.05% | 8.31% | 0.61% | 4.51% | -13.09% | -0.61% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.80% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GSUIX and SVPFX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.77 |
The correlation between GSUIX and SVPFX has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
GSUIX vs. SVPFX — Risk / Return Rank
GSUIX
SVPFX
GSUIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Mortgages Fund (GSUIX) 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.
| GSUIX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.56 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 6.20 | -4.67 |
| Martin ratioReturn relative to average drawdown | 4.44 | 22.83 | -18.39 |
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Drawdowns
GSUIX vs. SVPFX - Drawdown Comparison
The maximum GSUIX drawdown since its inception was -19.29%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GSUIX and SVPFX.
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Drawdown Indicators
| GSUIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -6.37% | -12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -0.91% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -7.75% | -5.32% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.94% | -6.37% | -12.57% |
Max Drawdown (10Y)Largest decline over 10 years | -19.29% | — | — |
Current DrawdownCurrent decline from peak | -2.81% | -0.41% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -1.89% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.39% | +0.70% |
Volatility
GSUIX vs. SVPFX - Volatility Comparison
Goldman Sachs U.S. Mortgages Fund (GSUIX) has a higher volatility of 1.19% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.82%. This indicates that GSUIX's price experiences larger fluctuations and is considered to be riskier 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
| GSUIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 0.82% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 1.76% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 2.23% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.62% | 5.62% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 5.47% | -0.42% |
GSUIX vs. SVPFX - Expense Ratio Comparison
GSUIX has a 0.45% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Dividends
GSUIX vs. SVPFX - Dividend Comparison
GSUIX's dividend yield for the trailing twelve months is around 4.06%, more than SVPFX's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSUIX Goldman Sachs U.S. Mortgages Fund | 4.06% | 4.01% | 3.45% | 3.14% | 1.87% | 1.67% | 2.88% | 3.26% | 2.94% | 2.58% | 2.65% | 2.77% |
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
GSUIX and SVPFX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSUIX has higher volatility (1.19%) compared to SVPFX (0.82%). In terms of maximum drawdown, GSUIX dropped -19.29% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.53 vs 1.18), 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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