PortfoliosLab logoPortfoliosLab logo
GUIRX vs. GSBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GUIRX vs. GSBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX) and Goldman Sachs Income Builder Fund (GSBFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GUIRX vs. GSBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUIRX
Goldman Sachs Dynamic Municipal Income Fund Investor Class
-0.45%4.73%3.66%6.37%-9.66%3.11%3.86%7.80%3.09%5.81%
GSBFX
Goldman Sachs Income Builder Fund
-0.56%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%

Returns By Period

In the year-to-date period, GUIRX achieves a -0.45% return, which is significantly higher than GSBFX's -0.56% return. Over the past 10 years, GUIRX has underperformed GSBFX with an annualized return of 2.72%, while GSBFX has yielded a comparatively higher 6.69% annualized return.


GUIRX

1D
0.13%
1M
-2.33%
YTD
-0.45%
6M
0.89%
1Y
3.50%
3Y*
3.92%
5Y*
1.26%
10Y*
2.72%

GSBFX

1D
0.20%
1M
-4.25%
YTD
-0.56%
6M
1.15%
1Y
9.11%
3Y*
8.84%
5Y*
5.15%
10Y*
6.69%
*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.


GUIRX vs. GSBFX - Expense Ratio Comparison

GUIRX has a 0.47% expense ratio, which is lower than GSBFX's 0.79% expense ratio.


Return for Risk

GUIRX vs. GSBFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GUIRX
GUIRX Risk / Return Rank: 4545
Overall Rank
GUIRX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GUIRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
GUIRX Omega Ratio Rank: 7272
Omega Ratio Rank
GUIRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GUIRX Martin Ratio Rank: 3131
Martin Ratio Rank

GSBFX
GSBFX Risk / Return Rank: 6767
Overall Rank
GSBFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7272
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 6565
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.

GUIRX vs. GSBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX) and Goldman Sachs Income Builder Fund (GSBFX). 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.


GUIRXGSBFXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.28

-0.31

Sortino ratio

Return per unit of downside risk

1.33

1.74

-0.41

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

0.95

1.32

-0.36

Martin ratio

Return relative to average drawdown

3.46

6.14

-2.69

GUIRX vs. GSBFX - Sharpe Ratio Comparison

The current GUIRX Sharpe Ratio is 0.97, which is comparable to the GSBFX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GUIRX and GSBFX, 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


GUIRXGSBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.28

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.70

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.84

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.69

+0.38

Correlation

The correlation between GUIRX and GSBFX is 0.04, 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

GUIRX vs. GSBFX - Dividend Comparison

GUIRX's dividend yield for the trailing twelve months is around 3.77%, less than GSBFX's 5.39% yield.


TTM20252024202320222021202020192018201720162015
GUIRX
Goldman Sachs Dynamic Municipal Income Fund Investor Class
3.77%4.90%3.86%2.78%2.06%2.16%2.38%2.84%3.04%3.23%3.60%3.68%
GSBFX
Goldman Sachs Income Builder Fund
5.39%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%

Drawdowns

GUIRX vs. GSBFX - Drawdown Comparison

The maximum GUIRX drawdown since its inception was -14.21%, smaller than the maximum GSBFX drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GUIRX and GSBFX.


Loading graphics...

Drawdown Indicators


GUIRXGSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-14.21%

-37.04%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-6.41%

+1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.16%

-15.94%

+1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-14.21%

-23.42%

+9.21%

Current Drawdown

Current decline from peak

-2.33%

-4.25%

+1.92%

Average Drawdown

Average peak-to-trough decline

-2.13%

-4.20%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.37%

-0.13%

Volatility

GUIRX vs. GSBFX - Volatility Comparison

The current volatility for Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX) is 0.89%, while Goldman Sachs Income Builder Fund (GSBFX) has a volatility of 2.36%. This indicates that GUIRX experiences smaller price fluctuations and is considered to be less risky than GSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GUIRXGSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

2.36%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

4.02%

-2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.56%

7.47%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

7.36%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

7.96%

-4.03%