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GZIRX vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GZIRX vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Strategic Income Fund (GZIRX) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GZIRX achieves a 1.43% return, which is significantly higher than SHLD's -7.00% return.


GZIRX

1D
-0.10%
1M
-0.08%
6M
1.32%
YTD
1.43%
1Y
6.64%
3Y*
7.44%
5Y*
4.34%
10Y*
3.57%

SHLD

1D
0.28%
1M
-5.60%
6M
-22.66%
YTD
-7.00%
1Y
-1.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GZIRX vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
GZIRX
Goldman Sachs Strategic Income Fund
1.43%8.49%6.13%4.74%
SHLD
Global X Defense Tech ETF
-7.00%74.16%35.03%12.89%

Correlation

The correlation between GZIRX and SHLD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.16

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Return for Risk

GZIRX vs. SHLD — Risk / Return Rank

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

GZIRX
GZIRX Risk / Return Rank: 7979
Overall Rank
GZIRX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GZIRX Sortino Ratio Rank: 8686
Sortino Ratio Rank
GZIRX Omega Ratio Rank: 8787
Omega Ratio Rank
GZIRX Calmar Ratio Rank: 5959
Calmar Ratio Rank
GZIRX Martin Ratio Rank: 7878
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
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.

GZIRX vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Income Fund (GZIRX) and Global X Defense Tech ETF (SHLD). 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.


GZIRXSHLDDifference
Sharpe ratioReturn per unit of total volatility

+2.40

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.50

1.01

+0.49

Calmar ratioReturn relative to maximum drawdown

2.42

-0.07

+2.49

Martin ratioReturn relative to average drawdown

11.28

-0.17

+11.44

GZIRX vs. SHLD - Sharpe Ratio Comparison

The current GZIRX Sharpe Ratio is 2.33, which is higher than the SHLD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of GZIRX and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GZIRX vs. SHLD - Drawdown Comparison

The maximum GZIRX drawdown since its inception was -13.90%, smaller than the maximum SHLD drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for GZIRX and SHLD.


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Drawdown Indicators


GZIRXSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-25.40%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-25.40%

+22.68%

Max Drawdown (3Y)

Largest decline over 3 years

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-13.90%

Current Drawdown

Current decline from peak

-0.52%

-22.77%

+22.25%

Average Drawdown

Average peak-to-trough decline

-1.76%

-3.93%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

10.40%

-9.82%

Volatility

GZIRX vs. SHLD - Volatility Comparison

The current volatility for Goldman Sachs Strategic Income Fund (GZIRX) is 0.48%, while Global X Defense Tech ETF (SHLD) has a volatility of 8.21%. This indicates that GZIRX experiences smaller price fluctuations and is considered to be less risky than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GZIRXSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

8.21%

-7.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

19.78%

-17.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

25.11%

-22.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

21.52%

-18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.71%

21.52%

-17.81%

GZIRX vs. SHLD - Expense Ratio Comparison

GZIRX has a 0.78% expense ratio, which is higher than SHLD's 0.50% expense ratio.


Dividends

GZIRX vs. SHLD - Dividend Comparison

GZIRX's dividend yield for the trailing twelve months is around 5.30%, more than SHLD's 0.71% yield.


PositionTTM20252024202320222021202020192018201720162015
GZIRX
Goldman Sachs Strategic Income Fund
5.30%4.06%6.61%3.36%2.38%2.34%3.76%3.38%2.66%1.33%2.18%4.59%
SHLD
Global X Defense Tech ETF
0.71%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GZIRX and SHLD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (8.21%) compared to GZIRX (0.48%). In terms of maximum drawdown, GZIRX dropped -13.90% vs SHLD's -25.40%.

GZIRX currently has the higher Sharpe Ratio (2.33 vs -0.07), 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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