GZIRX vs. SUBFX
Compare and contrast key facts about Goldman Sachs Strategic Income Fund (GZIRX) and Carillon Reams Unconstrained Bond Fund (SUBFX).
GZIRX is managed by Goldman Sachs. It was launched on Jun 29, 2010. SUBFX is managed by Carillon Family of Funds. It was launched on Sep 28, 2011.
Performance
GZIRX vs. SUBFX - Performance Comparison
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GZIRX vs. SUBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GZIRX Goldman Sachs Strategic Income Fund | -1.31% | 8.49% | 6.13% | 10.37% | -3.83% | -1.44% | 9.51% | 5.96% | -2.25% | -0.15% |
SUBFX Carillon Reams Unconstrained Bond Fund | 0.65% | 10.61% | 4.22% | 8.53% | -4.74% | -0.32% | 11.18% | 6.52% | 0.53% | 2.04% |
Returns By Period
In the year-to-date period, GZIRX achieves a -1.31% return, which is significantly lower than SUBFX's 0.65% return. Over the past 10 years, GZIRX has underperformed SUBFX with an annualized return of 3.43%, while SUBFX has yielded a comparatively higher 4.06% annualized return.
GZIRX
- 1D
- 0.53%
- 1M
- -1.27%
- YTD
- -1.31%
- 6M
- 1.38%
- 1Y
- 6.27%
- 3Y*
- 6.74%
- 5Y*
- 3.95%
- 10Y*
- 3.43%
SUBFX
- 1D
- 0.40%
- 1M
- -1.02%
- YTD
- 0.65%
- 6M
- 1.59%
- 1Y
- 7.17%
- 3Y*
- 6.40%
- 5Y*
- 3.58%
- 10Y*
- 4.06%
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GZIRX vs. SUBFX - Expense Ratio Comparison
GZIRX has a 0.78% expense ratio, which is higher than SUBFX's 0.50% expense ratio.
Return for Risk
GZIRX vs. SUBFX — Risk / Return Rank
GZIRX
SUBFX
GZIRX vs. SUBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Income Fund (GZIRX) and Carillon Reams Unconstrained Bond Fund (SUBFX). 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.
| GZIRX | SUBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 2.10 | +0.09 |
Sortino ratioReturn per unit of downside risk | 3.02 | 3.15 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.61 | -1.38 |
Martin ratioReturn relative to average drawdown | 9.57 | 13.88 | -4.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GZIRX | SUBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.10 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.66 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.77 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.96 | -0.07 |
Correlation
The correlation between GZIRX and SUBFX is 0.35, 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
GZIRX vs. SUBFX - Dividend Comparison
GZIRX's dividend yield for the trailing twelve months is around 5.25%, less than SUBFX's 5.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GZIRX Goldman Sachs Strategic Income Fund | 5.25% | 4.06% | 6.61% | 3.36% | 2.38% | 2.34% | 3.76% | 3.38% | 2.66% | 1.33% | 2.18% | 4.59% |
SUBFX Carillon Reams Unconstrained Bond Fund | 5.88% | 6.44% | 4.92% | 4.52% | 2.16% | 1.96% | 3.01% | 2.83% | 2.06% | 1.17% | 1.01% | 0.52% |
Drawdowns
GZIRX vs. SUBFX - Drawdown Comparison
The maximum GZIRX drawdown since its inception was -13.90%, which is greater than SUBFX's maximum drawdown of -11.22%. Use the drawdown chart below to compare losses from any high point for GZIRX and SUBFX.
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Drawdown Indicators
| GZIRX | SUBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -11.22% | -2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -2.11% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -7.86% | -11.17% | +3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -13.90% | -11.22% | -2.68% |
Current DrawdownCurrent decline from peak | -1.71% | -1.17% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -1.47% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.55% | +0.08% |
Volatility
GZIRX vs. SUBFX - Volatility Comparison
Goldman Sachs Strategic Income Fund (GZIRX) and Carillon Reams Unconstrained Bond Fund (SUBFX) have volatilities of 1.69% and 1.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GZIRX | SUBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.61% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 2.20% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 3.56% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.36% | 5.43% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.71% | 5.26% | -1.55% |