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

Performance

INPFX vs. GSBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) and Goldman Sachs Income Builder Fund (GSBFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INPFX achieves a 4.84% return, which is significantly lower than GSBFX's 5.68% return. Both investments have delivered pretty close results over the past 10 years, with INPFX having a 7.21% annualized return and GSBFX not far behind at 7.08%.


INPFX

1D
0.14%
1M
0.61%
YTD
4.84%
6M
5.03%
1Y
13.10%
3Y*
11.41%
5Y*
6.66%
10Y*
7.21%

GSBFX

1D
0.25%
1M
1.50%
YTD
5.68%
6M
5.70%
1Y
13.68%
3Y*
10.58%
5Y*
5.82%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INPFX vs. GSBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
4.84%14.29%9.20%9.46%-8.74%12.90%5.67%15.76%-3.57%11.43%
GSBFX
Goldman Sachs Income Builder Fund
5.68%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%

Correlation

The correlation between INPFX and GSBFX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.93

The correlation between INPFX and GSBFX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

INPFX vs. GSBFX — Risk / Return Rank

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

INPFX
INPFX Risk / Return Rank: 5959
Overall Rank
INPFX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
INPFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
INPFX Omega Ratio Rank: 6565
Omega Ratio Rank
INPFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
INPFX Martin Ratio Rank: 5656
Martin Ratio Rank

GSBFX
GSBFX Risk / Return Rank: 7777
Overall Rank
GSBFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7676
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 7777
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.

INPFX vs. GSBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) 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.

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.


INPFXGSBFXDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.41

1.45

-0.04

Calmar ratioReturn relative to maximum drawdown

2.53

3.11

-0.58

Martin ratioReturn relative to average drawdown

10.70

13.45

-2.75

INPFX vs. GSBFX - Sharpe Ratio Comparison

The current INPFX Sharpe Ratio is 2.14, which is comparable to the GSBFX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of INPFX and GSBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

INPFX vs. GSBFX - Drawdown Comparison

The maximum INPFX drawdown since its inception was -21.31%, smaller than the maximum GSBFX drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for INPFX and GSBFX.


Loading charts...

Drawdown Indicators


INPFXGSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-37.04%

+15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-4.44%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-7.02%

-8.14%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-15.94%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-21.31%

-23.42%

+2.11%

Current Drawdown

Current decline from peak

-0.47%

-0.25%

-0.22%

Average Drawdown

Average peak-to-trough decline

-2.29%

-4.17%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.02%

+0.21%

Volatility

INPFX vs. GSBFX - Volatility Comparison

American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) and Goldman Sachs Income Builder Fund (GSBFX) have volatilities of 2.04% and 2.02%, 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.


Loading charts...

Volatility by Period


INPFXGSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.02%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

4.68%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.13%

5.72%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

7.44%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.37%

8.00%

+0.37%

INPFX vs. GSBFX - Expense Ratio Comparison

INPFX has a 0.66% expense ratio, which is lower than GSBFX's 0.79% expense ratio.


Dividends

INPFX vs. GSBFX - Dividend Comparison

INPFX's dividend yield for the trailing twelve months is around 5.28%, more than GSBFX's 5.07% yield.


PositionTTM20252024202320222021202020192018201720162015
GSBFX
Goldman Sachs Income Builder Fund
5.07%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
5.28%5.61%5.15%4.76%4.84%4.38%5.54%4.53%4.79%3.25%3.53%3.85%

Frequently Asked Questions


With a correlation of 0.95, INPFX and GSBFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

INPFX has higher volatility (2.04%) compared to GSBFX (2.02%). In terms of maximum drawdown, INPFX dropped -21.31% vs GSBFX's -37.04%.

GSBFX currently has the higher Sharpe Ratio (2.41 vs 2.14), 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.

Portfolio Optimizer

Find the right allocation for INPFX and GSBFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer