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LKFIX vs. GSGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LKFIX vs. GSGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LKCM Fixed Income Fund (LKFIX) and Goldman Sachs Investment Grade Credit Fund (GSGDX). The values are adjusted to include any dividend payments, if applicable.

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LKFIX vs. GSGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LKFIX
LKCM Fixed Income Fund
-0.38%6.66%3.06%4.98%-5.63%-1.54%4.29%6.71%0.26%2.15%
GSGDX
Goldman Sachs Investment Grade Credit Fund
-1.55%8.23%1.93%8.81%-17.33%-0.97%10.12%16.83%-2.55%6.49%

Returns By Period

In the year-to-date period, LKFIX achieves a -0.38% return, which is significantly higher than GSGDX's -1.55% return. Over the past 10 years, LKFIX has underperformed GSGDX with an annualized return of 2.12%, while GSGDX has yielded a comparatively higher 2.78% annualized return.


LKFIX

1D
0.37%
1M
-1.40%
YTD
-0.38%
6M
0.74%
1Y
4.24%
3Y*
4.24%
5Y*
1.60%
10Y*
2.12%

GSGDX

1D
0.50%
1M
-3.03%
YTD
-1.55%
6M
-0.62%
1Y
3.97%
3Y*
4.21%
5Y*
0.35%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LKFIX vs. GSGDX - Expense Ratio Comparison

LKFIX has a 0.50% expense ratio, which is higher than GSGDX's 0.38% expense ratio.


Return for Risk

LKFIX vs. GSGDX — Risk / Return Rank

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

LKFIX
LKFIX Risk / Return Rank: 8484
Overall Rank
LKFIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
LKFIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
LKFIX Omega Ratio Rank: 7676
Omega Ratio Rank
LKFIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
LKFIX Martin Ratio Rank: 9090
Martin Ratio Rank

GSGDX
GSGDX Risk / Return Rank: 4444
Overall Rank
GSGDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GSGDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
GSGDX Omega Ratio Rank: 3333
Omega Ratio Rank
GSGDX Calmar Ratio Rank: 5858
Calmar Ratio Rank
GSGDX Martin Ratio Rank: 4545
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.

LKFIX vs. GSGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LKCM Fixed Income Fund (LKFIX) and Goldman Sachs Investment Grade Credit Fund (GSGDX). 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.


LKFIXGSGDXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.90

+0.61

Sortino ratio

Return per unit of downside risk

2.19

1.25

+0.93

Omega ratio

Gain probability vs. loss probability

1.29

1.16

+0.12

Calmar ratio

Return relative to maximum drawdown

2.57

1.37

+1.20

Martin ratio

Return relative to average drawdown

10.06

4.55

+5.52

LKFIX vs. GSGDX - Sharpe Ratio Comparison

The current LKFIX Sharpe Ratio is 1.51, which is higher than the GSGDX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LKFIX and GSGDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LKFIXGSGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.90

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.05

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.44

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.65

+0.60

Correlation

The correlation between LKFIX and GSGDX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LKFIX vs. GSGDX - Dividend Comparison

LKFIX's dividend yield for the trailing twelve months is around 3.71%, less than GSGDX's 4.46% yield.


TTM20252024202320222021202020192018201720162015
LKFIX
LKCM Fixed Income Fund
3.71%3.57%3.03%2.28%1.57%1.36%1.74%2.27%2.26%2.04%2.18%2.78%
GSGDX
Goldman Sachs Investment Grade Credit Fund
4.46%4.75%3.94%3.52%2.74%5.10%4.18%5.89%3.56%3.19%3.38%3.76%

Drawdowns

LKFIX vs. GSGDX - Drawdown Comparison

The maximum LKFIX drawdown since its inception was -8.97%, smaller than the maximum GSGDX drawdown of -23.48%. Use the drawdown chart below to compare losses from any high point for LKFIX and GSGDX.


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Drawdown Indicators


LKFIXGSGDXDifference

Max Drawdown

Largest peak-to-trough decline

-8.97%

-23.48%

+14.51%

Max Drawdown (1Y)

Largest decline over 1 year

-1.76%

-3.59%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-8.60%

-23.48%

+14.88%

Max Drawdown (10Y)

Largest decline over 10 years

-8.97%

-23.48%

+14.51%

Current Drawdown

Current decline from peak

-1.40%

-3.53%

+2.13%

Average Drawdown

Average peak-to-trough decline

-1.12%

-3.89%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.08%

-0.63%

Volatility

LKFIX vs. GSGDX - Volatility Comparison

The current volatility for LKCM Fixed Income Fund (LKFIX) is 1.10%, while Goldman Sachs Investment Grade Credit Fund (GSGDX) has a volatility of 1.92%. This indicates that LKFIX experiences smaller price fluctuations and is considered to be less risky than GSGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LKFIXGSGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.92%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

2.93%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

5.05%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

6.82%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.62%

6.38%

-3.76%