SEBFX vs. GSGIX
SEBFX (Saturna Sustainable Bond Fund) and GSGIX (Goldman Sachs Global Core Fixed Income Fund) are both Global Bonds funds. Over the past 10 years, SEBFX returned 2.23%/yr vs 1.71%/yr for GSGIX. A 0.56 correlation means they provide meaningful diversification when combined. SEBFX charges 0.65%/yr vs 0.91%/yr for GSGIX.
Performance
SEBFX vs. GSGIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SEBFX achieves a 1.28% return, which is significantly higher than GSGIX's 0.41% return. Over the past 10 years, SEBFX has outperformed GSGIX with an annualized return of 2.23%, while GSGIX has yielded a comparatively lower 1.71% annualized return.
SEBFX
- 1D
- -0.10%
- 1M
- 0.11%
- YTD
- 1.28%
- 6M
- 1.17%
- 1Y
- 5.22%
- 3Y*
- 4.47%
- 5Y*
- 1.17%
- 10Y*
- 2.23%
GSGIX
- 1D
- 0.09%
- 1M
- 0.98%
- YTD
- 0.41%
- 6M
- 0.73%
- 1Y
- 3.41%
- 3Y*
- 3.51%
- 5Y*
- -0.06%
- 10Y*
- 1.71%
SEBFX vs. GSGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEBFX Saturna Sustainable Bond Fund | 1.28% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
GSGIX Goldman Sachs Global Core Fixed Income Fund | 0.41% | 5.09% | 0.86% | 7.66% | -12.98% | -2.59% | 8.90% | 10.17% | -0.12% | 2.43% |
Correlation
The correlation between SEBFX and GSGIX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.56 |
The correlation between SEBFX and GSGIX has been stable across timeframes, ranging from 0.55 to 0.62 - 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
SEBFX vs. GSGIX — Risk / Return Rank
SEBFX
GSGIX
SEBFX vs. GSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Bond Fund (SEBFX) and Goldman Sachs Global Core Fixed Income Fund (GSGIX). 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.
| SEBFX | GSGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.11 | +0.71 |
| Martin ratioReturn relative to average drawdown | 6.18 | 3.10 | +3.08 |
Loading charts...
Drawdowns
SEBFX vs. GSGIX - Drawdown Comparison
The maximum SEBFX drawdown since its inception was -13.51%, smaller than the maximum GSGIX drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for SEBFX and GSGIX.
Loading charts...
Drawdown Indicators
| SEBFX | GSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.51% | -19.90% | +6.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -3.18% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -5.51% | -4.49% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -13.26% | -17.27% | +4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -13.51% | -19.90% | +6.39% |
Current DrawdownCurrent decline from peak | -1.14% | -4.94% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -2.70% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 1.14% | -0.26% |
Volatility
SEBFX vs. GSGIX - Volatility Comparison
Saturna Sustainable Bond Fund (SEBFX) has a higher volatility of 0.99% compared to Goldman Sachs Global Core Fixed Income Fund (GSGIX) at 0.92%. This indicates that SEBFX's price experiences larger fluctuations and is considered to be riskier than GSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SEBFX | GSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 0.92% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 2.67% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 3.26% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.93% | 4.67% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.62% | 4.12% | -0.50% |
SEBFX vs. GSGIX - Expense Ratio Comparison
SEBFX has a 0.65% expense ratio, which is lower than GSGIX's 0.91% expense ratio.
Dividends
SEBFX vs. GSGIX - Dividend Comparison
SEBFX's dividend yield for the trailing twelve months is around 3.84%, more than GSGIX's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGIX Goldman Sachs Global Core Fixed Income Fund | 3.01% | 3.01% | 2.64% | 2.12% | 1.60% | 1.32% | 5.04% | 4.13% | 1.28% | 1.74% | 1.40% | 5.97% |
SEBFX Saturna Sustainable Bond Fund | 3.84% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
Frequently Asked Questions
SEBFX and GSGIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SEBFX has higher volatility (0.99%) compared to GSGIX (0.92%). In terms of maximum drawdown, SEBFX dropped -13.51% vs GSGIX's -19.90%.
SEBFX currently has the higher Sharpe Ratio (1.56 vs 1.08), 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.
Find the right allocation for SEBFX and GSGIX
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