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SGLP.L vs. GSSRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SGLP.LGSSRX
YTD Return16.61%-0.15%
1Y Return18.66%3.95%
3Y Return (Ann)13.69%0.06%
5Y Return (Ann)13.77%1.76%
10Y Return (Ann)9.09%1.66%
Sharpe Ratio1.591.53
Daily Std Dev11.73%2.59%
Max Drawdown-38.83%-8.50%
Current Drawdown-1.84%-0.79%

Correlation

-0.50.00.51.00.2

The correlation between SGLP.L and GSSRX is 0.22, 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.

Performance

SGLP.L vs. GSSRX - Performance Comparison

In the year-to-date period, SGLP.L achieves a 16.61% return, which is significantly higher than GSSRX's -0.15% return. Over the past 10 years, SGLP.L has outperformed GSSRX with an annualized return of 9.09%, while GSSRX has yielded a comparatively lower 1.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
19.17%
3.49%
SGLP.L
GSSRX

Compare stocks, funds, or ETFs

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


Invesco Physical Gold A

Goldman Sachs Short Duration Bond Fund

SGLP.L vs. GSSRX - Expense Ratio Comparison

SGLP.L has a 0.12% expense ratio, which is lower than GSSRX's 0.48% expense ratio.


GSSRX
Goldman Sachs Short Duration Bond Fund
Expense ratio chart for GSSRX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for SGLP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SGLP.L vs. GSSRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Gold A (SGLP.L) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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.


SGLP.L
Sharpe ratio
The chart of Sharpe ratio for SGLP.L, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.37
Sortino ratio
The chart of Sortino ratio for SGLP.L, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.002.09
Omega ratio
The chart of Omega ratio for SGLP.L, currently valued at 1.26, compared to the broader market1.001.502.001.26
Calmar ratio
The chart of Calmar ratio for SGLP.L, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.001.48
Martin ratio
The chart of Martin ratio for SGLP.L, currently valued at 3.91, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.91
GSSRX
Sharpe ratio
The chart of Sharpe ratio for GSSRX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.001.37
Sortino ratio
The chart of Sortino ratio for GSSRX, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.002.19
Omega ratio
The chart of Omega ratio for GSSRX, currently valued at 1.25, compared to the broader market1.001.502.001.25
Calmar ratio
The chart of Calmar ratio for GSSRX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.000.69
Martin ratio
The chart of Martin ratio for GSSRX, currently valued at 6.83, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.83

SGLP.L vs. GSSRX - Sharpe Ratio Comparison

The current SGLP.L Sharpe Ratio is 1.59, which roughly equals the GSSRX Sharpe Ratio of 1.53. The chart below compares the 12-month rolling Sharpe Ratio of SGLP.L and GSSRX.


Rolling 12-month Sharpe Ratio0.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.37
1.37
SGLP.L
GSSRX

Dividends

SGLP.L vs. GSSRX - Dividend Comparison

SGLP.L has not paid dividends to shareholders, while GSSRX's dividend yield for the trailing twelve months is around 3.33%.


TTM20232022202120202019201820172016201520142013
SGLP.L
Invesco Physical Gold A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSSRX
Goldman Sachs Short Duration Bond Fund
3.33%3.14%2.18%1.40%2.19%2.85%2.55%2.21%2.08%2.43%1.55%1.48%

Drawdowns

SGLP.L vs. GSSRX - Drawdown Comparison

The maximum SGLP.L drawdown since its inception was -38.83%, which is greater than GSSRX's maximum drawdown of -8.50%. Use the drawdown chart below to compare losses from any high point for SGLP.L and GSSRX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.06%
-0.79%
SGLP.L
GSSRX

Volatility

SGLP.L vs. GSSRX - Volatility Comparison

Invesco Physical Gold A (SGLP.L) has a higher volatility of 6.02% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.67%. This indicates that SGLP.L's price experiences larger fluctuations and is considered to be riskier than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
6.02%
0.67%
SGLP.L
GSSRX