SGLP.L vs. GSSRX

In the year-to-date period, SGLP.L achieves a 20.63% return, which is significantly higher than GSSRX's 1.29% return. Over the past 10 years, SGLP.L has outperformed GSSRX with an annualized return of 12.48%, while GSSRX has yielded a comparatively lower 2.20% annualized return.

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

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.

The current SGLP.L Sharpe Ratio is 2.25, which is comparable to the GSSRX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SGLP.L and GSSRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SGLP.L has not paid dividends to shareholders, while GSSRX's dividend yield for the trailing twelve months is around 3.70%.

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.

Invesco Physical Gold A (SGLP.L) has a higher volatility of 10.12% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.59%. 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.