SPFIX vs. GPIX
Compare and contrast key facts about Shelton Capital Management S&P 500 Index Fund (SPFIX) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX).
SPFIX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Apr 20, 1992. GPIX is an actively managed fund by Goldman Sachs. It was launched on Oct 24, 2023.
Performance
SPFIX vs. GPIX - Performance Comparison
Loading graphics...
SPFIX vs. GPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | -7.11% | 17.23% | 42.83% | 15.60% |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | -3.19% | 16.25% | 21.77% | 13.45% |
Returns By Period
In the year-to-date period, SPFIX achieves a -7.11% return, which is significantly lower than GPIX's -3.19% return.
SPFIX
- 1D
- -0.37%
- 1M
- -7.67%
- YTD
- -7.11%
- 6M
- -4.66%
- 1Y
- 14.10%
- 3Y*
- 22.03%
- 5Y*
- 14.01%
- 10Y*
- 15.75%
GPIX
- 1D
- 2.79%
- 1M
- -4.39%
- YTD
- -3.19%
- 6M
- -0.02%
- 1Y
- 16.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPFIX vs. GPIX - Expense Ratio Comparison
SPFIX has a 0.43% expense ratio, which is higher than GPIX's 0.29% expense ratio.
Return for Risk
SPFIX vs. GPIX — Risk / Return Rank
SPFIX
GPIX
SPFIX vs. GPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) and Goldman Sachs S&P 500 Core Premium Income ETF (GPIX). 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.
| SPFIX | GPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.00 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.52 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.52 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.90 | 7.97 | -3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPFIX | GPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.00 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.43 | -0.87 |
Correlation
The correlation between SPFIX and GPIX is 0.97, 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
SPFIX vs. GPIX - Dividend Comparison
SPFIX's dividend yield for the trailing twelve months is around 3.68%, less than GPIX's 8.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | 3.68% | 3.45% | 27.20% | 8.08% | 5.07% | 5.43% | 8.06% | 16.60% | 2.49% | 3.01% | 2.92% | 4.35% |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 8.60% | 8.01% | 7.45% | 1.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPFIX vs. GPIX - Drawdown Comparison
The maximum SPFIX drawdown since its inception was -54.81%, which is greater than GPIX's maximum drawdown of -17.50%. Use the drawdown chart below to compare losses from any high point for SPFIX and GPIX.
Loading graphics...
Drawdown Indicators
| SPFIX | GPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -17.50% | -37.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.54% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -8.90% | -5.13% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -1.54% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.20% | +0.30% |
Volatility
SPFIX vs. GPIX - Volatility Comparison
The current volatility for Shelton Capital Management S&P 500 Index Fund (SPFIX) is 4.22%, while Goldman Sachs S&P 500 Core Premium Income ETF (GPIX) has a volatility of 5.08%. This indicates that SPFIX experiences smaller price fluctuations and is considered to be less risky than GPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SPFIX | GPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 5.08% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 8.42% | +0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 17.02% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 14.07% | +4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 14.07% | +4.77% |