STBCX vs. GSSRX

In the year-to-date period, STBCX achieves a 1.41% return, which is significantly lower than GSSRX's 1.90% return. Over the past 10 years, STBCX has underperformed GSSRX with an annualized return of 1.68%, while GSSRX has yielded a comparatively higher 2.25% annualized return.

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STBCX has a 0.97% expense ratio, which is higher than GSSRX's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Term Bond Fund (STBCX) 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 STBCX Sharpe Ratio is 2.38, which is comparable to the GSSRX Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of STBCX 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.

STBCX's dividend yield for the trailing twelve months is around 4.48%, more than GSSRX's 4.06% yield.

The maximum STBCX drawdown since its inception was -9.61%, which is greater than GSSRX's maximum drawdown of -8.53%. Use the drawdown chart below to compare losses from any high point for STBCX and GSSRX. For additional features, visit the drawdowns tool.

Invesco Short Term Bond Fund (STBCX) and Goldman Sachs Short Duration Bond Fund (GSSRX) have volatilities of 0.71% and 0.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.