SVPFX vs. BFSAX

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and BFS Equity Fund (BFSAX).

SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021. BFSAX is managed by BFS. It was launched on Nov 8, 2013.

Performance

SVPFX vs. BFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and BFS Equity Fund (BFSAX). The values are adjusted to include any dividend payments, if applicable.

SVPFX vs. BFSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SVPFX Goldman Sachs Strategic Volatility Premium Fund	0.87%	4.19%	3.82%	5.30%	-4.37%	0.78%
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	8.75%	-18.53%	17.16%

Returns By Period

SVPFX

• 1D: 0.36%
• 1M: -0.45%
• YTD: 0.87%
• 6M: 2.58%
• 1Y: 3.47%
• 3Y*: 4.08%
• 5Y*: —
• 10Y*: —

BFSAX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SVPFX vs. BFSAX - Expense Ratio Comparison

SVPFX has a 0.38% expense ratio, which is lower than BFSAX's 1.25% expense ratio.

BFSAX

BFS Equity Fund

SVPFX

Goldman Sachs Strategic Volatility Premium Fund

Return for Risk

SVPFX vs. BFSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVPFX

SVPFX Risk / Return Rank: 23
SVPFX Sharpe Ratio Rank: 15
SVPFX Sortino Ratio Rank: 12
SVPFX Omega Ratio Rank: 39
SVPFX Calmar Ratio Rank: 19
SVPFX Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVPFX vs. BFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and BFS Equity Fund (BFSAX). 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.

	SVPFX	BFSAX	Difference
Sharpe ratio Return per unit of total volatility	0.44	—	—
Sortino ratio Return per unit of downside risk	0.61	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	0.57	—	—
Martin ratio Return relative to average drawdown	3.10	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SVPFX	BFSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	—	—

Correlation

The correlation between SVPFX and BFSAX is 0.07, 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.

Dividends

SVPFX vs. BFSAX - Dividend Comparison

SVPFX's dividend yield for the trailing twelve months is around 2.49%, while BFSAX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SVPFX Goldman Sachs Strategic Volatility Premium Fund	2.49%	1.83%	4.37%	4.29%	0.76%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	0.00%	1.14%	9.63%	1.50%	1.69%	3.63%	0.32%	0.45%	0.30%

Drawdowns

Drawdown Indicators

	SVPFX	BFSAX	Difference
Max Drawdown Largest peak-to-trough decline	-6.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-5.22%	—	—
Current Drawdown Current decline from peak	-0.45%	—	—
Average Drawdown Average peak-to-trough decline	-1.99%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	—	—

Volatility

Volatility by Period

	SVPFX	BFSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.02%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.60%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.60%	—	—