SVPFX vs. BFSAX

Last updated Jun 19, 2026

SVPFX (Goldman Sachs Strategic Volatility Premium Fund) and BFSAX (BFS Equity Fund) are both Large Cap Blend Equities funds. At a 0.07 correlation, their price movements are largely independent. SVPFX charges 0.38%/yr vs 1.25%/yr for BFSAX.

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.

Returns By Period

SVPFX

• 1D: -0.40%
• 1M: 0.51%
• YTD: 1.38%
• 6M: 1.49%
• 1Y: 4.54%
• 3Y*: 4.48%
• 5Y*: 2.10%
• 10Y*: —

BFSAX

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

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

SVPFX vs. BFSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SVPFX Goldman Sachs Strategic Volatility Premium Fund	1.38%	4.19%	3.82%	5.30%	-4.37%	0.78%
BFSAX BFS Equity Fund	0.00%	0.00%	0.00%	8.75%	-18.53%	17.05%

Correlation

The correlation between SVPFX and BFSAX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021	0.07

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: 68
SVPFX Sharpe Ratio Rank: 58
SVPFX Sortino Ratio Rank: 56
SVPFX Omega Ratio Rank: 77
SVPFX Calmar Ratio Rank: 83
SVPFX Martin Ratio Rank: 68

BFSAX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SVPFX	BFSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.01	—	—
Sortino ratio: Return per unit of downside risk	2.81	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.59	—	—
Martin ratio: Return relative to average drawdown	12.02	—	—

Drawdowns

Drawdown Indicators

	SVPFX	BFSAX	Difference
Max Drawdown Largest peak-to-trough decline	-6.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.33%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-5.32%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.37%	—	—
Current Drawdown Current decline from peak	-0.40%	—	—
Average Drawdown Average peak-to-trough decline	-1.91%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.39%	—	—

Volatility

Volatility by Period

	SVPFX	BFSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.38%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.61%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.50%	—	—

SVPFX vs. BFSAX - Expense Ratio Comparison

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

Dividends

SVPFX vs. BFSAX - Dividend Comparison

SVPFX's dividend yield for the trailing twelve months is around 2.47%, while BFSAX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	2.47%	1.83%	4.37%	4.29%	0.76%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SVPFX and BFSAX in my portfolio?

SVPFX and BFSAX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.