SVPFX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
SVPFX vs. GSIFX - Performance Comparison
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SVPFX vs. GSIFX - 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% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 12.92% |
Returns By Period
In the year-to-date period, SVPFX achieves a 0.87% return, which is significantly higher than GSIFX's -5.52% return.
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
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SVPFX vs. GSIFX - Expense Ratio Comparison
SVPFX has a 0.38% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
SVPFX vs. GSIFX — Risk / Return Rank
SVPFX
GSIFX
SVPFX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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 | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.60 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.61 | 0.91 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.81 | -0.24 |
Martin ratioReturn relative to average drawdown | 3.10 | 3.23 | -0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVPFX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.60 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.30 | +0.07 |
Correlation
The correlation between SVPFX and GSIFX is 0.22, 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. GSIFX - Dividend Comparison
SVPFX's dividend yield for the trailing twelve months is around 2.49%, more than GSIFX's 2.31% yield.
| 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% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
SVPFX vs. GSIFX - Drawdown Comparison
The maximum SVPFX drawdown since its inception was -6.37%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for SVPFX and GSIFX.
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Drawdown Indicators
| SVPFX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.37% | -59.25% | +52.88% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -12.15% | +6.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.94% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -0.45% | -11.48% | +11.03% |
Average DrawdownAverage peak-to-trough decline | -1.99% | -15.30% | +13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 3.06% | -2.08% |
Volatility
SVPFX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) is 0.87%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that SVPFX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVPFX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 6.71% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 1.37% | 11.13% | -9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 16.87% | -8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 16.71% | -11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.60% | 17.32% | -11.72% |