SVPFX vs. SVSPX
Compare and contrast key facts about Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and State Street S&P 500 Index Fund Class N (SVSPX).
SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Performance
SVPFX vs. SVSPX - Performance Comparison
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SVPFX vs. SVSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.97% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
SVSPX State Street S&P 500 Index Fund Class N | -4.37% | 17.83% | 25.07% | 26.21% | -18.31% | 17.74% |
Returns By Period
In the year-to-date period, SVPFX achieves a 0.97% return, which is significantly higher than SVSPX's -4.37% return.
SVPFX
- 1D
- 0.10%
- 1M
- -0.15%
- YTD
- 0.97%
- 6M
- 2.58%
- 1Y
- 3.37%
- 3Y*
- 4.12%
- 5Y*
- —
- 10Y*
- —
SVSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.37%
- 6M
- -2.09%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.67%
- 10Y*
- 13.92%
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SVPFX vs. SVSPX - Expense Ratio Comparison
SVPFX has a 0.38% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Return for Risk
SVPFX vs. SVSPX — Risk / Return Rank
SVPFX
SVSPX
SVPFX vs. SVSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) and State Street S&P 500 Index Fund Class N (SVSPX). 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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.06 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.66 | 1.71 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.43 | +0.18 |
Martin ratioReturn relative to average drawdown | 3.32 | 1.65 | +1.67 |
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 | SVSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.06 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.56 | -0.18 |
Correlation
The correlation between SVPFX and SVSPX is 0.13, 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. SVSPX - Dividend Comparison
SVPFX's dividend yield for the trailing twelve months is around 2.48%, less than SVSPX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.48% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SVSPX State Street S&P 500 Index Fund Class N | 8.68% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
Drawdowns
SVPFX vs. SVSPX - Drawdown Comparison
The maximum SVPFX drawdown since its inception was -6.37%, smaller than the maximum SVSPX drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for SVPFX and SVSPX.
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Drawdown Indicators
| SVPFX | SVSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.37% | -55.76% | +49.39% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -12.15% | +6.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.69% | — |
Current DrawdownCurrent decline from peak | -0.35% | -6.26% | +5.91% |
Average DrawdownAverage peak-to-trough decline | -1.99% | -9.28% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 5.01% | -4.03% |
Volatility
SVPFX vs. SVSPX - Volatility Comparison
The current volatility for Goldman Sachs Strategic Volatility Premium Fund (SVPFX) is 0.85%, while State Street S&P 500 Index Fund Class N (SVSPX) has a volatility of 5.01%. This indicates that SVPFX experiences smaller price fluctuations and is considered to be less risky than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVPFX | SVSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 5.01% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.37% | 9.75% | -8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.01% | 20.72% | -12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 17.41% | -11.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.59% | 18.30% | -12.71% |