VOLMX vs. SVPFX
VOLMX (Volumetric Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both Large Cap Blend Equities funds. Over the past 5 years, VOLMX returned 4.75%/yr vs 2.16%/yr for SVPFX. At a 0.12 correlation, their price movements are largely independent. VOLMX charges 1.89%/yr vs 0.38%/yr for SVPFX.
Performance
VOLMX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, VOLMX achieves a 11.12% return, which is significantly higher than SVPFX's 1.69% return.
VOLMX
- 1D
- 0.69%
- 1M
- 5.14%
- YTD
- 11.12%
- 6M
- 9.72%
- 1Y
- 15.92%
- 3Y*
- 8.33%
- 5Y*
- 4.75%
- 10Y*
- 5.75%
SVPFX
- 1D
- 0.30%
- 1M
- 0.61%
- YTD
- 1.69%
- 6M
- 1.80%
- 1Y
- 4.86%
- 3Y*
- 4.58%
- 5Y*
- 2.16%
- 10Y*
- —
VOLMX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 11.12% | 1.52% | 5.77% | 12.57% | -14.29% | 9.70% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.69% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between VOLMX and SVPFX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.12 |
The correlation between VOLMX and SVPFX shifts across timeframes, from 0.12 (5 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VOLMX vs. SVPFX — Risk / Return Rank
VOLMX
SVPFX
VOLMX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| VOLMX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.48 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.84 | -2.01 |
| Martin ratioReturn relative to average drawdown | 6.84 | 12.86 | -6.02 |
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Drawdowns
VOLMX vs. SVPFX - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.79%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for VOLMX and SVPFX.
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Drawdown Indicators
| VOLMX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -6.37% | -43.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -1.33% | -7.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.09% | -5.32% | -18.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -6.37% | -17.72% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.10% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -1.91% | -7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.39% | +1.93% |
Volatility
VOLMX vs. SVPFX - Volatility Comparison
Volumetric Fund (VOLMX) has a higher volatility of 4.73% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 1.01%. This indicates that VOLMX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOLMX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 1.01% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 1.71% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 2.40% | +9.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 5.61% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.66% | 5.50% | +9.16% |
VOLMX vs. SVPFX - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Dividends
VOLMX vs. SVPFX - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 1.71%, less than SVPFX's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VOLMX Volumetric Fund | 1.71% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% |
Frequently Asked Questions
VOLMX and SVPFX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOLMX has higher volatility (4.73%) compared to SVPFX (1.01%). In terms of maximum drawdown, VOLMX dropped -49.79% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.14 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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