Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSBPX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS P SHARES) | 2.54% | 3.28% | 1.66% | -0.77% | NA | NA | NA | 1.23% |
Data as of 07/18/2025, AR inception is 04/27/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSBPX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS P SHARES) | 04/27/2018 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 3.28 | 1.66 | -0.77 | NA | NA | NA | 1.23 | 2.54 | 1.09 | 5.19 | -12.34 | -1.45 | 5.79 | 6.40 | 2.41 |
| Sharpe Ratio | NA | 0.08 | -0.20 | -0.44 | NA | NA | NA | -0.11 | 0.38 | -0.90 | 0.11 | -1.63 | -0.63 | 1.59 | 2.21 | 0.79 |
| Standard Deviation(%) | NA | 5.49 | 7.52 | 6.37 | NA | NA | NA | 5.58 | 5.58 | 6.08 | 8.45 | 8.47 | 2.32 | 3.47 | 2.26 | 2.75 |
| Draw Down(%) | NA | 5.17 | 11.55 | 18.49 | NA | NA | NA | 18.49 | 2.91 | 4.40 | 9.14 | 16.95 | 2.21 | 4.58 | 1.04 | 1.61 |
| Yield(%) | 0.00 | 3.57 | 3.44 | 2.59 | 2.07 | 1.38 | 1.04 | 2.96 | 1.39 | 4.20 | 3.78 | 2.20 | 1.62 | 2.96 | 3.37 | 2.08 |
Data as of 07/18/2025, AR inception is 04/27/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBPX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS P SHARES) |
-5.85%
Oct 2020 - Oct 2023 |
-0.94%
Oct 2018 - Oct 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSBPX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS P SHARES) |
4.51%
Jul 2018 - Jul 2021 |
0.45%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart