Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSGLX (GOLDMAN SACHS GLOBAL INCOME FUND INSTITUTIONAL) | 1.71% | 4.24% | 3.33% | -0.80% | 1.91% | 2.58% | 3.19% | 4.47% |
Data as of 07/21/2025, AR inception is 08/29/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSGLX (GOLDMAN SACHS GLOBAL INCOME FUND INSTITUTIONAL) | 08/29/1995 | 07/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.27 | 4.24 | 3.33 | -0.80 | 1.91 | 2.58 | 3.19 | 4.47 | 1.71 | 1.34 | 8.24 | -12.50 | -3.03 | 6.33 | 9.18 | 0.22 | 2.55 | 3.47 | 1.08 | 7.74 | 0.57 | 7.65 | 4.30 | 4.53 | 12.38 | -1.44 | 6.39 | 2.05 | 4.66 | 4.85 | 0.64 | 6.50 | 5.16 | 9.85 | -0.87 | 10.85 | 10.33 | 9.90 | 6.48 |
| Sharpe Ratio | NA | 0.13 | -0.01 | -0.61 | 0.10 | NA | NA | 0.66 | -0.10 | -1.15 | 0.72 | -2.32 | -1.02 | 1.19 | 2.82 | -0.57 | 0.85 | 1.30 | 0.14 | 4.22 | 0.12 | 4.18 | 1.63 | 1.62 | 3.81 | -0.54 | 1.18 | -0.60 | 1.13 | 1.08 | -0.01 | 1.62 | 0.76 | 0.67 | -1.23 | 2.09 | 2.17 | 1.55 | 5.48 |
| Standard Deviation(%) | NA | 3.83 | 5.06 | 4.70 | 4.46 | NA | NA | 4.07 | 3.83 | 4.55 | 5.59 | 6.02 | 3.01 | 5.09 | 2.75 | 1.94 | 2.28 | 2.52 | 7.24 | 1.83 | 4.56 | 1.83 | 2.61 | 2.75 | 3.23 | 4.37 | 2.89 | 2.03 | 2.20 | 3.60 | 5.91 | 3.32 | 3.77 | 8.65 | 3.32 | 3.60 | 3.13 | 4.09 | 3.06 |
| Draw Down(%) | NA | 2.72 | 8.40 | 19.77 | 19.77 | NA | NA | 19.77 | 1.85 | 3.66 | 4.28 | 15.41 | 3.95 | 7.41 | 1.72 | 1.89 | 1.17 | 3.23 | 5.36 | 0.46 | 4.71 | 0.75 | 1.52 | 3.37 | 2.67 | 7.85 | 1.45 | 1.72 | 1.26 | 2.85 | 6.18 | 1.79 | 3.06 | 5.33 | 3.97 | 3.19 | 2.00 | 2.50 | 1.06 |
| Yield(%) | 0.00 | 4.60 | 3.36 | 2.36 | 2.74 | 3.28 | 3.72 | 4.85 | 1.17 | 5.03 | 2.75 | 1.82 | 0.84 | 2.78 | 3.40 | 1.59 | 1.96 | 1.79 | 5.98 | 6.47 | 5.87 | 6.11 | 2.27 | 2.43 | 10.92 | 4.09 | 3.42 | 3.37 | 8.53 | 7.77 | 5.61 | 4.50 | 4.82 | 10.14 | 5.06 | 7.22 | 8.46 | 6.22 | 7.35 |
Data as of 07/21/2025, AR inception is 08/29/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSGLX (GOLDMAN SACHS GLOBAL INCOME FUND INSTITUTIONAL) |
-5.34%
Oct 2020 - Oct 2023 |
-0.53%
Oct 2017 - Oct 2022 |
1.29%
Oct 2012 - Oct 2022 |
2.62%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSGLX (GOLDMAN SACHS GLOBAL INCOME FUND INSTITUTIONAL) |
12.19%
Sep 1995 - Sep 1998 |
8.55%
Mar 1996 - Mar 2001 |
6.59%
Sep 1995 - Sep 2005 |
6.10%
Sep 1995 - Sep 2010 |
Annualized Rolling Returns Comparison Chart