Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSGOX (GOLDMAN SACHS GOVERNMENT INCOME FUND CLASS A) | 2.84% | 4.24% | 0.84% | -2.01% | 0.44% | 1.02% | 2.05% | 3.56% |
Data as of 07/03/2025, AR inception is 02/25/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSGOX (GOLDMAN SACHS GOVERNMENT INCOME FUND CLASS A) | 02/25/1993 | 07/03/2025 |
| 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 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | 4.24 | 0.84 | -2.01 | 0.44 | 1.02 | 2.05 | 3.56 | 2.84 | 0.24 | 4.28 | -12.85 | -4.13 | 6.33 | 5.76 | 0.29 | 1.75 | 1.06 | 0.29 | 4.12 | -2.49 | 2.53 | 6.48 | 4.65 | 4.54 | 5.58 | 7.51 | 3.89 | 1.95 | 2.14 | 3.12 | 9.46 | 8.13 | 12.05 | -1.61 | 7.52 | 9.31 | 3.80 | 17.13 | -2.07 | 4.35 |
| Sharpe Ratio | NA | -0.01 | -0.27 | -0.69 | -0.21 | NA | NA | 0.42 | 0.34 | -1.12 | 0.00 | -1.89 | -1.19 | 1.42 | 1.35 | -0.37 | 0.46 | 0.29 | 0.08 | 1.99 | -0.92 | 1.18 | 1.90 | 1.26 | 1.16 | 0.78 | 1.44 | 0.23 | -0.09 | 0.32 | 0.60 | 2.25 | 1.20 | 1.97 | -1.13 | 1.05 | 1.57 | 0.06 | 2.94 | -0.99 | 0.90 |
| Standard Deviation(%) | NA | 5.32 | 6.80 | 5.92 | 4.80 | NA | NA | 4.17 | 5.40 | 5.68 | 7.59 | 7.57 | 3.49 | 4.29 | 3.23 | 2.75 | 2.46 | 2.92 | 3.41 | 2.06 | 2.75 | 2.12 | 3.40 | 3.63 | 3.83 | 5.97 | 3.15 | 2.69 | 2.38 | 3.77 | 4.07 | 3.71 | 4.92 | 4.05 | 4.27 | 3.99 | 3.66 | 4.82 | 4.52 | 5.10 | 3.40 |
| Draw Down(%) | NA | 5.11 | 10.47 | 20.63 | 20.63 | NA | NA | 20.63 | 2.88 | 4.50 | 8.05 | 16.32 | 4.50 | 4.33 | 2.04 | 2.54 | 1.49 | 4.21 | 2.57 | 0.84 | 4.13 | 1.14 | 2.05 | 3.25 | 2.03 | 4.55 | 1.95 | 1.66 | 2.17 | 3.90 | 4.10 | 2.20 | 3.70 | 2.89 | 3.88 | 3.06 | 2.23 | 3.74 | 1.80 | 5.96 | 2.20 |
| Yield(%) | 0.00 | 2.56 | 2.22 | 1.44 | 1.66 | 2.09 | 2.66 | 3.84 | 1.19 | 2.61 | 2.32 | 1.20 | 0.55 | 1.29 | 2.10 | 1.98 | 1.74 | 1.70 | 1.50 | 1.48 | 1.24 | 4.73 | 3.56 | 5.13 | 4.54 | 4.90 | 4.61 | 3.92 | 2.74 | 2.67 | 4.10 | 4.75 | 7.19 | 6.18 | 4.94 | 8.14 | 6.84 | 6.71 | 6.90 | 6.22 | 4.77 |
Data as of 07/03/2025, AR inception is 02/25/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSGOX (GOLDMAN SACHS GOVERNMENT INCOME FUND CLASS A) |
-6.83%
Oct 2020 - Oct 2023 |
-2.09%
May 2020 - May 2025 |
-0.41%
Oct 2012 - Oct 2022 |
1.05%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSGOX (GOLDMAN SACHS GOVERNMENT INCOME FUND CLASS A) |
10.35%
May 2000 - May 2003 |
7.64%
Apr 1994 - Apr 1999 |
7.21%
Oct 1994 - Oct 2004 |
6.39%
Nov 1994 - Nov 2009 |
Annualized Rolling Returns Comparison Chart