Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSOIX (GOLDMAN SACHS GOVERNMENT INCOME FUND INSTITUTIONAL) | 2.59% | 4.22% | 1.03% | -1.80% | 0.70% | 1.31% | 2.33% | 3.43% |
Data as of 07/03/2025, AR inception is 08/27/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSOIX (GOLDMAN SACHS GOVERNMENT INCOME FUND INSTITUTIONAL) | 08/27/1997 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.61 | 4.22 | 1.03 | -1.80 | 0.70 | 1.31 | 2.33 | 3.43 | 2.59 | 0.84 | 4.60 | -12.56 | -3.99 | 6.67 | 6.11 | 0.63 | 1.91 | 1.39 | 0.69 | 4.48 | -2.23 | 2.88 | 6.92 | 5.03 | 4.90 | 5.76 | 7.49 | 4.44 | 2.24 | 2.75 | 3.55 | 9.91 | 8.55 | 12.60 | -1.33 | 4.63 | 4.23 |
| Sharpe Ratio | NA | 0.19 | -0.32 | -0.65 | -0.14 | NA | NA | 0.44 | 0.41 | -1.02 | 0.05 | -1.85 | -1.17 | 1.50 | 1.45 | -0.25 | 0.51 | 0.40 | 0.19 | 2.19 | -0.80 | 1.34 | 2.04 | 1.36 | 1.24 | 0.81 | 1.43 | 0.43 | 0.03 | 0.48 | 0.69 | 2.35 | 1.27 | 2.06 | -1.06 | 0.35 | 2.67 |
| Standard Deviation(%) | NA | 5.26 | 6.77 | 5.93 | 4.80 | NA | NA | 4.13 | 5.37 | 5.65 | 7.63 | 7.58 | 3.44 | 4.29 | 3.24 | 2.77 | 2.52 | 2.93 | 3.43 | 2.03 | 2.81 | 2.13 | 3.38 | 3.64 | 3.86 | 5.95 | 3.15 | 2.74 | 2.36 | 3.80 | 4.16 | 3.74 | 4.99 | 4.13 | 4.29 | 3.74 | 3.48 |
| Draw Down(%) | NA | 5.02 | 10.17 | 19.97 | 19.97 | NA | NA | 19.97 | 2.79 | 4.44 | 7.91 | 16.10 | 4.33 | 4.33 | 1.98 | 2.44 | 1.46 | 4.10 | 2.46 | 0.81 | 4.09 | 1.18 | 1.96 | 3.17 | 2.00 | 4.52 | 1.93 | 1.28 | 2.18 | 3.84 | 4.05 | 2.14 | 3.67 | 2.85 | 3.69 | 2.99 | 0.89 |
| Yield(%) | 0.00 | 2.55 | 2.40 | 1.64 | 1.91 | 2.36 | 2.94 | 3.81 | 1.02 | 2.90 | 2.63 | 1.47 | 0.75 | 1.60 | 2.44 | 2.31 | 1.90 | 2.03 | 1.84 | 1.83 | 1.57 | 5.08 | 3.92 | 5.56 | 4.89 | 5.06 | 4.66 | 4.44 | 2.90 | 3.34 | 4.52 | 5.17 | 7.66 | 6.61 | 5.29 | 5.48 | 2.46 |
Data as of 07/03/2025, AR inception is 08/27/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOIX (GOLDMAN SACHS GOVERNMENT INCOME FUND INSTITUTIONAL) |
-6.59%
Oct 2020 - Oct 2023 |
-1.86%
May 2020 - May 2025 |
-0.12%
Oct 2012 - Oct 2022 |
1.36%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOIX (GOLDMAN SACHS GOVERNMENT INCOME FUND INSTITUTIONAL) |
10.78%
May 2000 - May 2003 |
7.58%
Aug 1999 - Aug 2004 |
6.36%
Jan 2000 - Jan 2010 |
5.52%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison Chart