Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GSOSX (GOLDMAN SACHS GOVERNMENT INCOME FUND SERVICE) | 2.20% | 2.99% | 0.96% | -2.26% | 0.22% | 0.85% | 2.30% | 2.83% |
Data as of 07/08/2025, AR inception is 08/15/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GSOSX (GOLDMAN SACHS GOVERNMENT INCOME FUND SERVICE) | 08/15/1997 | 07/08/2025 |
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 (%) | -0.77 | 2.99 | 0.96 | -2.26 | 0.22 | 0.85 | 2.30 | 2.83 | 2.20 | 0.34 | 4.01 | -12.98 | -4.05 | 6.14 | 5.59 | 0.13 | 1.58 | 0.90 | 0.13 | 3.95 | -2.66 | 2.30 | 6.40 | 4.87 | 6.06 | 7.16 | 9.32 | 5.93 | 3.36 | 3.23 | 3.03 | 9.38 | 7.87 | 12.11 | -6.20 | -1.37 | 1.32 |
Sharpe Ratio | NA | 0.11 | -0.39 | -0.72 | -0.23 | NA | NA | 0.30 | 0.35 | -1.12 | -0.03 | -1.90 | -1.17 | 1.37 | 1.30 | -0.43 | 0.38 | 0.24 | 0.03 | 1.92 | -0.96 | 1.07 | 1.88 | 1.31 | 1.53 | 1.03 | 1.90 | 0.88 | 0.48 | 0.60 | 0.57 | 2.21 | 1.15 | 1.97 | -2.39 | -1.10 | 0.02 |
Standard Deviation(%) | NA | 5.24 | 6.75 | 5.92 | 4.80 | NA | NA | 4.15 | 5.34 | 5.58 | 7.62 | 7.58 | 3.48 | 4.29 | 3.22 | 2.78 | 2.52 | 2.90 | 3.40 | 2.05 | 2.80 | 2.11 | 3.39 | 3.66 | 3.91 | 6.02 | 3.34 | 3.04 | 2.48 | 3.84 | 4.08 | 3.74 | 4.89 | 4.07 | 3.95 | 4.25 | 3.10 |
Draw Down(%) | NA | 5.19 | 10.62 | 20.87 | 20.87 | NA | NA | 20.87 | 2.83 | 4.57 | 8.08 | 16.41 | 4.40 | 4.34 | 2.05 | 2.64 | 1.53 | 4.29 | 2.55 | 0.85 | 4.26 | 1.15 | 2.07 | 3.27 | 1.78 | 4.46 | 1.77 | 1.23 | 1.88 | 3.79 | 4.19 | 2.14 | 3.71 | 2.90 | 6.40 | 5.65 | 0.89 |
Yield(%) | 0.00 | 2.12 | 1.99 | 1.29 | 1.50 | 1.94 | 2.93 | 3.24 | 0.86 | 2.41 | 2.14 | 1.04 | 0.64 | 1.08 | 1.92 | 1.82 | 1.58 | 1.54 | 1.35 | 1.31 | 1.07 | 4.58 | 3.41 | 5.33 | 6.07 | 6.37 | 6.30 | 5.85 | 4.11 | 3.74 | 4.01 | 4.66 | 7.09 | 6.09 | 0.00 | 0.00 | 0.00 |
Data as of 07/08/2025, AR inception is 08/15/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GSOSX (GOLDMAN SACHS GOVERNMENT INCOME FUND SERVICE) |
-6.91%
Oct 2020 - Oct 2023 |
-2.27%
May 2020 - May 2025 |
-0.56%
Oct 2012 - Oct 2022 |
0.90%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GSOSX (GOLDMAN SACHS GOVERNMENT INCOME FUND SERVICE) |
10.24%
May 2000 - May 2003 |
7.31%
Oct 2005 - Oct 2010 |
6.90%
Jan 2000 - Jan 2010 |
5.58%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart