Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSOTX (GOLDMAN SACHS GOVERNMENT INCOME FUND INVESTOR SHARES) | 2.25% | 3.19% | 0.82% | -1.94% | 0.67% | 1.25% | NA | 1.97% |
Data as of 07/24/2025, AR inception is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSOTX (GOLDMAN SACHS GOVERNMENT INCOME FUND INVESTOR SHARES) | 12/06/2007 | 07/24/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 3.19 | 0.82 | -1.94 | 0.67 | 1.25 | NA | 1.97 | 2.25 | 0.47 | 4.56 | -12.57 | -3.67 | 6.60 | 6.10 | 0.54 | 1.99 | 1.30 | 0.54 | 4.38 | -2.25 | 2.72 | 6.81 | 4.90 | 4.71 | 5.62 | 0.07 |
| Sharpe Ratio | NA | -0.12 | -0.34 | -0.67 | -0.16 | NA | NA | 0.23 | 0.19 | -1.08 | 0.04 | -1.85 | -1.06 | 1.48 | 1.45 | -0.27 | 0.54 | 0.37 | 0.15 | 2.10 | -0.81 | 1.26 | 2.00 | 1.31 | 1.22 | 0.78 | -0.17 |
| Standard Deviation(%) | NA | 5.23 | 6.72 | 5.93 | 4.81 | NA | NA | 4.34 | 5.17 | 5.68 | 7.59 | 7.59 | 3.48 | 4.30 | 3.23 | 2.85 | 2.52 | 2.94 | 3.44 | 2.08 | 2.80 | 2.13 | 3.40 | 3.69 | 3.78 | 5.99 | 5.16 |
| Draw Down(%) | NA | 5.11 | 10.14 | 19.76 | 19.76 | NA | NA | 19.76 | 2.79 | 4.53 | 7.90 | 16.11 | 4.00 | 4.33 | 2.04 | 2.47 | 1.43 | 4.12 | 2.42 | 0.82 | 4.11 | 1.12 | 2.04 | 3.24 | 1.96 | 4.59 | 0.87 |
| Yield(%) | 0.00 | 2.47 | 2.36 | 1.66 | 1.91 | 2.32 | 2.35 | 2.76 | 1.00 | 2.86 | 2.58 | 1.43 | 1.07 | 1.55 | 2.36 | 2.22 | 1.98 | 1.94 | 1.75 | 1.73 | 1.48 | 4.99 | 3.81 | 5.36 | 4.77 | 5.00 | 0.00 |
Data as of 07/24/2025, AR inception is 12/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOTX (GOLDMAN SACHS GOVERNMENT INCOME FUND INVESTOR SHARES) |
-6.50%
Oct 2020 - Oct 2023 |
-1.84%
May 2020 - May 2025 |
-0.14%
Oct 2012 - Oct 2022 |
1.32%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSOTX (GOLDMAN SACHS GOVERNMENT INCOME FUND INVESTOR SHARES) |
7.38%
Oct 2008 - Oct 2011 |
4.86%
Oct 2008 - Oct 2013 |
3.05%
Apr 2010 - Apr 2020 |
1.84%
Apr 2008 - Apr 2023 |
Annualized Rolling Returns Comparison Chart