Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSUAX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS A) | 2.96% | 3.87% | 1.11% | -1.04% | 0.80% | 1.64% | 2.39% | 2.47% |
Data as of 07/25/2025, AR inception is 11/10/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSUAX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS A) | 11/10/2003 | 07/25/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 3.87 | 1.11 | -1.04 | 0.80 | 1.64 | 2.39 | 2.47 | 2.96 | 0.60 | 4.84 | -12.86 | -1.77 | 5.55 | 5.93 | 0.36 | 1.47 | 1.60 | 0.90 | 5.71 | -0.91 | 5.23 | 5.03 | 6.85 | 11.82 | -3.82 | 5.41 | 4.26 | 2.38 | 1.35 | 1.00 |
| Sharpe Ratio | NA | 0.13 | -0.30 | -0.49 | -0.13 | NA | NA | 0.29 | 0.41 | -0.97 | 0.07 | -1.70 | -0.81 | 1.53 | 2.10 | -0.35 | 0.33 | 0.66 | 0.32 | 2.47 | -0.29 | 3.53 | 1.98 | 2.14 | 2.20 | -0.72 | 0.83 | 0.38 | 0.09 | 0.11 | 2.15 |
| Standard Deviation(%) | NA | 5.56 | 7.51 | 6.38 | 4.91 | NA | NA | 4.22 | 5.58 | 6.16 | 8.44 | 8.44 | 2.22 | 3.46 | 2.16 | 2.70 | 2.59 | 2.12 | 2.75 | 2.31 | 3.20 | 1.48 | 2.52 | 3.16 | 5.32 | 6.54 | 2.93 | 2.65 | 2.27 | 3.78 | 3.17 |
| Draw Down(%) | NA | 5.29 | 12.08 | 19.32 | 19.32 | NA | NA | 19.32 | 2.95 | 4.66 | 9.38 | 17.38 | 2.36 | 4.59 | 0.95 | 2.46 | 1.67 | 2.92 | 1.62 | 0.76 | 4.01 | 0.64 | 1.18 | 2.51 | 3.57 | 11.07 | 2.02 | 1.45 | 1.96 | 3.83 | 0.70 |
| Yield(%) | 0.00 | 3.59 | 3.19 | 2.35 | 2.40 | 2.52 | 2.93 | 2.99 | 1.58 | 3.85 | 3.45 | 1.87 | 1.30 | 2.62 | 3.01 | 2.53 | 2.23 | 2.28 | 2.20 | 2.37 | 1.82 | 3.94 | 1.95 | 3.22 | 3.84 | 4.79 | 4.15 | 3.95 | 3.64 | 2.05 | 0.00 |
Data as of 07/25/2025, AR inception is 11/10/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSUAX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS A) |
-6.18%
Oct 2020 - Oct 2023 |
-1.52%
Oct 2017 - Oct 2022 |
0.04%
Oct 2013 - Oct 2023 |
1.70%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSUAX (GOLDMAN SACHS U.S. MORTGAGES FUND CLASS A) |
8.96%
Oct 2008 - Oct 2011 |
6.44%
Oct 2008 - Oct 2013 |
4.28%
Jun 2006 - Jun 2016 |
3.66%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart