Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSUIX (GOLDMAN SACHS U.S. MORTGAGES FUND INSTITUTIONAL) | 2.76% | 3.97% | 1.38% | -0.75% | 1.12% | 1.98% | 2.69% | 2.76% |
Data as of 07/25/2025, AR inception is 11/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSUIX (GOLDMAN SACHS U.S. MORTGAGES FUND INSTITUTIONAL) | 11/07/2003 | 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 (%) | 0.22 | 3.97 | 1.38 | -0.75 | 1.12 | 1.98 | 2.69 | 2.76 | 2.76 | 1.09 | 5.18 | -12.51 | -1.36 | 5.78 | 6.38 | 0.71 | 1.83 | 1.86 | 1.30 | 6.08 | -0.66 | 5.59 | 5.58 | 7.22 | 11.90 | -3.52 | 5.59 | 4.45 | 2.53 | 1.17 | 1.00 |
| Sharpe Ratio | NA | 0.14 | -0.26 | -0.44 | -0.06 | NA | NA | 0.35 | 0.35 | -0.90 | 0.11 | -1.65 | -0.59 | 1.58 | 2.13 | -0.22 | 0.47 | 0.75 | 0.45 | 2.54 | -0.21 | 3.66 | 2.18 | 2.21 | 2.24 | -0.68 | 0.90 | 0.45 | 0.16 | 0.06 | 2.00 |
| Standard Deviation(%) | NA | 5.58 | 7.54 | 6.43 | 4.95 | NA | NA | 4.25 | 5.56 | 6.09 | 8.59 | 8.46 | 2.36 | 3.50 | 2.33 | 2.67 | 2.56 | 2.21 | 2.82 | 2.39 | 3.31 | 1.53 | 2.55 | 3.22 | 5.28 | 6.46 | 2.90 | 2.63 | 2.32 | 3.78 | 3.30 |
| Draw Down(%) | NA | 5.16 | 11.82 | 18.66 | 18.66 | NA | NA | 18.66 | 2.90 | 4.40 | 9.13 | 17.20 | 2.22 | 4.67 | 1.04 | 2.34 | 1.64 | 2.86 | 1.65 | 0.76 | 3.98 | 0.55 | 1.17 | 2.48 | 3.55 | 10.95 | 2.02 | 1.34 | 1.96 | 3.92 | 0.79 |
| Yield(%) | 0.00 | 3.59 | 3.41 | 2.60 | 2.69 | 2.84 | 3.22 | 3.26 | 1.39 | 4.19 | 3.79 | 2.20 | 1.62 | 2.96 | 3.35 | 2.88 | 2.58 | 2.63 | 2.51 | 2.74 | 2.15 | 4.29 | 2.29 | 3.58 | 4.04 | 4.98 | 4.31 | 4.13 | 3.69 | 1.97 | 0.00 |
Data as of 07/25/2025, AR inception is 11/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSUIX (GOLDMAN SACHS U.S. MORTGAGES FUND INSTITUTIONAL) |
-5.88%
Oct 2020 - Oct 2023 |
-1.16%
Oct 2017 - Oct 2022 |
0.38%
Oct 2013 - Oct 2023 |
2.03%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSUIX (GOLDMAN SACHS U.S. MORTGAGES FUND INSTITUTIONAL) |
9.24%
Oct 2008 - Oct 2011 |
6.76%
Oct 2008 - Oct 2013 |
4.60%
Jun 2006 - Jun 2016 |
3.98%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart