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Trending ETFs

Goldman Sachs Strategic Volatility Premium Fund

mutual fund
SVPFX
Payout Change
Pending
Price as of:
$9.54 +0.0 +0.0%
primary theme
U.S. Large-Cap Blend Equity
share class
Instl (SVPFX) P (SVPBX)
SVPFX (Mutual Fund)

Goldman Sachs Strategic Volatility Premium Fund

Payout Change
Pending
Price as of:
$9.54 +0.0 +0.0%
primary theme
U.S. Large-Cap Blend Equity
share class
Instl (SVPFX) P (SVPBX)
SVPFX (Mutual Fund)

Goldman Sachs Strategic Volatility Premium Fund

Payout Change
Pending
Price as of:
$9.54 +0.0 +0.0%
primary theme
U.S. Large-Cap Blend Equity
share class
Instl (SVPFX) P (SVPBX)

Name

As of 12/24/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

Goldman Sachs Strategic Volatility Premium Fund

SVPFX | Fund

$9.54

$436 M

4.38%

$0.42

0.73%

Vitals

YTD Return

3.3%

1 yr return

3.5%

3 Yr Avg Return

1.3%

5 Yr Avg Return

N/A

Net Assets

$436 M

Holdings in Top 10

94.6%

52 WEEK LOW AND HIGH

$9.5
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 0.73%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A

Min Investment

Standard (Taxable)

$1,000,000

IRA

N/A

Fund Classification

Fund Type

Open End Mutual Fund

Name

As of 12/24/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

Goldman Sachs Strategic Volatility Premium Fund

SVPFX | Fund

$9.54

$436 M

4.38%

$0.42

0.73%

SVPFX - Profile

Distributions

  • YTD Total Return 3.3%
  • 3 Yr Annualized Total Return 1.3%
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio -0.36%
DIVIDENDS
  • Dividend Yield 4.4%
  • Dividend Distribution Frequency None

Fund Details

  • Legal Name
    Goldman Sachs Strategic Volatility Premium Fund
  • Fund Family Name
    Goldman Sachs Fund Complex
  • Inception Date
    Mar 29, 2021
  • Shares Outstanding
    N/A
  • Share Class
    Instl
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    James Park

Fund Description

The Fund seeks to achieve its investment objective through the implementation of a proprietary volatility overlay strategy (“Strategic Volatility Premium”). The Strategic Volatility Premium is a “factor” within the proprietary Strategic Factor Allocation process of the Goldman Sachs Investment Strategy Group (“Investment Strategy Group”). The Strategic Factor Allocation process was developed to provide exposure to “factors,” which the Investment Adviser believes to be systematic drivers of investment returns that offer the potential for greater and more consistent returns in different market environments. The Strategic Volatility Premium is generally derived from the Investment Strategy Group’s market views. The Investment Adviser determines in its sole discretion how to implement the Strategic Volatility Premium.The Strategic Volatility Premium seeks to enhance the returns of a fixed income allocation to U.S. Treasury securities with the implementation of an options-based overlay strategy whereby the Fund sells (writes) options on securities indices and/or various other reference securities, such as U.S. Treasury futures and futures contracts based on the Secured Overnight Financing Rate (“SOFR”). To limit the downside risk of these written options, the Fund may utilize long options on instruments corresponding to the instruments underlying the written options as well as take positions in these instruments directly or by acquiring other closely related securities such as futures on these instruments. These positions are intended to reduce the impacts on the Fund if the underlying instrument approaches or falls past the strike price of a written put option or if it increases past the strike price of a written call option.Under normal circumstances, the Fund will primarily invest in fixed and floating rate U.S. Treasury securities, futures and options. U.S. Treasury securities include U.S. Treasury notes, U.S. Treasury bills and U.S. Treasury floating rate bonds with remaining maturities between one and five years. The Fund may also use futures to gain exposure to U.S. Treasury securities. The options-based overlay strategy seeks to enhance the returns of the U.S. Treasury securities. The options-based overlay strategy is designed to provide the Fund with enhanced returns and additional income. The downside risk may be mitigated by long options positions to the extent of the difference between the strike prices of the purchased options and the strike prices of the written options, as well as hedging positions in the instruments underlying the written options or other closely related securities such as futures on these instruments.As the seller of options, the Fund will receive cash (the “premium”) from the purchaser. If the purchaser exercises an option, the Fund pays the purchaser the difference between the strike price of the option and the price of the underlier at the time of exercise in the case of a put option or the difference between the price of the underlier at the time of exercise and the strike price of the option in the case of a call option. The premium, the exercise price and the market price of the underlier determine the gain or loss realized by the Fund as the seller of options. As the buyer of options, the Fund will pay the “premium” to the seller. If the Fund exercises a put option, the seller will pay the Fund the difference between the strike price of the option and the price of the underlier at the time of exercise. If the Fund exercises a call option, the seller will pay the Fund the difference between the price of the underlier at the time of exercise and the strike price of the option. The premium, the exercise price and the market price of the underlier determine the gain or loss realized by the Fund as the buyer of options.During periods in which the expected volatility of the markets for the instruments underlying the options exceeds subsequent realized volatility, a portfolio of U.S. Treasury securities with an options-based overlay strategy may outperform the same portfolio without such an options overlay strategy. However, a portfolio with an options-based overlay strategy may underperform the same portfolio without these options, for example, if realized volatility in the underlying markets exceeds expected volatility.In addition to the Strategic Volatility Premium, the Fund may use futures contracts, primarily futures on indexes, options on indexes and options on futures to more effectively gain targeted exposure to the volatility premium, to equitize cash and to hedge the Fund’s portfolio if it is unable to purchase or write the necessary options for its overlay strategy. Derivative positions may be listed or over-the-counter (“OTC”) and may or may not be centrally cleared.The Fund’s benchmark index is the Bloomberg 1-5 Year U.S. Treasury Index.
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SVPFX - Performance

Return Ranking - Trailing

Period SVPFX Return Category Return Low Category Return High Rank in Category (%)
YTD 3.3% -53.3% 47.6% 98.34%
1 Yr 3.5% -53.0% 47.8% 98.34%
3 Yr 1.3%* -24.7% 16.4% 96.98%
5 Yr N/A* -10.4% 108.3% N/A
10 Yr N/A* -0.6% 52.3% N/A

* Annualized

Return Ranking - Calendar

Period SVPFX Return Category Return Low Category Return High Rank in Category (%)
2023 0.9% -42.6% 47.4% 96.76%
2022 -5.1% -56.3% -4.2% 0.42%
2021 N/A -27.2% 537.8% N/A
2020 N/A -22.5% 2181.7% N/A
2019 N/A -13.5% 40.4% N/A

Total Return Ranking - Trailing

Period SVPFX Return Category Return Low Category Return High Rank in Category (%)
YTD 3.3% -53.3% 47.6% 98.34%
1 Yr 3.5% -53.0% 47.8% 98.34%
3 Yr 1.3%* -24.7% 16.4% 96.98%
5 Yr N/A* -10.4% 108.3% N/A
10 Yr N/A* -0.6% 52.3% N/A

* Annualized

Total Return Ranking - Calendar

Period SVPFX Return Category Return Low Category Return High Rank in Category (%)
2023 5.3% -5.0% 47.4% 98.84%
2022 -4.4% -36.8% -2.2% 0.92%
2021 N/A 3.0% 537.8% N/A
2020 N/A -15.8% 2266.0% N/A
2019 N/A -0.4% 241.3% N/A

NAV & Total Return History

SVPFX - Holdings

Concentration Analysis

SVPFX Category Low Category High SVPFX % Rank
Net Assets 436 M 2.34 M 1.84 T 70.65%
Number of Holdings 86 2 3963 56.80%
Net Assets in Top 10 421 M 880 K 525 B 54.39%
Weighting of Top 10 94.64% 0.3% 111.6% 1.92%

Top 10 Holdings

  1. Goldman Sachs Financial Square Funds - Treasury Instruments Fund 29.72%
  2. U.S. Treasury Bills 16.72%
  3. U.S. Treasury Bills 11.16%
  4. U.S. Treasury Bills 6.74%
  5. U.S. Treasury Bills 5.59%
  6. U.S. Treasury Bills 5.57%
  7. U.S. Treasury Bills 5.57%
  8. U.S. Treasury Bills 5.52%
  9. U.S. Treasury Bills 4.42%
  10. U.S. Treasury Bills 3.63%

Asset Allocation

Weighting Return Low Return High SVPFX % Rank
Cash 		69.32% 0.00% 99.07% 0.17%
Stocks 		30.86% 0.00% 105.79% 98.26%
Preferred Stocks 		0.00% 0.00% 2.15% 48.92%
Convertible Bonds 		0.00% 0.00% 5.54% N/A
Bonds 		0.00% 0.00% 93.85% 49.83%
Other 		-0.18% -13.91% 100.00% 99.09%

Stock Sector Breakdown

Weighting Return Low Return High SVPFX % Rank
Utilities 		0.00% 0.00% 20.91% N/A
Technology 		0.00% 0.00% 48.94% N/A
Real Estate 		0.00% 0.00% 31.91% N/A
Industrials 		0.00% 0.00% 29.90% N/A
Healthcare 		0.00% 0.00% 52.29% N/A
Financial Services 		0.00% 0.00% 55.59% N/A
Energy 		0.00% 0.00% 41.64% N/A
Communication Services 		0.00% 0.00% 27.94% N/A
Consumer Defense 		0.00% 0.00% 47.71% N/A
Consumer Cyclical 		0.00% 0.00% 30.33% N/A
Basic Materials 		0.00% 0.00% 25.70% N/A

Stock Geographic Breakdown

Weighting Return Low Return High SVPFX % Rank
US 		30.86% 0.00% 105.79% 98.26%
Non US 		0.00% 0.00% 63.83% 55.47%

SVPFX - Expenses

Operational Fees

SVPFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.73% 0.01% 19.75% 55.51%
Management Fee 0.50% 0.00% 1.90% 47.83%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.00% 0.85% N/A

Sales Fees

SVPFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.00% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

SVPFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.25% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

SVPFX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 268.00% N/A

SVPFX - Distributions

Dividend Yield Analysis

SVPFX Category Low Category High SVPFX % Rank
Dividend Yield 4.38% 0.00% 25.47% 21.78%

Dividend Distribution Analysis

SVPFX Category Low Category High Category Mod
Dividend Distribution Frequency None Annual Quarterly Quarterly

Net Income Ratio Analysis

SVPFX Category Low Category High SVPFX % Rank
Net Income Ratio -0.36% -54.00% 2.44% 92.71%

Capital Gain Distribution Analysis

SVPFX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually

Distributions History

View More +

SVPFX - Fund Manager Analysis

Managers

James Park

Start Date

Tenure

Tenure Rank

Mar 30, 2021

1.17

1.2%

James Park joined Goldman Sachs Asset Management as a member of the QIS Team in 2004. He is a senior member of the QIS research and portfolio management team.

Federico Gilly

Start Date

Tenure

Tenure Rank

Mar 30, 2021

1.17

1.2%

Mr. Gilly is co-head of research, portfolio management and portfolio construction for the Alternative Investment Strategies (AIS) team within GSAM’s QIS platform. Mr. Gilly joined Goldman Sachs in 2000.

Patrick Hartnett

Start Date

Tenure

Tenure Rank

Mar 30, 2021

1.17

1.2%

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 39.02 7.29 2.42

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