GGMIX Performance — Goldman Sachs Global Managed Beta Fund
Data updated: 2026-07-22
GGMIX returned +12.10% year to date and +31.35% over one year to May 2026. Annualised returns are +20.80% over 3 years and +10.50% over 5 years. The fund beat its Global Blend category average: $100 invested three years ago grew to $176, against $132 for the category, and to $131 over one year, against $93. Volatility over the past three years was 13.01% a year. In the 12 months to May 2026 the fund lost a net $470.1M, and assets reached $4.87B. Returns are those of sibling share class GGMBX; this class's own returns are not reported in filings.
GGMIX Growth of $100
What $100 invested in Goldman Sachs Global Managed Beta Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Blend category average over the same months.
| Period | GGMIX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $131 | $93 |
| 3 years (Jun 2023 – May 2026) | $176 | $132 |
| 5 years (Jun 2021 – May 2026) | $165 | $110 |
| Since data start (Sep 2019 – May 2026) | $241 | $148 |
GGMIX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +12.10% |
| 1 year | +31.35% |
| 3 years (annualised) | +20.80% |
| 5 years (annualised) | +10.50% |
GGMIX Annual Returns
Calendar-year total returns of Goldman Sachs Global Managed Beta Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +12.10% |
| 2025 | +21.00% |
| 2024 | +15.96% |
| 2023 | +20.68% |
| 2022 | −18.75% |
| 2021 | +20.17% |
| 2020 | +18.28% |
| 2019 (Sep–Dec) | +10.12% |
GGMIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.9% | +2.1% | −6.9% | +9.5% | +4.8% | — | — | — | — | — | — | — |
| 2025 | +3.3% | −0.7% | −4.4% | −0.1% | +5.5% | +4.9% | +1.0% | +3.3% | +3.6% | +2.3% | +0.3% | +0.7% |
| 2024 | 0.0% | +4.4% | +3.2% | −4.0% | +4.4% | +1.8% | +2.5% | +2.1% | +2.1% | −2.6% | +4.7% | −3.3% |
| 2023 | +7.5% | −3.0% | +3.0% | +1.6% | −1.2% | +5.2% | +3.5% | −2.9% | −4.4% | −3.1% | +8.6% | +5.5% |
| 2022 | −5.2% | −2.9% | +1.7% | −7.6% | +0.4% | −7.7% | +7.0% | −3.9% | −8.9% | +6.3% | +7.1% | −4.8% |
| 2021 | +0.1% | +2.9% | +3.5% | +3.6% | +1.7% | +1.6% | +0.4% | +2.5% | −3.9% | +4.7% | −2.4% | +4.1% |
| 2020 | −0.9% | −6.7% | −12.9% | +10.0% | +5.0% | +3.1% | +4.2% | +5.7% | −2.5% | −2.2% | +12.2% | +4.8% |
| 2019 | — | — | — | — | — | — | — | — | +1.9% | +2.4% | +2.6% | +2.8% |
GGMIX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 13.01%
- 3-year Sharpe ratio: 1.25 (vs 4.5% risk-free rate)
- Best month: +9.47% (Apr 2026)
- Worst month: −6.93% (Mar 2026)
GGMIX Fund Flows
Monthly money in and out of Goldman Sachs Global Managed Beta Fund, from SEC Form N-PORT.
- 12-month net flow: −$470.1M
- 12-month gross sales (incl. reinvestments): $1.2B
- Sales ÷ redemptions: 0.71×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $24.9M | $187.8M | −$162.8M |
| Apr 2026 | $55.7M | $162.4M | −$106.7M |
| Mar 2026 | $69.0M | $31.3M | $37.7M |
| Feb 2026 | $78.8M | $126.9M | −$48.1M |
| Jan 2026 | $101.5M | $31.1M | $70.4M |
| Dec 2025 | $265.0M | $283.0M | −$17.9M |
| Nov 2025 | $151.3M | $190.6M | −$39.3M |
| Oct 2025 | $284.2M | $59.0M | $225.2M |
| Sep 2025 | $10.8M | $32.5M | −$21.7M |
| Aug 2025 | $67.7M | $239.5M | −$171.8M |
| Jul 2025 | $26.9M | $55.6M | −$28.7M |
| Jun 2025 | $21.6M | $227.9M | −$206.3M |
GGMIX Assets Under Management
Net assets of Goldman Sachs Global Managed Beta Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $4.87B |
| 2026-02-28 | $4.80B |
| 2025-11-30 | $4.77B |
| 2025-08-31 | $4.34B |
| 2025-05-31 | $4.36B |
| 2025-02-28 | $4.28B |
| 2024-11-30 | $4.30B |
| 2024-08-31 | $4.24B |
| 2024-05-31 | $3.97B |
| 2024-02-29 | $3.17B |
| 2023-11-30 | $2.97B |
| 2023-08-31 | $2.31B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.