SVPFX Performance — Goldman Sachs Strategic Volatility Premium Fund, Institutional Shares
Data updated: 2026-07-22
SVPFX returned +1.58% year to date and +5.92% over one year to May 2026. Annualised returns are +5.00% over 3 years and +2.49% over 5 years. The fund trailed its US Multi-Cap category average: $100 invested three years ago grew to $116, against $120 for the category, and to $106 over one year, against $111. Volatility over the past three years was 2.63% a year. In the 12 months to May 2026 the fund took in a net $83.9M, and assets reached $577.61M.
SVPFX Growth of $100
What $100 invested in Goldman Sachs Strategic Volatility Premium Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap category average over the same months.
| Period | SVPFX | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $106 | $111 |
| 3 years (Jun 2023 – May 2026) | $116 | $120 |
| 5 years (Jun 2021 – May 2026) | $113 | $110 |
| Since data start (Mar 2021 – May 2026) | $114 | $113 |
SVPFX Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.58% |
| 1 year | +5.92% |
| 3 years (annualised) | +5.00% |
| 5 years (annualised) | +2.49% |
SVPFX Annual Returns
Calendar-year total returns of Goldman Sachs Strategic Volatility Premium Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +1.58% |
| 2025 | +6.05% |
| 2024 | +3.85% |
| 2023 | +5.31% |
| 2022 | −4.36% |
| 2021 (Mar–Dec) | +0.78% |
SVPFX 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 | +0.2% | +1.1% | −0.4% | +0.5% | +0.1% | — | — | — | — | — | — | — |
| 2025 | +0.5% | +1.4% | +0.6% | −0.4% | −0.3% | +1.0% | −0.1% | +1.2% | +0.4% | +0.6% | +0.7% | +0.4% |
| 2024 | +0.5% | −0.6% | +0.5% | −0.7% | +1.0% | +0.9% | +1.6% | +0.7% | +1.1% | −1.5% | +0.4% | −0.2% |
| 2023 | +1.1% | −1.4% | +2.1% | +0.5% | −0.6% | −0.8% | +0.4% | +0.5% | −0.5% | +0.2% | +1.9% | +1.8% |
| 2022 | −0.4% | −0.2% | −1.8% | −0.7% | +0.8% | −1.3% | +0.9% | −1.2% | −1.5% | −0.2% | +1.3% | −0.1% |
| 2021 | — | — | 0.0% | +0.2% | +0.2% | 0.0% | +0.5% | +0.1% | −0.1% | −0.4% | +0.3% | 0.0% |
SVPFX Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 2.63%
- 3-year Sharpe ratio: 0.19 (vs 4.5% risk-free rate)
- Best month: +1.86% (Nov 2023)
- Worst month: −1.48% (Oct 2024)
SVPFX Fund Flows
Monthly money in and out of Goldman Sachs Strategic Volatility Premium Fund, from SEC Form N-PORT.
- 12-month net flow: $83.9M
- 12-month gross sales (incl. reinvestments): $196.1M
- Sales ÷ redemptions: 1.75×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $29.6M | $6.5M | $23.1M |
| Apr 2026 | $33.7M | $17.4M | $16.3M |
| Mar 2026 | $17.3M | $5.0M | $12.2M |
| Feb 2026 | $14.9M | $14.3M | $566K |
| Jan 2026 | $31.1M | $9.7M | $21.4M |
| Dec 2025 | $10.6M | $25.2M | −$14.6M |
| Nov 2025 | $9.6M | $6.7M | $2.9M |
| Oct 2025 | $4.6M | $1.8M | $2.8M |
| Sep 2025 | $9.7M | $11.9M | −$2.1M |
| Aug 2025 | $18.9M | $7.6M | $11.4M |
| Jul 2025 | $8.1M | $2.5M | $5.6M |
| Jun 2025 | $7.9M | $3.6M | $4.4M |
SVPFX Assets Under Management
Net assets of Goldman Sachs Strategic Volatility Premium Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $577.61M |
| 2026-02-28 | $528.35M |
| 2025-11-30 | $516.53M |
| 2025-08-31 | $509.22M |
| 2025-05-31 | $481.95M |
| 2025-02-28 | $496.87M |
| 2024-11-30 | $476.73M |
| 2024-08-31 | $444.58M |
| 2024-05-31 | $421.56M |
| 2024-02-29 | $431.16M |
| 2023-11-30 | $446.06M |
| 2023-08-31 | $443.77M |
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.