- Issuer
- Goldman Sachs
- Inception Date
- May 30, 2008
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GARTX Performance Chart
Goldman Sachs Absolute Return Tracker Fund Class A (GARTX) is up 6.3% since the beginning of the year. GARTX is currently trading at $11 per share. Investors who bought $1,000 worth of GARTX shares 5 years ago would now be looking at an investment worth $1,292.
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Returns By Period
Goldman Sachs Absolute Return Tracker Fund Class A (GARTX) has returned 6.26% so far this year and 14.28% over the past 12 months. Over the last ten years, GARTX has returned 5.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Goldman Sachs Absolute Return Tracker Fund Class A
- 1D
- 0.28%
- 1M
- 2.55%
- YTD
- 6.26%
- 6M
- 6.68%
- 1Y
- 14.28%
- 3Y*
- 9.18%
- 5Y*
- 5.25%
- 10Y*
- 5.23%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
GARTX Monthly Returns History
Based on dividend-adjusted daily data since Jun 2, 2008, GARTX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +5.1%, while the worst month was Mar 2020 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, GARTX closed higher 47% of trading days. The best single day was Nov 24, 2008 with a return of +3.3%, while the worst single day was Mar 12, 2020 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.47% | 0.77% | -3.06% | 4.73% | 2.07% | 0.28% | 6.26% | ||||||
| 2025 | 2.83% | -0.10% | -1.84% | -1.04% | 1.68% | 1.86% | 0.61% | 1.41% | 1.99% | 1.17% | 0.00% | 0.50% | 9.36% |
| 2024 | 0.11% | 2.00% | 1.63% | -1.07% | 1.30% | 0.53% | 0.85% | 0.42% | 1.78% | -1.85% | 2.31% | -1.47% | 6.62% |
| 2023 | 3.35% | -1.16% | 1.41% | 0.58% | -0.23% | 2.53% | 1.57% | -0.99% | -1.23% | -1.24% | 3.20% | 2.37% | 10.45% |
| 2022 | -2.13% | -1.30% | 1.43% | -3.04% | 0.11% | -2.80% | 2.19% | -1.46% | -3.43% | 2.25% | 3.70% | -2.03% | -6.61% |
| 2021 | -0.41% | 0.93% | 1.44% | 1.72% | 0.80% | 0.39% | -0.10% | 0.89% | -1.76% | 2.09% | -1.95% | 1.96% | 6.06% |
Benchmark Metrics
Goldman Sachs Absolute Return Tracker Fund Class A has an annualized alpha of 0.06%, beta of 0.26, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since June 03, 2008.
- This fund participated in 41.32% of S&P 500 Index downside but only 29.31% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.26 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.06%
- Beta
- 0.26
- R²
- 0.63
- Upside Capture
- 29.31%
- Downside Capture
- 41.32%
Expense Ratio
GARTX has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GARTX ranks 78 for risk / return — better than 78% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund Class A (GARTX) and compare them to S&P 500 Index.
| GARTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.60 | 2.39 | +0.21 |
Sortino ratioReturn per unit of downside risk | 3.72 | 3.25 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.43 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.11 | +0.30 |
Martin ratioReturn relative to average drawdown | 14.81 | 14.38 | +0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Goldman Sachs Absolute Return Tracker Fund Class A provided a 1.76% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.08 | $0.22 | $0.42 | $0.87 | $0.06 | $0.31 | $0.21 | $0.33 | $0.04 | $0.12 |
Dividend yield | 1.76% | 1.87% | 0.81% | 2.49% | 5.02% | 9.26% | 0.63% | 3.33% | 2.38% | 3.58% | 0.41% | 1.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs Absolute Return Tracker Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.87 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs Absolute Return Tracker Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Goldman Sachs Absolute Return Tracker Fund Class A was 19.12%, occurring on Mar 9, 2009. Recovery took 1315 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -19.12%Mar 2009 | 9mo 6d | 5y 2mo | 5y 11moJun 2008 - May 2014 |
COVID crash2020 | -13.24%Mar 2020 | 1mo 2d | 8mo 15d | 9mo 17dFeb 2020 - Dec 2020 |
Bear market2022 | -11.17%Sep 2022 | 10mo 17d | 1y 2mo | 2y 24dNov 2021 - Dec 2023 |
2025 selloff2025 | -8.47%Apr 2025 | 1mo 17d | 3mo 17d | 5mo 4dFeb 2025 - Jul 2025 |
2016 pullback2016 | -8.20%Feb 2016 | 9mo 20d | 10mo 13d | 1y 7moApr 2015 - Dec 2016 |
Drawdown Indicators
| GARTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.12% | -56.78% | +37.66% |
Max Drawdown (1Y)Largest decline over 1 year | -4.29% | -9.10% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -8.47% | -18.90% | +10.43% |
Max Drawdown (5Y)Largest decline over 5 years | -11.17% | -25.43% | +14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -13.24% | -33.92% | +20.68% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -10.72% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 1.97% | -0.99% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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