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ISIN
US38142B1127
Inception Date
Apr 30, 2008
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TIGGX Performance Chart

Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) is up 10.7% since the beginning of the year. TIGGX is currently trading at $31 per share. Investors who bought $1,000 worth of TIGGX shares 5 years ago would now be looking at an investment worth $1,738.


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S&P 500 Index

Returns By Period

Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) has returned 10.69% so far this year and 26.10% over the past 12 months. Over the last ten years, TIGGX has returned 11.96% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Goldman Sachs Tax-Advantaged Global Equity Portfolio

1D
0.51%
1M
5.35%
YTD
10.69%
6M
11.29%
1Y
26.10%
3Y*
20.25%
5Y*
11.69%
10Y*
11.96%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIGGX Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2008, TIGGX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Oct 2008 at -18.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TIGGX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.5%, while the worst single day was Mar 17, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.50%1.30%-5.86%7.70%4.61%0.51%10.69%
20253.14%-0.92%-4.24%0.16%5.67%3.95%1.48%2.33%3.34%1.89%0.74%0.37%19.03%
20241.76%5.19%2.98%-3.65%4.32%2.05%1.47%1.57%1.11%-1.53%4.71%-1.35%19.85%
20236.21%-1.71%1.47%0.88%-0.36%5.73%2.59%-1.90%-3.44%-1.91%7.48%4.25%20.23%
2022-5.25%-1.85%2.37%-6.37%0.10%-8.00%7.11%-3.06%-7.85%7.09%5.39%-4.51%-15.36%
2021-0.05%2.64%3.15%4.64%1.46%2.02%1.18%2.47%-3.13%3.94%-1.94%4.21%22.25%

Benchmark Metrics

Goldman Sachs Tax-Advantaged Global Equity Portfolio has an annualized alpha of 0.90%, beta of 0.79, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 01, 2008.

  • This fund participated in 94.94% of S&P 500 Index downside but only 90.22% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.90%
Beta
0.79
0.79
Upside Capture
90.22%
Downside Capture
94.94%

Expense Ratio

TIGGX has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TIGGX ranks 67 for risk / return — better than 67% 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.


TIGGX Risk / Return Rank: 6767
Overall Rank
TIGGX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TIGGX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIGGX Omega Ratio Rank: 6363
Omega Ratio Rank
TIGGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
TIGGX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and compare them to S&P 500 Index.


TIGGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.42

2.39

+0.03

Sortino ratio

Return per unit of downside risk

3.37

3.25

+0.12

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

3.08

3.11

-0.03

Martin ratio

Return relative to average drawdown

13.90

14.38

-0.48

Dividends

Dividend History

Goldman Sachs Tax-Advantaged Global Equity Portfolio provided a 4.82% dividend yield over the last twelve months, with an annual payout of $1.52 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.52$1.52$0.73$0.28$0.66$0.40$0.21$0.28$0.11$0.21$0.15$0.22

Dividend yield

4.82%5.34%2.90%1.31%3.61%1.78%1.15%1.65%0.81%1.34%1.12%1.78%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Tax-Advantaged Global Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$1.52$1.52
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40

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 Tax-Advantaged Global Equity Portfolio. 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 Tax-Advantaged Global Equity Portfolio was 50.68%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-50.68%Mar 2009
9mo 24d2y 1mo
2y 11moMay 2008 - Apr 2011
COVID crash2020
-32.91%Mar 2020
1mo 3d5mo 3d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-21.71%Sep 2022
9mo 4d1y 2mo
1y 11moDec 2021 - Dec 2023
2016 bear market2016
-20.67%Feb 2016
8mo 25d10mo 2d
1y 6moMay 2015 - Dec 2016
2011 bear market2011
-20.63%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012

Drawdown Indicators


TIGGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

-56.78%

+6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-9.10%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-18.90%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-25.43%

+3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-33.92%

+1.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.02%

-10.72%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.97%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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