Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs TacticalTiltOverlayFund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Goldman Sachs TacticalTiltOverlayFund (TTIFX) has returned -0.19% so far this year and 4.97% over the past 12 months.
Goldman Sachs TacticalTiltOverlayFund
- 1D
- 0.28%
- 1M
- -1.83%
- YTD
- -0.19%
- 6M
- 1.87%
- 1Y
- 4.97%
- 3Y*
- 2.51%
- 5Y*
- 2.75%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 1, 2017, TTIFX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, your investment would double in approximately 23.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +7.5%, while the worst month was Dec 2024 at -5.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TTIFX closed higher 43% of trading days. The best single day was Dec 22, 2023 with a return of +5.9%, while the worst single day was Dec 26, 2023 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.74% | 0.92% | -1.83% | -0.19% | |||||||||
| 2025 | 1.64% | -0.85% | 0.77% | 0.95% | -0.38% | 1.23% | -0.56% | 1.31% | 0.46% | 0.92% | 0.91% | 0.22% | 6.79% |
| 2024 | 0.28% | -0.84% | 0.57% | -1.03% | 0.66% | 0.38% | 1.69% | 1.01% | 0.82% | -1.18% | 0.46% | -5.56% | -2.91% |
| 2023 | 1.42% | -0.84% | 1.31% | 0.37% | -0.65% | -0.46% | 0.56% | 0.28% | -0.28% | -0.19% | 2.23% | 2.18% | 6.04% |
| 2022 | 0.76% | -0.47% | 0.19% | -1.32% | 1.24% | -2.54% | 2.22% | -0.85% | -2.38% | 2.24% | 1.81% | 0.18% | 0.93% |
| 2021 | 0.50% | 2.79% | 1.36% | 0.96% | 1.14% | 0.19% | -0.37% | 0.09% | 0.75% | 0.56% | -1.30% | 1.35% | 8.25% |
Benchmark Metrics
Goldman Sachs TacticalTiltOverlayFund has an annualized alpha of 0.93%, beta of 0.16, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.
- This fund participated in 26.62% of S&P 500 Index downside but only 19.83% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R² of 0.26 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.26 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.93%
- Beta
- 0.16
- R²
- 0.26
- Upside Capture
- 19.83%
- Downside Capture
- 26.62%
Expense Ratio
TTIFX has an expense ratio of 0.68%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TTIFX ranks 75 for risk / return — better than 75% 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 TacticalTiltOverlayFund (TTIFX) and compare them to a chosen benchmark (S&P 500 Index).
| TTIFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.90 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.39 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.40 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.02 | 6.61 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TTIFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Goldman Sachs TacticalTiltOverlayFund provided a 3.01% dividend yield over the last twelve months, with an annual payout of $0.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.00 | $0.57 | $0.09 | $0.21 | $0.47 | $0.11 | $0.00 | $0.09 |
Dividend yield | 3.01% | 3.01% | 0.00% | 5.33% | 0.84% | 2.02% | 4.71% | 1.09% | 0.00% | 0.94% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs TacticalTiltOverlayFund. 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Goldman Sachs TacticalTiltOverlayFund. 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 TacticalTiltOverlayFund was 13.21%, occurring on Mar 18, 2020. Recovery took 29 trading sessions.
The current Goldman Sachs TacticalTiltOverlayFund drawdown is 2.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.21% | Apr 23, 2019 | 229 | Mar 18, 2020 | 29 | Apr 29, 2020 | 258 |
| -9.04% | Dec 26, 2023 | 324 | Apr 11, 2025 | — | — | — |
| -5.37% | Dec 31, 2021 | 186 | Sep 27, 2022 | 74 | Jan 12, 2023 | 260 |
| -5.12% | Jan 29, 2018 | 229 | Dec 24, 2018 | 36 | Feb 15, 2019 | 265 |
| -4.97% | Jun 9, 2020 | 100 | Oct 28, 2020 | 19 | Nov 24, 2020 | 119 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...