ABRZX vs. TTIFX
ABRZX (Invesco Balanced-Risk Allocation Fund Class A) and TTIFX (Goldman Sachs TacticalTiltOverlayFund) are both Tactical Allocation funds. Over the past 5 years, ABRZX returned 3.68%/yr vs 2.63%/yr for TTIFX. Their 0.47 correlation means their historical movements had little consistent relationship. ABRZX charges 1.41%/yr vs 0.68%/yr for TTIFX.
Performance
ABRZX vs. TTIFX - Performance Comparison
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Returns By Period
In the year-to-date period, ABRZX achieves a 18.01% return, which is significantly higher than TTIFX's 1.12% return.
ABRZX
- 1D
- 0.00%
- 1M
- 1.58%
- 6M
- 11.98%
- YTD
- 18.01%
- 1Y
- 24.96%
- 3Y*
- 9.79%
- 5Y*
- 3.68%
- 10Y*
- 4.31%
- ALL TIME*
- 5.72%
TTIFX
- 1D
- 0.00%
- 1M
- -0.28%
- 6M
- 0.37%
- YTD
- 1.12%
- 1Y
- 5.05%
- 3Y*
- 3.02%
- 5Y*
- 2.63%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ABRZX vs. TTIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 18.01% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 8.66% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | 1.12% | 6.79% | -2.91% | 6.04% | 0.93% | 8.25% | 5.13% | 4.99% | -2.45% | 0.84% |
Correlation
The correlation between ABRZX and TTIFX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.47 |
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Return for Risk
ABRZX vs. TTIFX — Risk / Return Rank
ABRZX
TTIFX
ABRZX vs. TTIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABRZX | TTIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.36 | 2.44 | +2.92 |
| Martin ratioReturn relative to average drawdown | 14.70 | 6.73 | +7.97 |
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Drawdowns
ABRZX vs. TTIFX - Drawdown Comparison
The maximum ABRZX drawdown since its inception was -26.62%, which is greater than TTIFX's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for ABRZX and TTIFX.
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Drawdown Indicators
| ABRZX | TTIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -13.21% | -13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -2.11% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -18.28% | -9.04% | -9.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -9.04% | -10.29% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | — | — |
Current DrawdownCurrent decline from peak | -2.63% | -0.82% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -2.12% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 0.75% | +0.90% |
Volatility
ABRZX vs. TTIFX - Volatility Comparison
Invesco Balanced-Risk Allocation Fund Class A (ABRZX) has a higher volatility of 2.88% compared to Goldman Sachs TacticalTiltOverlayFund (TTIFX) at 0.86%. This indicates that ABRZX's price experiences larger fluctuations and is considered to be riskier than TTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRZX | TTIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 0.86% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 2.18% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.81% | 2.83% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 5.91% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.94% | 5.86% | +5.08% |
ABRZX vs. TTIFX - Expense Ratio Comparison
ABRZX has a 1.41% expense ratio, which is higher than TTIFX's 0.68% expense ratio.
Dividends
ABRZX vs. TTIFX - Dividend Comparison
ABRZX's dividend yield for the trailing twelve months is around 2.86%, less than TTIFX's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 2.86% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | 2.98% | 3.01% | 0.00% | 5.33% | 0.84% | 2.02% | 4.71% | 1.09% | 0.00% | 0.94% | 0.00% | 0.00% |
Frequently Asked Questions
ABRZX and TTIFX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABRZX has higher volatility (2.88%) compared to TTIFX (0.86%). In terms of maximum drawdown, ABRZX dropped -26.62% vs TTIFX's -13.21%.
ABRZX currently has the higher Sharpe Ratio (2.49 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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