AQRIX vs. GOIIX
Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
AQRIX vs. GOIIX - Performance Comparison
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AQRIX vs. GOIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQRIX AQR Multi-Asset Fund | 2.01% | 18.71% | 10.45% | 11.59% | -10.54% | 14.35% | 2.68% | 21.03% | -6.95% | 16.34% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -1.56% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 12.73% | 19.16% | -8.63% | 16.60% |
Returns By Period
In the year-to-date period, AQRIX achieves a 2.01% return, which is significantly higher than GOIIX's -1.56% return. Both investments have delivered pretty close results over the past 10 years, with AQRIX having a 8.00% annualized return and GOIIX not far behind at 7.90%.
AQRIX
- 1D
- 1.75%
- 1M
- -4.47%
- YTD
- 2.01%
- 6M
- 4.67%
- 1Y
- 14.84%
- 3Y*
- 12.69%
- 5Y*
- 8.26%
- 10Y*
- 8.00%
GOIIX
- 1D
- 1.89%
- 1M
- -4.56%
- YTD
- -1.56%
- 6M
- 0.73%
- 1Y
- 14.06%
- 3Y*
- 12.49%
- 5Y*
- 6.49%
- 10Y*
- 7.90%
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AQRIX vs. GOIIX - Expense Ratio Comparison
AQRIX has a 0.80% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
AQRIX vs. GOIIX — Risk / Return Rank
AQRIX
GOIIX
AQRIX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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.
| AQRIX | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.39 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.85 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.30 | +0.42 |
Martin ratioReturn relative to average drawdown | 7.30 | 5.74 | +1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AQRIX | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.39 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.62 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.71 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.52 | +0.22 |
Correlation
The correlation between AQRIX and GOIIX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AQRIX vs. GOIIX - Dividend Comparison
AQRIX's dividend yield for the trailing twelve months is around 3.78%, less than GOIIX's 8.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQRIX AQR Multi-Asset Fund | 3.78% | 3.85% | 1.72% | 2.40% | 6.82% | 6.39% | 1.09% | 6.65% | 7.36% | 10.49% | 7.08% | 2.51% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.72% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
Drawdowns
AQRIX vs. GOIIX - Drawdown Comparison
The maximum AQRIX drawdown since its inception was -19.37%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for AQRIX and GOIIX.
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Drawdown Indicators
| AQRIX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.37% | -43.63% | +24.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -8.55% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -23.78% | +4.41% |
Max Drawdown (10Y)Largest decline over 10 years | -19.37% | -25.07% | +5.70% |
Current DrawdownCurrent decline from peak | -5.14% | -5.34% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -6.44% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.15% | +0.09% |
Volatility
AQRIX vs. GOIIX - Volatility Comparison
AQR Multi-Asset Fund (AQRIX) has a higher volatility of 4.72% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 4.36%. This indicates that AQRIX's price experiences larger fluctuations and is considered to be riskier than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQRIX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.36% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 6.73% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 10.54% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 10.61% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 11.23% | -1.47% |