ASTIX vs. GOIIX

Last updated Jun 4, 2026

ASTIX (Astor Dynamic Allocation Fund) and GOIIX (Goldman Sachs Growth and Income Strategy Portfolio) are both Tactical Allocation funds. Over the past 10 years, ASTIX returned 7.09%/yr vs 8.75%/yr for GOIIX. Their correlation of 0.89 suggests significant overlap in exposure. ASTIX charges 1.15%/yr vs 0.19%/yr for GOIIX.

Performance

ASTIX vs. GOIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astor Dynamic Allocation Fund (ASTIX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASTIX achieves a 8.46% return, which is significantly higher than GOIIX's 7.78% return. Over the past 10 years, ASTIX has underperformed GOIIX with an annualized return of 7.09%, while GOIIX has yielded a comparatively higher 8.75% annualized return.

ASTIX

• 1D: -0.07%
• 1M: 3.84%
• YTD: 8.46%
• 6M: 8.77%
• 1Y: 18.24%
• 3Y*: 12.25%
• 5Y*: 6.61%
• 10Y*: 7.09%

GOIIX

• 1D: 0.23%
• 1M: 3.82%
• YTD: 7.78%
• 6M: 8.46%
• 1Y: 20.18%
• 3Y*: 15.41%
• 5Y*: 7.66%
• 10Y*: 8.75%

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

ASTIX vs. GOIIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASTIX Astor Dynamic Allocation Fund	8.46%	10.19%	10.64%	9.79%	-11.50%	14.42%	2.42%	19.37%	-7.67%	15.36%
GOIIX Goldman Sachs Growth and Income Strategy Portfolio	7.78%	15.03%	14.81%	15.16%	-15.86%	12.65%	12.73%	19.16%	-8.63%	16.60%

Correlation

The correlation between ASTIX and GOIIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Nov 2, 2009	0.89

The correlation between ASTIX and GOIIX shifts across timeframes, from 0.77 (1 year) to 0.90 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ASTIX vs. GOIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASTIX

ASTIX Risk / Return Rank: 97
ASTIX Sharpe Ratio Rank: 97
ASTIX Sortino Ratio Rank: 96
ASTIX Omega Ratio Rank: 94
ASTIX Calmar Ratio Rank: 98
ASTIX Martin Ratio Rank: 99

GOIIX

GOIIX Risk / Return Rank: 63
GOIIX Sharpe Ratio Rank: 65
GOIIX Sortino Ratio Rank: 63
GOIIX Omega Ratio Rank: 63
GOIIX Calmar Ratio Rank: 56
GOIIX Martin Ratio Rank: 65

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.

ASTIX vs. GOIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astor Dynamic Allocation Fund (ASTIX) 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.

	ASTIX	GOIIX	Difference
Sharpe ratio Return per unit of total volatility	3.61	2.37	+1.24
Sortino ratio Return per unit of downside risk	5.51	3.33	+2.18
Omega ratio Gain probability vs. loss probability	1.75	1.44	+0.31
Calmar ratio Return relative to maximum drawdown	9.23	2.87	+6.35
Martin ratio Return relative to average drawdown	44.17	12.67	+31.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASTIX vs. GOIIX - Sharpe Ratio Comparison

The current ASTIX Sharpe Ratio is 3.61, which is higher than the GOIIX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ASTIX and GOIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ASTIX	GOIIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.61	2.37	+1.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.72	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.78	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.55	+0.02

Drawdowns

ASTIX vs. GOIIX - Drawdown Comparison

The maximum ASTIX drawdown since its inception was -22.48%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for ASTIX and GOIIX.

Drawdown Indicators

	ASTIX	GOIIX	Difference
Max Drawdown Largest peak-to-trough decline	-22.48%	-43.63%	+21.15%
Max Drawdown (1Y) Largest decline over 1 year	-2.48%	-7.17%	+4.69%
Max Drawdown (3Y) Largest decline over 3 years	-10.89%	-12.19%	+1.30%
Max Drawdown (5Y) Largest decline over 5 years	-14.55%	-23.78%	+9.23%
Max Drawdown (10Y) Largest decline over 10 years	-22.48%	-25.07%	+2.59%
Current Drawdown Current decline from peak	-0.07%	0.00%	-0.07%
Average Drawdown Average peak-to-trough decline	-4.09%	-6.41%	+2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.26%	1.62%	-0.36%

Volatility

ASTIX vs. GOIIX - Volatility Comparison

The current volatility for Astor Dynamic Allocation Fund (ASTIX) is 1.96%, while Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a volatility of 2.65%. This indicates that ASTIX experiences smaller price fluctuations and is considered to be less risky than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASTIX	GOIIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.96%	2.65%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	5.06%	6.99%	-1.93%
Volatility (1Y) Calculated over the trailing 1-year period	6.33%	8.69%	-2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.62%	10.65%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.30%	11.27%	-0.97%

ASTIX vs. GOIIX - Expense Ratio Comparison

ASTIX has a 1.15% expense ratio, which is higher than GOIIX's 0.19% expense ratio.

Dividends

ASTIX vs. GOIIX - Dividend Comparison

ASTIX's dividend yield for the trailing twelve months is around 6.91%, less than GOIIX's 7.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASTIX Astor Dynamic Allocation Fund	6.91%	5.80%	11.59%	1.80%	3.72%	13.89%	0.70%	2.90%	4.02%	5.15%	1.42%	0.91%
GOIIX Goldman Sachs Growth and Income Strategy Portfolio	7.96%	7.98%	9.79%	1.97%	5.09%	6.80%	3.47%	2.29%	3.04%	2.73%	1.37%	3.99%

Frequently Asked Questions

Can I hold both ASTIX and GOIIX in my portfolio?

ASTIX and GOIIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASTIX or GOIIX?

GOIIX has higher volatility (2.65%) compared to ASTIX (1.96%). In terms of maximum drawdown, ASTIX dropped -22.48% vs GOIIX's -43.63%.

Which has better risk-adjusted returns?

ASTIX currently has the higher Sharpe Ratio (3.61 vs 2.37), 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.