CRAZX vs. GIPIX
Compare and contrast key facts about Columbia Adaptive Risk Allocation Fund (CRAZX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX).
CRAZX is managed by Columbia. It was launched on Jun 18, 2012. GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
CRAZX vs. GIPIX - Performance Comparison
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CRAZX vs. GIPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRAZX Columbia Adaptive Risk Allocation Fund | 0.94% | 14.35% | 7.85% | 8.84% | -15.03% | 11.20% | 9.44% | 18.93% | -4.52% | 13.26% |
GIPIX Goldman Sachs Balanced Strategy Portfolio | -2.44% | 10.80% | 8.51% | 12.49% | -14.43% | 7.94% | 11.09% | 15.68% | -6.52% | 11.63% |
Returns By Period
In the year-to-date period, CRAZX achieves a 0.94% return, which is significantly higher than GIPIX's -2.44% return. Over the past 10 years, CRAZX has outperformed GIPIX with an annualized return of 6.51%, while GIPIX has yielded a comparatively lower 5.45% annualized return.
CRAZX
- 1D
- 0.38%
- 1M
- -4.64%
- YTD
- 0.94%
- 6M
- 3.19%
- 1Y
- 14.35%
- 3Y*
- 9.57%
- 5Y*
- 5.05%
- 10Y*
- 6.51%
GIPIX
- 1D
- 0.09%
- 1M
- -5.43%
- YTD
- -2.44%
- 6M
- -0.36%
- 1Y
- 8.91%
- 3Y*
- 8.13%
- 5Y*
- 3.82%
- 10Y*
- 5.45%
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CRAZX vs. GIPIX - Expense Ratio Comparison
CRAZX has a 0.74% expense ratio, which is higher than GIPIX's 0.19% expense ratio.
Return for Risk
CRAZX vs. GIPIX — Risk / Return Rank
CRAZX
GIPIX
CRAZX vs. GIPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Adaptive Risk Allocation Fund (CRAZX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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.
| CRAZX | GIPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.14 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.60 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 0.93 | +1.09 |
Martin ratioReturn relative to average drawdown | 9.65 | 4.10 | +5.55 |
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
| CRAZX | GIPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.14 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.49 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.68 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.64 | 0.00 |
Correlation
The correlation between CRAZX and GIPIX is 0.83, 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
CRAZX vs. GIPIX - Dividend Comparison
CRAZX's dividend yield for the trailing twelve months is around 2.85%, less than GIPIX's 5.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRAZX Columbia Adaptive Risk Allocation Fund | 2.85% | 2.87% | 2.52% | 0.55% | 8.14% | 20.39% | 2.12% | 7.51% | 6.22% | 7.14% | 0.94% | 1.03% |
GIPIX Goldman Sachs Balanced Strategy Portfolio | 5.95% | 5.22% | 4.06% | 2.12% | 4.56% | 6.37% | 2.25% | 2.51% | 4.70% | 4.51% | 1.46% | 5.73% |
Drawdowns
CRAZX vs. GIPIX - Drawdown Comparison
The maximum CRAZX drawdown since its inception was -18.21%, smaller than the maximum GIPIX drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for CRAZX and GIPIX.
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Drawdown Indicators
| CRAZX | GIPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.21% | -29.46% | +11.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -6.33% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -18.21% | -20.65% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -18.21% | -20.65% | +2.44% |
Current DrawdownCurrent decline from peak | -4.81% | -5.50% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -3.70% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.65% | -0.18% |
Volatility
CRAZX vs. GIPIX - Volatility Comparison
Columbia Adaptive Risk Allocation Fund (CRAZX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX) have volatilities of 2.91% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRAZX | GIPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.94% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 4.78% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.52% | 8.09% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.60% | 7.93% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.27% | 8.06% | +0.21% |