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CRTOX vs. GOIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRTOX vs. GOIIX - Performance Comparison

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

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CRTOX vs. GOIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CRTOX
Conquer Risk Tactical Opportunities Fund
-3.29%11.98%8.39%15.76%-14.53%-2.00%19.81%
GOIIX
Goldman Sachs Growth and Income Strategy Portfolio
-3.39%15.03%14.81%15.16%-15.86%12.65%15.56%

Returns By Period

The year-to-date returns for both stocks are quite close, with CRTOX having a -3.29% return and GOIIX slightly lower at -3.39%.


CRTOX

1D
-0.61%
1M
-6.18%
YTD
-3.29%
6M
-1.22%
1Y
13.37%
3Y*
5.61%
5Y*
2.02%
10Y*

GOIIX

1D
0.07%
1M
-6.83%
YTD
-3.39%
6M
-0.74%
1Y
12.30%
3Y*
11.79%
5Y*
6.28%
10Y*
7.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRTOX vs. GOIIX - Expense Ratio Comparison

CRTOX has a 1.63% expense ratio, which is higher than GOIIX's 0.19% expense ratio.


Return for Risk

CRTOX vs. GOIIX — Risk / Return Rank

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

CRTOX
CRTOX Risk / Return Rank: 4141
Overall Rank
CRTOX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CRTOX Sortino Ratio Rank: 3737
Sortino Ratio Rank
CRTOX Omega Ratio Rank: 4747
Omega Ratio Rank
CRTOX Calmar Ratio Rank: 5353
Calmar Ratio Rank
CRTOX Martin Ratio Rank: 4343
Martin Ratio Rank

GOIIX
GOIIX Risk / Return Rank: 5555
Overall Rank
GOIIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GOIIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GOIIX Omega Ratio Rank: 6464
Omega Ratio Rank
GOIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
GOIIX Martin Ratio Rank: 4242
Martin Ratio Rank
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.

CRTOX vs. GOIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conquer Risk Tactical Opportunities Fund (CRTOX) 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.


CRTOXGOIIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.21

-0.52

Sortino ratio

Return per unit of downside risk

1.23

1.61

-0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.27

0.98

+0.30

Martin ratio

Return relative to average drawdown

4.43

4.37

+0.05

CRTOX vs. GOIIX - Sharpe Ratio Comparison

The current CRTOX Sharpe Ratio is 0.69, which is lower than the GOIIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of CRTOX and GOIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRTOXGOIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.21

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.60

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.52

-0.52

Correlation

The correlation between CRTOX and GOIIX is 0.70, 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

CRTOX vs. GOIIX - Dividend Comparison

CRTOX's dividend yield for the trailing twelve months is around 12.71%, more than GOIIX's 8.88% yield.


TTM20252024202320222021202020192018201720162015
CRTOX
Conquer Risk Tactical Opportunities Fund
12.71%12.29%4.58%0.67%0.00%15.16%2.98%0.00%0.00%0.00%0.00%0.00%
GOIIX
Goldman Sachs Growth and Income Strategy Portfolio
8.88%7.98%9.79%1.97%5.09%6.80%3.47%2.29%3.04%2.73%1.37%3.99%

Drawdowns

CRTOX vs. GOIIX - Drawdown Comparison

The maximum CRTOX drawdown since its inception was -98.92%, which is greater than GOIIX's maximum drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for CRTOX and GOIIX.


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Drawdown Indicators


CRTOXGOIIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.92%

-43.63%

-55.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-8.55%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-98.92%

-23.78%

-75.14%

Max Drawdown (10Y)

Largest decline over 10 years

-25.07%

Current Drawdown

Current decline from peak

-98.65%

-7.10%

-91.55%

Average Drawdown

Average peak-to-trough decline

-30.61%

-6.44%

-24.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.14%

+0.88%

Volatility

CRTOX vs. GOIIX - Volatility Comparison

Conquer Risk Tactical Opportunities Fund (CRTOX) has a higher volatility of 4.18% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 3.77%. This indicates that CRTOX'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


CRTOXGOIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.77%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

6.48%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

10.40%

+9.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3,567.73%

10.58%

+3,557.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,328.76%

11.22%

+3,317.54%