ETFRX vs. GOIIX
Compare and contrast key facts about North Square Tactical Defensive Fund (ETFRX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
ETFRX is managed by Stadion Funds. It was launched on Sep 14, 2006. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
ETFRX vs. GOIIX - Performance Comparison
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ETFRX vs. GOIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETFRX North Square Tactical Defensive Fund | -1.57% | 8.44% | 7.31% | 5.65% | -8.28% | 13.49% | 3.99% | 12.46% | -2.99% | 15.26% |
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
The year-to-date returns for both investments are quite close, with ETFRX having a -1.57% return and GOIIX slightly higher at -1.56%. Over the past 10 years, ETFRX has underperformed GOIIX with an annualized return of 5.84%, while GOIIX has yielded a comparatively higher 7.90% annualized return.
ETFRX
- 1D
- 1.57%
- 1M
- -3.44%
- YTD
- -1.57%
- 6M
- -1.56%
- 1Y
- 8.21%
- 3Y*
- 7.20%
- 5Y*
- 4.01%
- 10Y*
- 5.84%
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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ETFRX vs. GOIIX - Expense Ratio Comparison
ETFRX has a 1.86% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
ETFRX vs. GOIIX — Risk / Return Rank
ETFRX
GOIIX
ETFRX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square Tactical Defensive Fund (ETFRX) 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.
| ETFRX | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.39 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.85 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.30 | +0.08 |
Martin ratioReturn relative to average drawdown | 3.18 | 5.74 | -2.56 |
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
| ETFRX | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.39 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.62 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.71 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.52 | -0.16 |
Correlation
The correlation between ETFRX and GOIIX is 0.87, 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
ETFRX vs. GOIIX - Dividend Comparison
ETFRX's dividend yield for the trailing twelve months is around 0.49%, less than GOIIX's 8.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETFRX North Square Tactical Defensive Fund | 0.49% | 0.48% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.38% | 0.00% | 2.25% | 0.00% | 3.02% |
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
ETFRX vs. GOIIX - Drawdown Comparison
The maximum ETFRX drawdown since its inception was -37.11%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for ETFRX and GOIIX.
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Drawdown Indicators
| ETFRX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.11% | -43.63% | +6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.12% | -8.55% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -12.17% | -23.78% | +11.61% |
Max Drawdown (10Y)Largest decline over 10 years | -21.30% | -25.07% | +3.77% |
Current DrawdownCurrent decline from peak | -4.54% | -5.34% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -6.44% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.15% | +0.49% |
Volatility
ETFRX vs. GOIIX - Volatility Comparison
The current volatility for North Square Tactical Defensive Fund (ETFRX) is 3.60%, while Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a volatility of 4.36%. This indicates that ETFRX 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.
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Volatility by Period
| ETFRX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.36% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 6.73% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 10.54% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.39% | 10.61% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.41% | 11.23% | -0.82% |