FPCGX vs. SVPFX

Last updated Jul 14, 2026

FPCGX (Fort Pitt Capital Total Return Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both Large Cap Blend Equities funds. At a 0.09 correlation, their price movements are largely independent. FPCGX charges 1.00%/yr vs 0.38%/yr for SVPFX.

Performance

FPCGX vs. SVPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fort Pitt Capital Total Return Fund (FPCGX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FPCGX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SVPFX

• 1D: 0.00%
• 1M: 0.41%
• 6M: 2.00%
• YTD: 2.00%
• 1Y: 5.61%
• 3Y*: 4.80%
• 5Y*: 2.15%
• 10Y*: —

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

FPCGX vs. SVPFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FPCGX Fort Pitt Capital Total Return Fund	8.29%	21.28%	17.18%	20.94%	-18.85%	12.87%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	2.00%	4.19%	3.82%	5.30%	-4.37%	0.78%

Correlation

The correlation between FPCGX and SVPFX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021	0.09

The correlation between FPCGX and SVPFX shifts across timeframes, from 0.09 (5 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

FPCGX vs. SVPFX — Risk / Return Rank

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

FPCGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SVPFX

SVPFX Risk / Return Rank: 95
SVPFX Sharpe Ratio Rank: 94
SVPFX Sortino Ratio Rank: 93
SVPFX Omega Ratio Rank: 92
SVPFX Calmar Ratio Rank: 98
SVPFX Martin Ratio Rank: 98

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.

FPCGX vs. SVPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fort Pitt Capital Total Return Fund (FPCGX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FPCGX	SVPFX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.65	—
Sortino ratio: Return per unit of downside risk	—	3.99	—
Omega ratio: Gain probability vs. loss probability	—	1.60	—
Calmar ratio: Return relative to maximum drawdown	—	6.48	—
Martin ratio: Return relative to average drawdown	—	23.92	—

Drawdowns

Drawdown Indicators

	FPCGX	SVPFX	Difference
Max Drawdown Largest peak-to-trough decline	—	-6.37%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.91%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-5.32%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-6.37%	—
Current Drawdown Current decline from peak	—	-0.20%	—
Average Drawdown Average peak-to-trough decline	—	-1.89%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.39%	—

Volatility

Volatility by Period

	FPCGX	SVPFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.22%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	5.61%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	5.47%	—

FPCGX vs. SVPFX - Expense Ratio Comparison

FPCGX has a 1.00% expense ratio, which is higher than SVPFX's 0.38% expense ratio.

Dividends

FPCGX vs. SVPFX - Dividend Comparison

FPCGX's dividend yield for the trailing twelve months is around 32.80%, more than SVPFX's 3.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FPCGX Fort Pitt Capital Total Return Fund	32.80%	21.91%	20.03%	18.23%	8.97%	6.95%	0.88%	8.21%	7.16%	2.16%	3.52%	5.38%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	3.19%	1.83%	4.37%	4.29%	0.76%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FPCGX and SVPFX in my portfolio?

FPCGX and SVPFX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.