GCTIX vs. ASFYX
Compare and contrast key facts about Goldman Sachs U.S. Tax-Managed Equity Fund (GCTIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX).
GCTIX is managed by BlackRock. It was launched on Apr 3, 2000. ASFYX is managed by BlackRock. It was launched on Jul 30, 2010.
Performance
GCTIX vs. ASFYX - Performance Comparison
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GCTIX vs. ASFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCTIX Goldman Sachs U.S. Tax-Managed Equity Fund | -7.27% | 15.35% | 27.60% | 23.80% | -20.26% | 29.22% | 17.53% | 25.90% | -7.78% | 20.29% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 6.59% | -9.67% | -3.22% | -10.33% | 35.67% | 3.52% | 13.59% | 8.99% | -12.59% | 6.78% |
Returns By Period
In the year-to-date period, GCTIX achieves a -7.27% return, which is significantly lower than ASFYX's 6.59% return. Over the past 10 years, GCTIX has outperformed ASFYX with an annualized return of 12.17%, while ASFYX has yielded a comparatively lower 1.87% annualized return.
GCTIX
- 1D
- -0.65%
- 1M
- -8.78%
- YTD
- -7.27%
- 6M
- -4.94%
- 1Y
- 13.80%
- 3Y*
- 16.64%
- 5Y*
- 10.41%
- 10Y*
- 12.17%
ASFYX
- 1D
- 0.00%
- 1M
- -1.55%
- YTD
- 6.59%
- 6M
- 10.95%
- 1Y
- 3.41%
- 3Y*
- -2.89%
- 5Y*
- 2.30%
- 10Y*
- 1.87%
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GCTIX vs. ASFYX - Expense Ratio Comparison
GCTIX has a 0.75% expense ratio, which is lower than ASFYX's 1.47% expense ratio.
Return for Risk
GCTIX vs. ASFYX — Risk / Return Rank
GCTIX
ASFYX
GCTIX vs. ASFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Tax-Managed Equity Fund (GCTIX) and AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX). 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.
| GCTIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.18 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.21 | 0.30 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.10 | +0.82 |
Martin ratioReturn relative to average drawdown | 4.16 | 0.16 | +4.00 |
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
| GCTIX | ASFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.18 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.31 | +0.13 |
Correlation
The correlation between GCTIX and ASFYX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GCTIX vs. ASFYX - Dividend Comparison
GCTIX's dividend yield for the trailing twelve months is around 0.55%, less than ASFYX's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCTIX Goldman Sachs U.S. Tax-Managed Equity Fund | 0.55% | 0.51% | 3.06% | 0.52% | 0.71% | 0.42% | 0.70% | 0.68% | 0.10% | 0.86% | 0.96% | 1.02% |
ASFYX AlphaSimplex Managed Futures Strategy Fund Class Y | 1.43% | 1.52% | 1.46% | 0.99% | 32.48% | 6.07% | 3.40% | 5.51% | 1.30% | 0.07% | 0.01% | 5.06% |
Drawdowns
GCTIX vs. ASFYX - Drawdown Comparison
The maximum GCTIX drawdown since its inception was -56.62%, which is greater than ASFYX's maximum drawdown of -36.43%. Use the drawdown chart below to compare losses from any high point for GCTIX and ASFYX.
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Drawdown Indicators
| GCTIX | ASFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.62% | -36.43% | -20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -13.51% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -36.43% | +10.57% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -36.43% | +0.89% |
Current DrawdownCurrent decline from peak | -9.98% | -24.37% | +14.39% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -13.09% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 8.72% | -5.93% |
Volatility
GCTIX vs. ASFYX - Volatility Comparison
Goldman Sachs U.S. Tax-Managed Equity Fund (GCTIX) has a higher volatility of 4.71% compared to AlphaSimplex Managed Futures Strategy Fund Class Y (ASFYX) at 3.86%. This indicates that GCTIX's price experiences larger fluctuations and is considered to be riskier than ASFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCTIX | ASFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.86% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 10.01% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 13.02% | +5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 13.68% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 12.68% | +6.15% |