GFIRX vs. ABYAX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
GFIRX vs. ABYAX - Performance Comparison
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GFIRX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.43% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
In the year-to-date period, GFIRX achieves a 0.43% return, which is significantly lower than ABYAX's 4.46% return. Over the past 10 years, GFIRX has underperformed ABYAX with an annualized return of 2.35%, while ABYAX has yielded a comparatively higher 2.58% annualized return.
GFIRX
- 1D
- -0.54%
- 1M
- -3.94%
- YTD
- 0.43%
- 6M
- 4.04%
- 1Y
- 7.92%
- 3Y*
- -0.21%
- 5Y*
- 2.49%
- 10Y*
- 2.35%
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
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GFIRX vs. ABYAX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
GFIRX vs. ABYAX — Risk / Return Rank
GFIRX
ABYAX
GFIRX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| GFIRX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.02 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.45 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.54 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.28 | 3.04 | +1.24 |
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
| GFIRX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.02 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.44 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.32 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.45 | -0.23 |
Correlation
The correlation between GFIRX and ABYAX is 0.75, 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
GFIRX vs. ABYAX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while ABYAX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
GFIRX vs. ABYAX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for GFIRX and ABYAX.
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Drawdown Indicators
| GFIRX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -17.96% | -5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.37% | -4.30% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -15.23% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -15.23% | -7.86% |
Current DrawdownCurrent decline from peak | -12.09% | -3.92% | -8.17% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -7.30% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.49% | -0.61% |
Volatility
GFIRX vs. ABYAX - Volatility Comparison
Goldman Sachs Managed Futures Strategy Fund (GFIRX) has a higher volatility of 3.28% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.85%. This indicates that GFIRX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFIRX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 1.85% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 6.40% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 7.63% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 7.98% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 7.98% | +1.06% |