GFIRX vs. ABYIX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
GFIRX vs. ABYIX - Performance Comparison
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GFIRX vs. ABYIX - 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, GFIRX achieves a 0.43% return, which is significantly lower than ABYIX's 4.62% return. Over the past 10 years, GFIRX has underperformed ABYIX with an annualized return of 2.35%, while ABYIX has yielded a comparatively higher 2.84% 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%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
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GFIRX vs. ABYIX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
GFIRX vs. ABYIX — Risk / Return Rank
GFIRX
ABYIX
GFIRX vs. ABYIX - 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 I (ABYIX). 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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.06 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.51 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.59 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.28 | 3.20 | +1.07 |
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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.06 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.47 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.36 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.53 | -0.31 |
Correlation
The correlation between GFIRX and ABYIX is 0.74, 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. ABYIX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while ABYIX's dividend yield for the trailing twelve months is around 1.27%.
| 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
GFIRX vs. ABYIX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for GFIRX and ABYIX.
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Drawdown Indicators
| GFIRX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -17.13% | -5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -5.37% | -4.36% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -14.66% | -8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -14.74% | -8.35% |
Current DrawdownCurrent decline from peak | -12.09% | -3.02% | -9.07% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -6.74% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.43% | -0.55% |
Volatility
GFIRX vs. ABYIX - Volatility Comparison
Goldman Sachs Managed Futures Strategy Fund (GFIRX) has a higher volatility of 3.28% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that GFIRX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFIRX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 1.96% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 6.43% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 7.65% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 8.01% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 8.00% | +1.04% |