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GFIRX vs. CSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFIRX vs. CSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). The values are adjusted to include any dividend payments, if applicable.

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GFIRX vs. CSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CSAIX
Credit Suisse Managed Futures Strategy Fund
2.62%-5.84%-5.57%-6.15%21.24%7.46%1.86%-4.39%-4.01%-1.47%

Returns By Period

In the year-to-date period, GFIRX achieves a 0.43% return, which is significantly lower than CSAIX's 2.62% return. Over the past 10 years, GFIRX has outperformed CSAIX with an annualized return of 2.35%, while CSAIX has yielded a comparatively lower 0.15% 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%

CSAIX

1D
-0.62%
1M
-3.19%
YTD
2.62%
6M
6.68%
1Y
-4.04%
3Y*
-3.66%
5Y*
0.73%
10Y*
0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFIRX vs. CSAIX - Expense Ratio Comparison

GFIRX has a 1.33% expense ratio, which is higher than CSAIX's 1.30% expense ratio.


Return for Risk

GFIRX vs. CSAIX — Risk / Return Rank

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

GFIRX
GFIRX Risk / Return Rank: 4444
Overall Rank
GFIRX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GFIRX Sortino Ratio Rank: 3939
Sortino Ratio Rank
GFIRX Omega Ratio Rank: 3535
Omega Ratio Rank
GFIRX Calmar Ratio Rank: 5959
Calmar Ratio Rank
GFIRX Martin Ratio Rank: 4141
Martin Ratio Rank

CSAIX
CSAIX Risk / Return Rank: 33
Overall Rank
CSAIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSAIX Sortino Ratio Rank: 22
Sortino Ratio Rank
CSAIX Omega Ratio Rank: 22
Omega Ratio Rank
CSAIX Calmar Ratio Rank: 33
Calmar Ratio Rank
CSAIX Martin Ratio Rank: 44
Martin Ratio Rank
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.

GFIRX vs. CSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). 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.


GFIRXCSAIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

-0.38

+1.27

Sortino ratio

Return per unit of downside risk

1.26

-0.39

+1.65

Omega ratio

Gain probability vs. loss probability

1.17

0.94

+0.23

Calmar ratio

Return relative to maximum drawdown

1.38

-0.32

+1.70

Martin ratio

Return relative to average drawdown

4.28

-0.45

+4.73

GFIRX vs. CSAIX - Sharpe Ratio Comparison

The current GFIRX Sharpe Ratio is 0.89, which is higher than the CSAIX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of GFIRX and CSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GFIRXCSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.38

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.07

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.01

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.23

0.00

Correlation

The correlation between GFIRX and CSAIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GFIRX vs. CSAIX - Dividend Comparison

GFIRX has not paid dividends to shareholders, while CSAIX's dividend yield for the trailing twelve months is around 2.91%.


TTM20252024202320222021202020192018201720162015
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%
CSAIX
Credit Suisse Managed Futures Strategy Fund
2.91%2.27%2.95%0.52%18.80%8.84%0.00%1.74%0.00%0.00%2.64%8.69%

Drawdowns

GFIRX vs. CSAIX - Drawdown Comparison

The maximum GFIRX drawdown since its inception was -23.09%, smaller than the maximum CSAIX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for GFIRX and CSAIX.


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Drawdown Indicators


GFIRXCSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.09%

-28.79%

+5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.37%

-13.92%

+8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-28.79%

+5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-23.09%

-28.79%

+5.70%

Current Drawdown

Current decline from peak

-12.09%

-20.43%

+8.34%

Average Drawdown

Average peak-to-trough decline

-7.00%

-9.43%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

10.41%

-8.53%

Volatility

GFIRX vs. CSAIX - Volatility Comparison

The current volatility for Goldman Sachs Managed Futures Strategy Fund (GFIRX) is 3.28%, while Credit Suisse Managed Futures Strategy Fund (CSAIX) has a volatility of 4.58%. This indicates that GFIRX experiences smaller price fluctuations and is considered to be less risky than CSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFIRXCSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

4.58%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

10.04%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

12.60%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

10.42%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.04%

10.02%

-0.98%