GFIRX vs. GSRAX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Goldman Sachs Rising Dividend Growth Fund (GSRAX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. GSRAX is managed by Goldman Sachs. It was launched on Mar 23, 2004.
Performance
GFIRX vs. GSRAX - Performance Comparison
Loading graphics...
GFIRX vs. GSRAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.22% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | 0.62% | 6.66% | 26.07% | 17.49% | -7.78% | 31.47% | 8.75% | 25.63% | -6.65% | 17.59% |
Returns By Period
In the year-to-date period, GFIRX achieves a 0.22% return, which is significantly lower than GSRAX's 0.62% return. Over the past 10 years, GFIRX has underperformed GSRAX with an annualized return of 2.33%, while GSRAX has yielded a comparatively higher 11.76% annualized return.
GFIRX
- 1D
- -0.22%
- 1M
- -3.65%
- YTD
- 0.22%
- 6M
- 3.35%
- 1Y
- 7.93%
- 3Y*
- -0.29%
- 5Y*
- 2.43%
- 10Y*
- 2.33%
GSRAX
- 1D
- 2.02%
- 1M
- -5.28%
- YTD
- 0.62%
- 6M
- -0.45%
- 1Y
- 8.88%
- 3Y*
- 15.25%
- 5Y*
- 11.46%
- 10Y*
- 11.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GFIRX vs. GSRAX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is higher than GSRAX's 1.03% expense ratio.
Return for Risk
GFIRX vs. GSRAX — Risk / Return Rank
GFIRX
GSRAX
GFIRX vs. GSRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Goldman Sachs Rising Dividend Growth Fund (GSRAX). 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 | GSRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.53 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.86 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.60 | +0.70 |
Martin ratioReturn relative to average drawdown | 4.01 | 2.74 | +1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GFIRX | GSRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.53 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.57 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.59 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.47 | -0.24 |
Correlation
The correlation between GFIRX and GSRAX is 0.14, 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
GFIRX vs. GSRAX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while GSRAX's dividend yield for the trailing twelve months is around 12.57%.
| 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% |
GSRAX Goldman Sachs Rising Dividend Growth Fund | 12.57% | 12.17% | 25.88% | 9.60% | 14.01% | 11.55% | 4.39% | 11.85% | 97.89% | 21.56% | 3.16% | 0.92% |
Drawdowns
GFIRX vs. GSRAX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, smaller than the maximum GSRAX drawdown of -44.40%. Use the drawdown chart below to compare losses from any high point for GFIRX and GSRAX.
Loading graphics...
Drawdown Indicators
| GFIRX | GSRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -44.40% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -12.84% | +7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -25.43% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -38.97% | +15.88% |
Current DrawdownCurrent decline from peak | -12.28% | -7.52% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -6.10% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.82% | -0.97% |
Volatility
GFIRX vs. GSRAX - Volatility Comparison
The current volatility for Goldman Sachs Managed Futures Strategy Fund (GFIRX) is 3.26%, while Goldman Sachs Rising Dividend Growth Fund (GSRAX) has a volatility of 4.61%. This indicates that GFIRX experiences smaller price fluctuations and is considered to be less risky than GSRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GFIRX | GSRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 4.61% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 8.95% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 17.38% | -8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 20.24% | -9.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 19.86% | -10.82% |