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GGSIX vs. CBFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGSIX vs. CBFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth Strategy Portfolio (GGSIX) and American Funds Global Balanced Fund (CBFAX). The values are adjusted to include any dividend payments, if applicable.

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GGSIX vs. CBFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGSIX
Goldman Sachs Growth Strategy Portfolio
-4.20%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%
CBFAX
American Funds Global Balanced Fund
-2.00%17.10%6.50%13.69%-14.29%9.14%10.45%17.22%-6.18%13.96%

Returns By Period

In the year-to-date period, GGSIX achieves a -4.20% return, which is significantly lower than CBFAX's -2.00% return. Over the past 10 years, GGSIX has outperformed CBFAX with an annualized return of 9.96%, while CBFAX has yielded a comparatively lower 6.38% annualized return.


GGSIX

1D
-0.15%
1M
-8.28%
YTD
-4.20%
6M
-1.19%
1Y
15.00%
3Y*
14.88%
5Y*
8.37%
10Y*
9.96%

CBFAX

1D
-0.08%
1M
-6.64%
YTD
-2.00%
6M
0.71%
1Y
12.77%
3Y*
10.11%
5Y*
5.04%
10Y*
6.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGSIX vs. CBFAX - Expense Ratio Comparison

GGSIX has a 0.19% expense ratio, which is lower than CBFAX's 0.84% expense ratio.


Return for Risk

GGSIX vs. CBFAX — Risk / Return Rank

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

GGSIX
GGSIX Risk / Return Rank: 5555
Overall Rank
GGSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6262
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 4949
Martin Ratio Rank

CBFAX
CBFAX Risk / Return Rank: 7676
Overall Rank
CBFAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBFAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
CBFAX Omega Ratio Rank: 7373
Omega Ratio Rank
CBFAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CBFAX Martin Ratio Rank: 7777
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.

GGSIX vs. CBFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and American Funds Global Balanced Fund (CBFAX). 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.


GGSIXCBFAXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.38

-0.23

Sortino ratio

Return per unit of downside risk

1.54

1.95

-0.40

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

1.07

1.79

-0.72

Martin ratio

Return relative to average drawdown

4.87

7.38

-2.51

GGSIX vs. CBFAX - Sharpe Ratio Comparison

The current GGSIX Sharpe Ratio is 1.15, which is comparable to the CBFAX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GGSIX and CBFAX, 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


GGSIXCBFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.38

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.52

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.62

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.60

-0.17

Correlation

The correlation between GGSIX and CBFAX is 0.92, 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

GGSIX vs. CBFAX - Dividend Comparison

GGSIX's dividend yield for the trailing twelve months is around 12.39%, more than CBFAX's 6.47% yield.


TTM20252024202320222021202020192018201720162015
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.39%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%
CBFAX
American Funds Global Balanced Fund
6.47%6.32%5.50%1.58%1.49%6.01%1.21%1.83%2.25%3.11%1.93%3.20%

Drawdowns

GGSIX vs. CBFAX - Drawdown Comparison

The maximum GGSIX drawdown since its inception was -52.85%, which is greater than CBFAX's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for GGSIX and CBFAX.


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Drawdown Indicators


GGSIXCBFAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.85%

-23.35%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-6.73%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-22.56%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-30.36%

-23.35%

-7.01%

Current Drawdown

Current decline from peak

-8.71%

-6.73%

-1.98%

Average Drawdown

Average peak-to-trough decline

-9.25%

-3.73%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.63%

+0.88%

Volatility

GGSIX vs. CBFAX - Volatility Comparison

Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 4.54% compared to American Funds Global Balanced Fund (CBFAX) at 3.53%. This indicates that GGSIX's price experiences larger fluctuations and is considered to be riskier than CBFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGSIXCBFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

3.53%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

6.07%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

9.43%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

9.82%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

10.40%

+3.87%