GGSIX vs. CENTX
GGSIX (Goldman Sachs Growth Strategy Portfolio) and CENTX (Centerstone Investors Fund) are both Global Allocation funds. Over the past 5 years, GGSIX returned 9.39%/yr vs 3.50%/yr for CENTX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. GGSIX charges 0.19%/yr vs 1.10%/yr for CENTX.
Performance
GGSIX vs. CENTX - Performance Comparison
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Returns By Period
In the year-to-date period, GGSIX achieves a 8.55% return, which is significantly higher than CENTX's 2.97% return.
GGSIX
- 1D
- 1.81%
- 1M
- -0.59%
- 6M
- 5.68%
- YTD
- 8.55%
- 1Y
- 20.12%
- 3Y*
- 16.93%
- 5Y*
- 9.39%
- 10Y*
- 10.87%
- ALL TIME*
- 7.00%
CENTX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 2.97%
- 1Y
- 12.14%
- 3Y*
- 7.44%
- 5Y*
- 3.50%
- 10Y*
- —
- ALL TIME*
- 5.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GGSIX vs. CENTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGSIX Goldman Sachs Growth Strategy Portfolio | 8.55% | 19.29% | 19.26% | 17.83% | -16.86% | 17.04% | 14.34% | 24.92% | -10.65% | 21.54% |
CENTX Centerstone Investors Fund | 2.97% | 24.41% | -0.04% | 7.56% | -11.05% | 10.67% | 3.64% | 17.70% | -9.14% | 13.82% |
Correlation
The correlation between GGSIX and CENTX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.78 |
Over the past year, the correlation between GGSIX and CENTX has dropped to 0.45 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
GGSIX vs. CENTX — Risk / Return Rank
GGSIX
CENTX
GGSIX vs. CENTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and Centerstone Investors Fund (CENTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GGSIX | CENTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.52 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.76 | -0.61 |
| Martin ratioReturn relative to average drawdown | 9.08 | 14.29 | -5.22 |
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Drawdowns
GGSIX vs. CENTX - Drawdown Comparison
The maximum GGSIX drawdown since its inception was -52.85%, which is greater than CENTX's maximum drawdown of -35.29%. Use the drawdown chart below to compare losses from any high point for GGSIX and CENTX.
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Drawdown Indicators
| GGSIX | CENTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -35.29% | -17.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -4.56% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -14.78% | -12.44% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -22.70% | -4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | — | — |
Current DrawdownCurrent decline from peak | -1.74% | 0.00% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -6.04% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.07% | +0.99% |
Volatility
GGSIX vs. CENTX - Volatility Comparison
Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 3.55% compared to Centerstone Investors Fund (CENTX) at 0.00%. This indicates that GGSIX's price experiences larger fluctuations and is considered to be riskier than CENTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGSIX | CENTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 0.00% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 2.26% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 6.58% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 11.34% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 12.89% | +1.41% |
GGSIX vs. CENTX - Expense Ratio Comparison
GGSIX has a 0.19% expense ratio, which is lower than CENTX's 1.10% expense ratio.
Dividends
GGSIX vs. CENTX - Dividend Comparison
GGSIX's dividend yield for the trailing twelve months is around 10.94%, more than CENTX's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CENTX Centerstone Investors Fund | 4.41% | 4.54% | 2.39% | 1.57% | 1.72% | 1.26% | 0.69% | 2.95% | 3.46% | 1.15% | 0.00% | 0.00% |
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.94% | 11.87% | 12.21% | 1.73% | 5.76% | 6.57% | 3.47% | 5.77% | 3.02% | 2.77% | 1.35% | 2.03% |
Frequently Asked Questions
GGSIX and CENTX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGSIX has higher volatility (3.55%) compared to CENTX (0.00%). In terms of maximum drawdown, GGSIX dropped -52.85% vs CENTX's -35.29%.
CENTX currently has the higher Sharpe Ratio (2.00 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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