GGSIX vs. DMO
GGSIX (Goldman Sachs Growth Strategy Portfolio) and DMO (Dimensional Multi-Asset Fund) are both Global Allocation funds. Over the past 10 years, GGSIX returned 10.95%/yr vs 3.74%/yr for DMO. Their 0.23 correlation means their historical movements had little consistent relationship. GGSIX charges 0.19%/yr vs 0.04%/yr for DMO.
Performance
GGSIX vs. DMO - Performance Comparison
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Returns By Period
In the year-to-date period, GGSIX achieves a 8.70% return, which is significantly higher than DMO's 1.47% return. Over the past 10 years, GGSIX has outperformed DMO with an annualized return of 10.95%, while DMO has yielded a comparatively lower 3.74% annualized return.
GGSIX
- 1D
- 0.14%
- 1M
- -0.45%
- 6M
- 5.37%
- YTD
- 8.70%
- 1Y
- 20.29%
- 3Y*
- 17.23%
- 5Y*
- 9.42%
- 10Y*
- 10.95%
- ALL TIME*
- 7.00%
DMO
- 1D
- 0.48%
- 1M
- -1.97%
- 6M
- 1.09%
- YTD
- 1.47%
- 1Y
- -0.18%
- 3Y*
- 11.35%
- 5Y*
- 3.74%
- 10Y*
- 3.74%
- ALL TIME*
- 8.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $390.22K | $423.19K | $410.94K | |
| $0.00 | $0.00 | $0.00 |
GGSIX vs. DMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGSIX Goldman Sachs Growth Strategy Portfolio | 8.70% | 19.29% | 19.26% | 17.83% | -16.86% | 17.04% | 14.34% | 24.92% | -10.65% | 21.54% |
DMO Dimensional Multi-Asset Fund | 1.47% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
Correlation
The correlation between GGSIX and DMO is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2010 | 0.23 |
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Return for Risk
GGSIX vs. DMO — Risk / Return Rank
GGSIX
DMO
GGSIX vs. DMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and Dimensional Multi-Asset Fund (DMO). 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 | DMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.01 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | -0.02 | +2.20 |
| Martin ratioReturn relative to average drawdown | 9.15 | -0.05 | +9.20 |
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Drawdowns
GGSIX vs. DMO - Drawdown Comparison
The maximum GGSIX drawdown since its inception was -52.85%, which is greater than DMO's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for GGSIX and DMO.
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Drawdown Indicators
| GGSIX | DMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -49.16% | -3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -8.37% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.78% | -9.04% | -5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -29.04% | +2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | -49.16% | +18.80% |
Current DrawdownCurrent decline from peak | -1.61% | -4.67% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -9.54% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.59% | -1.53% |
Volatility
GGSIX vs. DMO - Volatility Comparison
Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 3.52% compared to Dimensional Multi-Asset Fund (DMO) at 1.57%. This indicates that GGSIX's price experiences larger fluctuations and is considered to be riskier than DMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGSIX | DMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 1.57% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 7.77% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 10.08% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 12.61% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.30% | 19.92% | -5.62% |
GGSIX vs. DMO - Expense Ratio Comparison
GGSIX has a 0.19% expense ratio, which is higher than DMO's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GGSIX vs. DMO - Dividend Comparison
GGSIX's dividend yield for the trailing twelve months is around 10.92%, less than DMO's 14.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.24% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.92% | 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 DMO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGSIX has higher volatility (3.52%) compared to DMO (1.57%). In terms of maximum drawdown, GGSIX dropped -52.85% vs DMO's -49.16%.
GGSIX currently has the higher Sharpe Ratio (1.58 vs -0.02), 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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