GGSIX vs. IGA
Compare and contrast key facts about Goldman Sachs Growth Strategy Portfolio (GGSIX) and Voya Global Advantage and Premium Opportunity Fund (IGA).
GGSIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. IGA is managed by Voya. It was launched on Oct 26, 2005.
Performance
GGSIX vs. IGA - Performance Comparison
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GGSIX vs. IGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGA Voya Global Advantage and Premium Opportunity Fund | 0.05% | 18.32% | 21.06% | 7.55% | -8.33% | 28.35% | -8.03% | 23.40% | -12.35% | 26.19% |
Returns By Period
In the year-to-date period, GGSIX achieves a -4.20% return, which is significantly lower than IGA's 0.05% return. Over the past 10 years, GGSIX has outperformed IGA with an annualized return of 9.96%, while IGA has yielded a comparatively lower 9.38% 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%
IGA
- 1D
- 2.47%
- 1M
- -4.35%
- YTD
- 0.05%
- 6M
- 1.49%
- 1Y
- 8.95%
- 3Y*
- 16.23%
- 5Y*
- 10.63%
- 10Y*
- 9.38%
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GGSIX vs. IGA - Expense Ratio Comparison
GGSIX has a 0.19% expense ratio, which is higher than IGA's 0.01% 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%.
Return for Risk
GGSIX vs. IGA — Risk / Return Rank
GGSIX
IGA
GGSIX vs. IGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and Voya Global Advantage and Premium Opportunity Fund (IGA). 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.
| GGSIX | IGA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.54 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.54 | 0.92 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.78 | +0.29 |
Martin ratioReturn relative to average drawdown | 4.87 | 3.88 | +0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GGSIX | IGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.54 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.77 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.58 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.33 | +0.11 |
Correlation
The correlation between GGSIX and IGA 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
GGSIX vs. IGA - Dividend Comparison
GGSIX's dividend yield for the trailing twelve months is around 12.39%, more than IGA's 11.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGA Voya Global Advantage and Premium Opportunity Fund | 11.56% | 11.37% | 11.38% | 9.25% | 9.06% | 7.60% | 9.01% | 8.05% | 9.78% | 7.87% | 10.83% | 10.72% |
Drawdowns
GGSIX vs. IGA - Drawdown Comparison
The maximum GGSIX drawdown since its inception was -52.85%, smaller than the maximum IGA drawdown of -57.16%. Use the drawdown chart below to compare losses from any high point for GGSIX and IGA.
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Drawdown Indicators
| GGSIX | IGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -57.16% | +4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -11.22% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -16.98% | -9.76% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | -41.68% | +11.32% |
Current DrawdownCurrent decline from peak | -8.71% | -4.35% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -8.11% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.25% | +0.26% |
Volatility
GGSIX vs. IGA - Volatility Comparison
The current volatility for Goldman Sachs Growth Strategy Portfolio (GGSIX) is 4.54%, while Voya Global Advantage and Premium Opportunity Fund (IGA) has a volatility of 4.93%. This indicates that GGSIX experiences smaller price fluctuations and is considered to be less risky than IGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGSIX | IGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.93% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 7.35% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 16.58% | -3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 13.91% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 16.28% | -2.01% |