GGSIX vs. PFADX
Compare and contrast key facts about Goldman Sachs Growth Strategy Portfolio (GGSIX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).
GGSIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.
Performance
GGSIX vs. PFADX - Performance Comparison
Loading graphics...
GGSIX vs. PFADX - 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% | 0.31% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 0.82% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Returns By Period
In the year-to-date period, GGSIX achieves a -4.20% return, which is significantly lower than PFADX's 0.82% 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%
PFADX
- 1D
- 0.10%
- 1M
- -3.44%
- YTD
- 0.82%
- 6M
- 2.15%
- 1Y
- 6.58%
- 3Y*
- 4.11%
- 5Y*
- 1.44%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GGSIX vs. PFADX - Expense Ratio Comparison
GGSIX has a 0.19% expense ratio, which is lower than PFADX's 2.05% expense ratio.
Return for Risk
GGSIX vs. PFADX — Risk / Return Rank
GGSIX
PFADX
GGSIX vs. PFADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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 | PFADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.34 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.75 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.56 | -0.49 |
Martin ratioReturn relative to average drawdown | 4.87 | 5.67 | -0.80 |
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
| GGSIX | PFADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.34 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.25 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.07 |
Correlation
The correlation between GGSIX and PFADX is 0.64, 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. PFADX - Dividend Comparison
GGSIX's dividend yield for the trailing twelve months is around 12.39%, more than PFADX's 2.44% 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% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.44% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% | 0.00% |
Drawdowns
GGSIX vs. PFADX - Drawdown Comparison
The maximum GGSIX drawdown since its inception was -52.85%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for GGSIX and PFADX.
Loading graphics...
Drawdown Indicators
| GGSIX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -16.64% | -36.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -4.21% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -16.64% | -10.10% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | — | — |
Current DrawdownCurrent decline from peak | -8.71% | -3.44% | -5.27% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -5.38% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.16% | +1.35% |
Volatility
GGSIX vs. PFADX - Volatility Comparison
Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 4.54% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.81%. This indicates that GGSIX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GGSIX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 1.81% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 3.06% | +5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 4.95% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 5.85% | +7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 5.55% | +8.72% |