GGSIX vs. TIBAX
Compare and contrast key facts about Goldman Sachs Growth Strategy Portfolio (GGSIX) and Thornburg Investment Income Builder Fund (TIBAX).
GGSIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. TIBAX is managed by Thornburg. It was launched on Dec 23, 2002.
Performance
GGSIX vs. TIBAX - Performance Comparison
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GGSIX vs. TIBAX - 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% |
TIBAX Thornburg Investment Income Builder Fund | 7.98% | 36.62% | 13.23% | 18.01% | -7.95% | 20.08% | -0.67% | 17.72% | -4.54% | 14.83% |
Returns By Period
In the year-to-date period, GGSIX achieves a -4.20% return, which is significantly lower than TIBAX's 7.98% return. Over the past 10 years, GGSIX has underperformed TIBAX with an annualized return of 9.96%, while TIBAX has yielded a comparatively higher 11.70% 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%
TIBAX
- 1D
- 0.31%
- 1M
- -4.88%
- YTD
- 7.98%
- 6M
- 15.33%
- 1Y
- 35.77%
- 3Y*
- 23.23%
- 5Y*
- 14.98%
- 10Y*
- 11.70%
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GGSIX vs. TIBAX - Expense Ratio Comparison
GGSIX has a 0.19% expense ratio, which is lower than TIBAX's 1.14% expense ratio.
Return for Risk
GGSIX vs. TIBAX — Risk / Return Rank
GGSIX
TIBAX
GGSIX vs. TIBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Strategy Portfolio (GGSIX) and Thornburg Investment Income Builder Fund (TIBAX). 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 | TIBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 3.33 | -2.19 |
Sortino ratioReturn per unit of downside risk | 1.54 | 4.24 | -2.70 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.74 | -0.50 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 4.10 | -3.04 |
Martin ratioReturn relative to average drawdown | 4.87 | 20.22 | -15.35 |
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 | TIBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 3.33 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.36 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.87 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.77 | -0.33 |
Correlation
The correlation between GGSIX and TIBAX is 0.85, 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. TIBAX - Dividend Comparison
GGSIX's dividend yield for the trailing twelve months is around 12.39%, more than TIBAX's 5.30% 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% |
TIBAX Thornburg Investment Income Builder Fund | 5.30% | 5.64% | 5.44% | 4.67% | 5.62% | 5.10% | 4.11% | 4.23% | 4.49% | 4.22% | 3.83% | 4.31% |
Drawdowns
GGSIX vs. TIBAX - Drawdown Comparison
The maximum GGSIX drawdown since its inception was -52.85%, which is greater than TIBAX's maximum drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for GGSIX and TIBAX.
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Drawdown Indicators
| GGSIX | TIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.85% | -49.12% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -8.57% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -20.94% | -5.80% |
Max Drawdown (10Y)Largest decline over 10 years | -30.36% | -34.85% | +4.49% |
Current DrawdownCurrent decline from peak | -8.71% | -5.13% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -6.03% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.74% | +0.77% |
Volatility
GGSIX vs. TIBAX - Volatility Comparison
Goldman Sachs Growth Strategy Portfolio (GGSIX) has a higher volatility of 4.54% compared to Thornburg Investment Income Builder Fund (TIBAX) at 3.19%. This indicates that GGSIX's price experiences larger fluctuations and is considered to be riskier than TIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGSIX | TIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.19% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 6.35% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.32% | 10.70% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 11.04% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 13.43% | +0.84% |