GIMFX vs. GGSIX
Compare and contrast key facts about GMO Implementation Fund (GIMFX) and Goldman Sachs Growth Strategy Portfolio (GGSIX).
GIMFX is managed by GMO. It was launched on Feb 29, 2012. GGSIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
GIMFX vs. GGSIX - Performance Comparison
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GIMFX vs. GGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 4.96% | 25.37% | 2.67% | 14.75% | -1.24% | 4.05% | -7.25% | 13.24% | -5.58% | 14.09% |
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% |
Returns By Period
In the year-to-date period, GIMFX achieves a 4.96% return, which is significantly higher than GGSIX's -4.20% return. Over the past 10 years, GIMFX has underperformed GGSIX with an annualized return of 6.46%, while GGSIX has yielded a comparatively higher 9.96% annualized return.
GIMFX
- 1D
- 0.25%
- 1M
- -5.36%
- YTD
- 4.96%
- 6M
- 11.65%
- 1Y
- 25.30%
- 3Y*
- 14.62%
- 5Y*
- 8.53%
- 10Y*
- 6.46%
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%
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GIMFX vs. GGSIX - Expense Ratio Comparison
GIMFX has a 0.02% expense ratio, which is lower than GGSIX's 0.19% expense ratio. Despite the difference, 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
GIMFX vs. GGSIX — Risk / Return Rank
GIMFX
GGSIX
GIMFX vs. GGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Implementation Fund (GIMFX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.
| GIMFX | GGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.85 | 1.15 | +1.70 |
Sortino ratioReturn per unit of downside risk | 3.70 | 1.54 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.23 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.07 | +2.42 |
Martin ratioReturn relative to average drawdown | 13.93 | 4.87 | +9.05 |
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
| GIMFX | GGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.85 | 1.15 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.63 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.70 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.44 | +0.20 |
Correlation
The correlation between GIMFX and GGSIX is 0.77, 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
GIMFX vs. GGSIX - Dividend Comparison
GIMFX's dividend yield for the trailing twelve months is around 4.07%, less than GGSIX's 12.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIMFX GMO Implementation Fund | 4.07% | 4.28% | 3.39% | 5.93% | 3.59% | 3.28% | 2.25% | 3.99% | 4.59% | 2.95% | 1.98% | 0.00% |
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% |
Drawdowns
GIMFX vs. GGSIX - Drawdown Comparison
The maximum GIMFX drawdown since its inception was -25.87%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for GIMFX and GGSIX.
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Drawdown Indicators
| GIMFX | GGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -52.85% | +26.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -10.84% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -26.74% | +12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -30.36% | +4.49% |
Current DrawdownCurrent decline from peak | -5.36% | -8.71% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -9.25% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.51% | -0.76% |
Volatility
GIMFX vs. GGSIX - Volatility Comparison
The current volatility for GMO Implementation Fund (GIMFX) is 3.70%, while Goldman Sachs Growth Strategy Portfolio (GGSIX) has a volatility of 4.54%. This indicates that GIMFX experiences smaller price fluctuations and is considered to be less risky than GGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIMFX | GGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 4.54% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 8.19% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 13.32% | -4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.46% | 13.34% | -4.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.93% | 14.27% | -5.34% |