GIPIX vs. AQRIX
Compare and contrast key facts about Goldman Sachs Balanced Strategy Portfolio (GIPIX) and AQR Multi-Asset Fund (AQRIX).
GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010.
Performance
GIPIX vs. AQRIX - Performance Comparison
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GIPIX vs. AQRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIPIX Goldman Sachs Balanced Strategy Portfolio | -2.44% | 10.80% | 8.51% | 12.49% | -14.43% | 7.94% | 11.09% | 15.68% | -6.52% | 11.63% |
AQRIX AQR Multi-Asset Fund | 0.25% | 18.71% | 10.45% | 11.59% | -10.54% | 14.35% | 2.68% | 21.03% | -6.95% | 16.34% |
Returns By Period
In the year-to-date period, GIPIX achieves a -2.44% return, which is significantly lower than AQRIX's 0.25% return. Over the past 10 years, GIPIX has underperformed AQRIX with an annualized return of 5.45%, while AQRIX has yielded a comparatively higher 7.81% annualized return.
GIPIX
- 1D
- 0.09%
- 1M
- -5.43%
- YTD
- -2.44%
- 6M
- -0.36%
- 1Y
- 8.91%
- 3Y*
- 8.13%
- 5Y*
- 3.82%
- 10Y*
- 5.45%
AQRIX
- 1D
- 0.76%
- 1M
- -6.78%
- YTD
- 0.25%
- 6M
- 3.29%
- 1Y
- 13.68%
- 3Y*
- 12.04%
- 5Y*
- 8.08%
- 10Y*
- 7.81%
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GIPIX vs. AQRIX - Expense Ratio Comparison
GIPIX has a 0.19% expense ratio, which is lower than AQRIX's 0.80% expense ratio.
Return for Risk
GIPIX vs. AQRIX — Risk / Return Rank
GIPIX
AQRIX
GIPIX vs. AQRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Balanced Strategy Portfolio (GIPIX) and AQR Multi-Asset Fund (AQRIX). 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.
| GIPIX | AQRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.21 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.63 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.47 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.10 | 6.33 | -2.22 |
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
| GIPIX | AQRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.21 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.77 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.80 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.74 | -0.10 |
Correlation
The correlation between GIPIX and AQRIX 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
GIPIX vs. AQRIX - Dividend Comparison
GIPIX's dividend yield for the trailing twelve months is around 5.95%, more than AQRIX's 3.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIPIX Goldman Sachs Balanced Strategy Portfolio | 5.95% | 5.22% | 4.06% | 2.12% | 4.56% | 6.37% | 2.25% | 2.51% | 4.70% | 4.51% | 1.46% | 5.73% |
AQRIX AQR Multi-Asset Fund | 3.84% | 3.85% | 1.72% | 2.40% | 6.82% | 6.39% | 1.09% | 6.65% | 7.36% | 10.49% | 7.08% | 2.51% |
Drawdowns
GIPIX vs. AQRIX - Drawdown Comparison
The maximum GIPIX drawdown since its inception was -29.46%, which is greater than AQRIX's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for GIPIX and AQRIX.
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Drawdown Indicators
| GIPIX | AQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -19.37% | -10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -9.52% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -20.65% | -19.37% | -1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -20.65% | -19.37% | -1.28% |
Current DrawdownCurrent decline from peak | -5.50% | -6.78% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -4.86% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.21% | -0.56% |
Volatility
GIPIX vs. AQRIX - Volatility Comparison
The current volatility for Goldman Sachs Balanced Strategy Portfolio (GIPIX) is 2.94%, while AQR Multi-Asset Fund (AQRIX) has a volatility of 4.26%. This indicates that GIPIX experiences smaller price fluctuations and is considered to be less risky than AQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIPIX | AQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.26% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 7.65% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.09% | 11.94% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.93% | 10.61% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 9.74% | -1.68% |