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GIPIX vs. PBAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIPIX vs. PBAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Balanced Strategy Portfolio (GIPIX) and BlackRock Tactical Opportunities Fund Institutional Class (PBAIX). The values are adjusted to include any dividend payments, if applicable.

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GIPIX vs. PBAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
3.23%6.46%12.08%2.64%6.14%0.50%6.91%1.65%4.68%8.05%

Returns By Period

In the year-to-date period, GIPIX achieves a -2.44% return, which is significantly lower than PBAIX's 3.23% return. Both investments have delivered pretty close results over the past 10 years, with GIPIX having a 5.45% annualized return and PBAIX not far behind at 5.35%.


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%

PBAIX

1D
-0.85%
1M
1.81%
YTD
3.23%
6M
2.06%
1Y
9.24%
3Y*
8.63%
5Y*
6.42%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIPIX vs. PBAIX - Expense Ratio Comparison

GIPIX has a 0.19% expense ratio, which is lower than PBAIX's 0.77% expense ratio.


Return for Risk

GIPIX vs. PBAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
Martin Ratio Rank

PBAIX
PBAIX Risk / Return Rank: 7272
Overall Rank
PBAIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PBAIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
PBAIX Omega Ratio Rank: 7272
Omega Ratio Rank
PBAIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PBAIX Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GIPIX vs. PBAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Balanced Strategy Portfolio (GIPIX) and BlackRock Tactical Opportunities Fund Institutional Class (PBAIX). 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.


GIPIXPBAIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.35

-0.21

Sortino ratio

Return per unit of downside risk

1.60

1.87

-0.27

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

0.93

1.79

-0.86

Martin ratio

Return relative to average drawdown

4.10

6.09

-1.98

GIPIX vs. PBAIX - Sharpe Ratio Comparison

The current GIPIX Sharpe Ratio is 1.14, which is comparable to the PBAIX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GIPIX and PBAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GIPIXPBAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.35

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.00

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.88

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.57

+0.07

Correlation

The correlation between GIPIX and PBAIX 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

GIPIX vs. PBAIX - Dividend Comparison

GIPIX's dividend yield for the trailing twelve months is around 5.95%, while PBAIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
0.00%0.00%0.00%11.84%3.52%0.00%2.71%3.39%10.17%0.86%1.74%5.15%

Drawdowns

GIPIX vs. PBAIX - Drawdown Comparison

The maximum GIPIX drawdown since its inception was -29.46%, smaller than the maximum PBAIX drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for GIPIX and PBAIX.


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Drawdown Indicators


GIPIXPBAIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.46%

-39.26%

+9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-4.22%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.65%

-6.79%

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-20.65%

-8.94%

-11.71%

Current Drawdown

Current decline from peak

-5.50%

-1.69%

-3.81%

Average Drawdown

Average peak-to-trough decline

-3.70%

-4.32%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.32%

+0.33%

Volatility

GIPIX vs. PBAIX - Volatility Comparison

The current volatility for Goldman Sachs Balanced Strategy Portfolio (GIPIX) is 2.94%, while BlackRock Tactical Opportunities Fund Institutional Class (PBAIX) has a volatility of 3.13%. This indicates that GIPIX experiences smaller price fluctuations and is considered to be less risky than PBAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIPIXPBAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

3.13%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

4.37%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

8.09%

6.71%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.93%

6.42%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.06%

6.11%

+1.95%