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GOIIX vs. GIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOIIX vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

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GOIIX vs. GIPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOIIX
Goldman Sachs Growth and Income Strategy Portfolio
-3.39%15.03%14.81%15.16%-15.86%12.65%12.73%19.16%-8.63%16.60%
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%

Returns By Period

In the year-to-date period, GOIIX achieves a -3.39% return, which is significantly lower than GIPIX's -2.44% return. Over the past 10 years, GOIIX has outperformed GIPIX with an annualized return of 7.70%, while GIPIX has yielded a comparatively lower 5.45% annualized return.


GOIIX

1D
0.07%
1M
-6.83%
YTD
-3.39%
6M
-0.74%
1Y
12.30%
3Y*
11.79%
5Y*
6.28%
10Y*
7.70%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOIIX vs. GIPIX - Expense Ratio Comparison

Both GOIIX and GIPIX have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

GOIIX vs. GIPIX — Risk / Return Rank

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

GOIIX
GOIIX Risk / Return Rank: 5555
Overall Rank
GOIIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GOIIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GOIIX Omega Ratio Rank: 6464
Omega Ratio Rank
GOIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
GOIIX Martin Ratio Rank: 4242
Martin Ratio Rank

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
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.

GOIIX vs. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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.


GOIIXGIPIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.14

+0.07

Sortino ratio

Return per unit of downside risk

1.61

1.60

+0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

0.93

+0.05

Martin ratio

Return relative to average drawdown

4.37

4.10

+0.27

GOIIX vs. GIPIX - Sharpe Ratio Comparison

The current GOIIX Sharpe Ratio is 1.21, which is comparable to the GIPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of GOIIX and GIPIX, 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


GOIIXGIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.14

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.49

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.68

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.64

-0.12

Correlation

The correlation between GOIIX and GIPIX is 0.94, 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

GOIIX vs. GIPIX - Dividend Comparison

GOIIX's dividend yield for the trailing twelve months is around 8.88%, more than GIPIX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
GOIIX
Goldman Sachs Growth and Income Strategy Portfolio
8.88%7.98%9.79%1.97%5.09%6.80%3.47%2.29%3.04%2.73%1.37%3.99%
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%

Drawdowns

GOIIX vs. GIPIX - Drawdown Comparison

The maximum GOIIX drawdown since its inception was -43.63%, which is greater than GIPIX's maximum drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for GOIIX and GIPIX.


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Drawdown Indicators


GOIIXGIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.63%

-29.46%

-14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-6.33%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

-20.65%

-3.13%

Max Drawdown (10Y)

Largest decline over 10 years

-25.07%

-20.65%

-4.42%

Current Drawdown

Current decline from peak

-7.10%

-5.50%

-1.60%

Average Drawdown

Average peak-to-trough decline

-6.44%

-3.70%

-2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.65%

+0.49%

Volatility

GOIIX vs. GIPIX - Volatility Comparison

Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a higher volatility of 3.77% compared to Goldman Sachs Balanced Strategy Portfolio (GIPIX) at 2.94%. This indicates that GOIIX's price experiences larger fluctuations and is considered to be riskier than GIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOIIXGIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

2.94%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

4.78%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

8.09%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

7.93%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

8.06%

+3.16%