GOIIX vs. HSAFX
Compare and contrast key facts about Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) and Hussman Strategic Allocation Fund (HSAFX).
GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. HSAFX is managed by Hussman Funds. It was launched on Aug 26, 2019.
Performance
GOIIX vs. HSAFX - Performance Comparison
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GOIIX vs. HSAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -1.56% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 12.73% | 6.39% |
HSAFX Hussman Strategic Allocation Fund | 1.51% | 7.78% | 1.74% | 0.65% | 4.42% | 7.23% | 11.20% | -0.37% |
Returns By Period
In the year-to-date period, GOIIX achieves a -1.56% return, which is significantly lower than HSAFX's 1.51% return.
GOIIX
- 1D
- 1.89%
- 1M
- -4.56%
- YTD
- -1.56%
- 6M
- 0.73%
- 1Y
- 14.06%
- 3Y*
- 12.49%
- 5Y*
- 6.49%
- 10Y*
- 7.90%
HSAFX
- 1D
- -0.40%
- 1M
- 0.30%
- YTD
- 1.51%
- 6M
- 1.59%
- 1Y
- 3.81%
- 3Y*
- 3.74%
- 5Y*
- 2.73%
- 10Y*
- —
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GOIIX vs. HSAFX - Expense Ratio Comparison
GOIIX has a 0.19% expense ratio, which is lower than HSAFX's 1.25% expense ratio.
Return for Risk
GOIIX vs. HSAFX — Risk / Return Rank
GOIIX
HSAFX
GOIIX vs. HSAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) and Hussman Strategic Allocation Fund (HSAFX). 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.
| GOIIX | HSAFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.66 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.01 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.12 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.12 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.74 | 3.13 | +2.61 |
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
| GOIIX | HSAFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.66 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.57 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.01 | -0.48 |
Correlation
The correlation between GOIIX and HSAFX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GOIIX vs. HSAFX - Dividend Comparison
GOIIX's dividend yield for the trailing twelve months is around 8.72%, more than HSAFX's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.72% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
HSAFX Hussman Strategic Allocation Fund | 1.41% | 1.90% | 2.15% | 1.60% | 19.12% | 3.37% | 5.55% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GOIIX vs. HSAFX - Drawdown Comparison
The maximum GOIIX drawdown since its inception was -43.63%, which is greater than HSAFX's maximum drawdown of -5.54%. Use the drawdown chart below to compare losses from any high point for GOIIX and HSAFX.
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Drawdown Indicators
| GOIIX | HSAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.63% | -5.54% | -38.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -3.74% | -4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.78% | -5.54% | -18.24% |
Max Drawdown (10Y)Largest decline over 10 years | -25.07% | — | — |
Current DrawdownCurrent decline from peak | -5.34% | -0.40% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -1.53% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.34% | +0.81% |
Volatility
GOIIX vs. HSAFX - Volatility Comparison
Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a higher volatility of 4.36% compared to Hussman Strategic Allocation Fund (HSAFX) at 1.27%. This indicates that GOIIX's price experiences larger fluctuations and is considered to be riskier than HSAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOIIX | HSAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 1.27% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 3.81% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.54% | 5.68% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.61% | 4.82% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.23% | 5.11% | +6.12% |