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GOIIX vs. LCORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOIIX vs. LCORX - Performance Comparison

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

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GOIIX vs. LCORX - 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%
LCORX
Leuthold Core Investment Fund
-1.25%14.39%8.01%11.71%-6.78%15.19%10.08%11.58%-6.23%15.79%

Returns By Period

In the year-to-date period, GOIIX achieves a -3.39% return, which is significantly lower than LCORX's -1.25% return. Over the past 10 years, GOIIX has outperformed LCORX with an annualized return of 7.70%, while LCORX has yielded a comparatively lower 7.20% 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%

LCORX

1D
-0.49%
1M
-6.23%
YTD
-1.25%
6M
-0.97%
1Y
13.85%
3Y*
10.40%
5Y*
6.64%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOIIX vs. LCORX - Expense Ratio Comparison

GOIIX has a 0.19% expense ratio, which is lower than LCORX's 1.16% expense ratio.


Return for Risk

GOIIX vs. LCORX — 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

LCORX
LCORX Risk / Return Rank: 8080
Overall Rank
LCORX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LCORX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LCORX Omega Ratio Rank: 7676
Omega Ratio Rank
LCORX Calmar Ratio Rank: 8282
Calmar Ratio Rank
LCORX Martin Ratio Rank: 7979
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. LCORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) and Leuthold Core Investment Fund (LCORX). 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.


GOIIXLCORXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.53

-0.33

Sortino ratio

Return per unit of downside risk

1.61

2.13

-0.52

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

0.98

1.97

-0.99

Martin ratio

Return relative to average drawdown

4.37

7.72

-3.35

GOIIX vs. LCORX - Sharpe Ratio Comparison

The current GOIIX Sharpe Ratio is 1.21, which is comparable to the LCORX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GOIIX and LCORX, 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


GOIIXLCORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.53

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.73

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.71

-0.19

Correlation

The correlation between GOIIX and LCORX is 0.82, 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. LCORX - Dividend Comparison

GOIIX's dividend yield for the trailing twelve months is around 8.88%, more than LCORX's 8.06% 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%
LCORX
Leuthold Core Investment Fund
8.06%7.93%7.03%5.57%7.20%5.00%0.24%1.89%10.74%3.22%0.45%3.94%

Drawdowns

GOIIX vs. LCORX - Drawdown Comparison

The maximum GOIIX drawdown since its inception was -43.63%, which is greater than LCORX's maximum drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for GOIIX and LCORX.


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Drawdown Indicators


GOIIXLCORXDifference

Max Drawdown

Largest peak-to-trough decline

-43.63%

-41.31%

-2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-6.55%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

-13.88%

-9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-25.07%

-19.38%

-5.69%

Current Drawdown

Current decline from peak

-7.10%

-6.51%

-0.59%

Average Drawdown

Average peak-to-trough decline

-6.44%

-5.03%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.67%

+0.47%

Volatility

GOIIX vs. LCORX - Volatility Comparison

Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a higher volatility of 3.77% compared to Leuthold Core Investment Fund (LCORX) at 3.45%. This indicates that GOIIX's price experiences larger fluctuations and is considered to be riskier than LCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOIIXLCORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.45%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

6.50%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

9.19%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.58%

9.18%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

9.62%

+1.60%