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GSLIX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSLIX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Large Cap Value Fund (GSLIX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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GSLIX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GSLIX
Goldman Sachs Large Cap Value Fund
-1.03%10.86%30.73%13.19%-6.26%15.12%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, GSLIX achieves a -1.03% return, which is significantly higher than ACTIX's -1.36% return.


GSLIX

1D
-0.58%
1M
-7.07%
YTD
-1.03%
6M
2.39%
1Y
9.86%
3Y*
17.32%
5Y*
11.63%
10Y*
10.99%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSLIX vs. ACTIX - Expense Ratio Comparison

GSLIX has a 0.73% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

GSLIX vs. ACTIX — Risk / Return Rank

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

GSLIX
GSLIX Risk / Return Rank: 2828
Overall Rank
GSLIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GSLIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
GSLIX Omega Ratio Rank: 2828
Omega Ratio Rank
GSLIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GSLIX Martin Ratio Rank: 3333
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

GSLIX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Value Fund (GSLIX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


GSLIXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.69

-0.02

Sortino ratio

Return per unit of downside risk

1.01

0.97

+0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

0.76

1.11

-0.35

Martin ratio

Return relative to average drawdown

3.58

4.03

-0.45

GSLIX vs. ACTIX - Sharpe Ratio Comparison

The current GSLIX Sharpe Ratio is 0.66, which is comparable to the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GSLIX and ACTIX, 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


GSLIXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.69

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.00

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.00

+0.41

Correlation

The correlation between GSLIX and ACTIX is 0.40, 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

GSLIX vs. ACTIX - Dividend Comparison

GSLIX's dividend yield for the trailing twelve months is around 14.63%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
GSLIX
Goldman Sachs Large Cap Value Fund
14.63%14.48%23.46%6.25%9.37%12.38%3.54%5.82%13.23%16.85%2.08%10.60%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSLIX vs. ACTIX - Drawdown Comparison

The maximum GSLIX drawdown since its inception was -53.28%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for GSLIX and ACTIX.


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Drawdown Indicators


GSLIXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.28%

-96.41%

+43.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-3.07%

-8.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-96.41%

+73.99%

Max Drawdown (10Y)

Largest decline over 10 years

-36.93%

Current Drawdown

Current decline from peak

-7.18%

-96.20%

+89.02%

Average Drawdown

Average peak-to-trough decline

-8.04%

-27.55%

+19.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.85%

+1.68%

Volatility

GSLIX vs. ACTIX - Volatility Comparison

Goldman Sachs Large Cap Value Fund (GSLIX) has a higher volatility of 4.53% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that GSLIX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSLIXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

1.82%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

2.51%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

4.68%

+11.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

1,202.55%

-1,183.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

1,201.12%

-1,182.11%