GSLLX vs. FATEX

In the year-to-date period, GSLLX achieves a 0.46% return, which is significantly higher than FATEX's -1.99% return. Over the past 10 years, GSLLX has underperformed FATEX with an annualized return of 5.88%, while FATEX has yielded a comparatively higher 11.63% annualized return.

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GSLLX has a 0.71% expense ratio, which is lower than FATEX's 1.21% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Flexible Cap Fund (GSLLX) and Fidelity Advisor Technology Fund Class M (FATEX). 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.

The current GSLLX Sharpe Ratio is 0.48, which is higher than the FATEX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of GSLLX and FATEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSLLX's dividend yield for the trailing twelve months is around 0.51%, while FATEX has not paid dividends to shareholders.

The maximum GSLLX drawdown since its inception was -50.57%, smaller than the maximum FATEX drawdown of -82.59%. Use the drawdown chart below to compare losses from any high point for GSLLX and FATEX. For additional features, visit the drawdowns tool.

The current volatility for Goldman Sachs Flexible Cap Fund (GSLLX) is 5.63%, while Fidelity Advisor Technology Fund Class M (FATEX) has a volatility of 8.27%. This indicates that GSLLX experiences smaller price fluctuations and is considered to be less risky than FATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.