GSLLX vs. FATEX
Compare and contrast key facts about Goldman Sachs Flexible Cap Fund (GSLLX) and Fidelity Advisor Technology Fund Class M (FATEX).
GSLLX is managed by Goldman Sachs. It was launched on Jan 31, 2008. FATEX is managed by Fidelity. It was launched on Sep 3, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSLLX or FATEX.
Key characteristics
| GSLLX | FATEX | |
|---|---|---|
| YTD Return | 24.33% | 33.46% |
| 1Y Return | 31.81% | 36.12% |
| 3Y Return (Ann) | 6.69% | 3.42% |
| 5Y Return (Ann) | 11.70% | 16.66% |
| 10Y Return (Ann) | 5.37% | 13.97% |
| Sharpe Ratio | 2.65 | 1.56 |
| Sortino Ratio | 3.59 | 2.10 |
| Omega Ratio | 1.50 | 1.28 |
| Calmar Ratio | 3.78 | 1.60 |
| Martin Ratio | 16.55 | 7.26 |
| Ulcer Index | 1.94% | 4.99% |
| Daily Std Dev | 12.09% | 23.17% |
| Max Drawdown | -50.57% | -82.59% |
| Current Drawdown | -0.31% | -0.93% |
Correlation
The correlation between GSLLX and FATEX is 0.88, 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.
Performance
GSLLX vs. FATEX - Performance Comparison
In the year-to-date period, GSLLX achieves a 24.33% return, which is significantly lower than FATEX's 33.46% return. Over the past 10 years, GSLLX has underperformed FATEX with an annualized return of 5.37%, while FATEX has yielded a comparatively higher 13.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSLLX vs. FATEX - Expense Ratio Comparison
GSLLX has a 0.71% expense ratio, which is lower than FATEX's 1.21% expense ratio.
Risk-Adjusted Performance
GSLLX vs. FATEX - Risk-Adjusted Performance Comparison
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.
Dividends
GSLLX vs. FATEX - Dividend Comparison
GSLLX's dividend yield for the trailing twelve months is around 0.33%, while FATEX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSLLX Goldman Sachs Flexible Cap Fund | 0.33% | 0.41% | 0.33% | 0.36% | 0.61% | 0.84% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FATEX Fidelity Advisor Technology Fund Class M | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.60% | 8.70% | 1.18% |
Drawdowns
GSLLX vs. FATEX - Drawdown Comparison
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.
Volatility
GSLLX vs. FATEX - Volatility Comparison
The current volatility for Goldman Sachs Flexible Cap Fund (GSLLX) is 3.73%, while Fidelity Advisor Technology Fund Class M (FATEX) has a volatility of 5.93%. 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.