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GSLLX vs. PIGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSLLX and PIGFX is 0.93, 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.


-0.50.00.51.00.9

Performance

GSLLX vs. PIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Flexible Cap Fund (GSLLX) and Pioneer Fundamental Growth Fund (PIGFX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.19%
3.58%
GSLLX
PIGFX

Key characteristics

Sharpe Ratio

GSLLX:

1.76

PIGFX:

1.51

Sortino Ratio

GSLLX:

2.39

PIGFX:

2.05

Omega Ratio

GSLLX:

1.33

PIGFX:

1.28

Calmar Ratio

GSLLX:

2.65

PIGFX:

0.94

Martin Ratio

GSLLX:

10.85

PIGFX:

8.38

Ulcer Index

GSLLX:

2.08%

PIGFX:

2.40%

Daily Std Dev

GSLLX:

12.85%

PIGFX:

13.33%

Max Drawdown

GSLLX:

-50.57%

PIGFX:

-41.72%

Current Drawdown

GSLLX:

-4.06%

PIGFX:

-3.59%

Returns By Period

In the year-to-date period, GSLLX achieves a 22.12% return, which is significantly higher than PIGFX's 19.40% return. Over the past 10 years, GSLLX has underperformed PIGFX with an annualized return of 6.48%, while PIGFX has yielded a comparatively higher 7.12% annualized return.


GSLLX

YTD

22.12%

1M

-1.25%

6M

8.19%

1Y

22.33%

5Y*

11.58%

10Y*

6.48%

PIGFX

YTD

19.40%

1M

-0.70%

6M

3.58%

1Y

19.83%

5Y*

6.72%

10Y*

7.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSLLX vs. PIGFX - Expense Ratio Comparison

GSLLX has a 0.71% expense ratio, which is lower than PIGFX's 1.00% expense ratio.


PIGFX
Pioneer Fundamental Growth Fund
Expense ratio chart for PIGFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for GSLLX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

GSLLX vs. PIGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Flexible Cap Fund (GSLLX) and Pioneer Fundamental Growth Fund (PIGFX). 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.


Sharpe ratio
The chart of Sharpe ratio for GSLLX, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.761.51
The chart of Sortino ratio for GSLLX, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.002.392.05
The chart of Omega ratio for GSLLX, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.331.28
The chart of Calmar ratio for GSLLX, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.0014.002.650.94
The chart of Martin ratio for GSLLX, currently valued at 10.85, compared to the broader market0.0020.0040.0060.0010.858.38
GSLLX
PIGFX

The current GSLLX Sharpe Ratio is 1.76, which is comparable to the PIGFX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of GSLLX and PIGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.76
1.51
GSLLX
PIGFX

Dividends

GSLLX vs. PIGFX - Dividend Comparison

GSLLX has not paid dividends to shareholders, while PIGFX's dividend yield for the trailing twelve months is around 5.66%.


TTM20232022202120202019201820172016201520142013
GSLLX
Goldman Sachs Flexible Cap Fund
0.00%0.41%0.33%0.36%0.61%0.84%1.24%0.00%0.00%0.00%0.00%0.00%
PIGFX
Pioneer Fundamental Growth Fund
5.66%0.00%0.00%0.00%0.00%0.04%0.24%0.17%0.29%0.28%0.26%0.36%

Drawdowns

GSLLX vs. PIGFX - Drawdown Comparison

The maximum GSLLX drawdown since its inception was -50.57%, which is greater than PIGFX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for GSLLX and PIGFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.06%
-3.59%
GSLLX
PIGFX

Volatility

GSLLX vs. PIGFX - Volatility Comparison

Goldman Sachs Flexible Cap Fund (GSLLX) has a higher volatility of 4.89% compared to Pioneer Fundamental Growth Fund (PIGFX) at 3.95%. This indicates that GSLLX's price experiences larger fluctuations and is considered to be riskier than PIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.89%
3.95%
GSLLX
PIGFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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