GSRTX vs. ADAIX
Compare and contrast key facts about Goldman Sachs Absolute Return Tracker Fund (GSRTX) and AQR Diversified Arbitrage Fund Class I (ADAIX).
GSRTX is managed by Goldman Sachs. It was launched on May 29, 2008. ADAIX is an actively managed fund by AQR Funds. It was launched on Jan 15, 2009.
Performance
GSRTX vs. ADAIX - Performance Comparison
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GSRTX vs. ADAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSRTX Goldman Sachs Absolute Return Tracker Fund | -0.76% | 9.55% | 6.93% | 10.69% | -6.36% | 6.32% | 3.55% | 10.66% | -2.57% | 7.25% |
ADAIX AQR Diversified Arbitrage Fund Class I | 0.94% | 8.03% | 3.19% | 4.51% | -3.30% | 6.27% | 25.24% | 8.53% | 2.19% | 5.93% |
Returns By Period
In the year-to-date period, GSRTX achieves a -0.76% return, which is significantly lower than ADAIX's 0.94% return. Over the past 10 years, GSRTX has underperformed ADAIX with an annualized return of 4.86%, while ADAIX has yielded a comparatively higher 6.77% annualized return.
GSRTX
- 1D
- 1.16%
- 1M
- -2.70%
- YTD
- -0.76%
- 6M
- 0.72%
- 1Y
- 7.63%
- 3Y*
- 7.49%
- 5Y*
- 4.56%
- 10Y*
- 4.86%
ADAIX
- 1D
- 0.15%
- 1M
- 0.15%
- YTD
- 0.94%
- 6M
- 2.76%
- 1Y
- 6.49%
- 3Y*
- 5.22%
- 5Y*
- 2.63%
- 10Y*
- 6.77%
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GSRTX vs. ADAIX - Expense Ratio Comparison
GSRTX has a 0.75% expense ratio, which is lower than ADAIX's 1.38% expense ratio.
Return for Risk
GSRTX vs. ADAIX — Risk / Return Rank
GSRTX
ADAIX
GSRTX vs. ADAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) and AQR Diversified Arbitrage Fund Class I (ADAIX). 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.
| GSRTX | ADAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 4.18 | -3.06 |
Sortino ratioReturn per unit of downside risk | 1.49 | 6.85 | -5.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 2.06 | -0.83 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 10.22 | -9.04 |
Martin ratioReturn relative to average drawdown | 5.16 | 38.90 | -33.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSRTX | ADAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 4.18 | -3.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.99 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 1.57 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.19 | -0.58 |
Correlation
The correlation between GSRTX and ADAIX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GSRTX vs. ADAIX - Dividend Comparison
GSRTX's dividend yield for the trailing twelve months is around 2.08%, which matches ADAIX's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSRTX Goldman Sachs Absolute Return Tracker Fund | 2.08% | 2.07% | 1.05% | 2.69% | 5.18% | 9.00% | 0.61% | 3.52% | 2.62% | 3.51% | 0.54% | 1.66% |
ADAIX AQR Diversified Arbitrage Fund Class I | 2.10% | 2.12% | 1.23% | 2.74% | 0.10% | 0.65% | 1.60% | 2.11% | 6.53% | 7.17% | 7.18% | 4.93% |
Drawdowns
GSRTX vs. ADAIX - Drawdown Comparison
The maximum GSRTX drawdown since its inception was -13.27%, smaller than the maximum ADAIX drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for GSRTX and ADAIX.
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Drawdown Indicators
| GSRTX | ADAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -14.75% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -5.94% | -0.64% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -7.40% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -14.75% | +1.48% |
Current DrawdownCurrent decline from peak | -3.24% | -0.15% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -2.85% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 0.17% | +1.18% |
Volatility
GSRTX vs. ADAIX - Volatility Comparison
Goldman Sachs Absolute Return Tracker Fund (GSRTX) has a higher volatility of 2.80% compared to AQR Diversified Arbitrage Fund Class I (ADAIX) at 0.40%. This indicates that GSRTX's price experiences larger fluctuations and is considered to be riskier than ADAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSRTX | ADAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 0.40% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 1.09% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.07% | 1.54% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 2.69% | +4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.46% | 4.33% | +2.13% |