GSRTX vs. BAMBX
Compare and contrast key facts about Goldman Sachs Absolute Return Tracker Fund (GSRTX) and BlackRock Systematic Multi-Strategy Fund (BAMBX).
GSRTX is managed by Goldman Sachs. It was launched on May 29, 2008. BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020.
Performance
GSRTX vs. BAMBX - Performance Comparison
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GSRTX vs. BAMBX - 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% |
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.16% | 4.59% | 6.61% | 6.19% | -3.23% | 5.84% | 3.34% | 8.25% | 1.51% | 9.72% |
Returns By Period
In the year-to-date period, GSRTX achieves a -0.76% return, which is significantly lower than BAMBX's 1.16% return. Over the past 10 years, GSRTX has outperformed BAMBX with an annualized return of 4.86%, while BAMBX has yielded a comparatively lower 4.45% 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%
BAMBX
- 1D
- 0.19%
- 1M
- -2.60%
- YTD
- 1.16%
- 6M
- 3.04%
- 1Y
- 2.95%
- 3Y*
- 6.31%
- 5Y*
- 3.91%
- 10Y*
- 4.45%
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GSRTX vs. BAMBX - Expense Ratio Comparison
GSRTX has a 0.75% expense ratio, which is lower than BAMBX's 1.20% expense ratio.
Return for Risk
GSRTX vs. BAMBX — Risk / Return Rank
GSRTX
BAMBX
GSRTX vs. BAMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) and BlackRock Systematic Multi-Strategy Fund (BAMBX). 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 | BAMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.74 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.09 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.90 | +0.28 |
Martin ratioReturn relative to average drawdown | 5.16 | 3.15 | +2.01 |
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 | BAMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.74 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.10 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 1.26 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.36 | -0.74 |
Correlation
The correlation between GSRTX and BAMBX is 0.20, 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. BAMBX - Dividend Comparison
GSRTX's dividend yield for the trailing twelve months is around 2.08%, more than BAMBX's 1.94% 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% |
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.94% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% | 0.00% |
Drawdowns
GSRTX vs. BAMBX - Drawdown Comparison
The maximum GSRTX drawdown since its inception was -13.27%, which is greater than BAMBX's maximum drawdown of -8.84%. Use the drawdown chart below to compare losses from any high point for GSRTX and BAMBX.
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Drawdown Indicators
| GSRTX | BAMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -8.84% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.94% | -3.61% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -6.66% | -4.30% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -8.84% | -4.43% |
Current DrawdownCurrent decline from peak | -3.24% | -2.97% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -1.21% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 1.03% | +0.32% |
Volatility
GSRTX vs. BAMBX - Volatility Comparison
Goldman Sachs Absolute Return Tracker Fund (GSRTX) has a higher volatility of 2.80% compared to BlackRock Systematic Multi-Strategy Fund (BAMBX) at 1.51%. This indicates that GSRTX's price experiences larger fluctuations and is considered to be riskier than BAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSRTX | BAMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 1.51% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 2.83% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.07% | 4.02% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 3.56% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.46% | 3.54% | +2.92% |