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GSRTX vs. QSPNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSRTX vs. QSPNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Absolute Return Tracker Fund (GSRTX) and AQR Style Premia Alternative Fund Class N (QSPNX). The values are adjusted to include any dividend payments, if applicable.

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GSRTX vs. QSPNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QSPNX
AQR Style Premia Alternative Fund Class N
9.85%14.35%21.33%12.14%30.40%24.63%-22.17%-8.35%-12.60%11.74%

Returns By Period

In the year-to-date period, GSRTX achieves a -0.76% return, which is significantly lower than QSPNX's 9.85% return. Over the past 10 years, GSRTX has underperformed QSPNX with an annualized return of 4.86%, while QSPNX 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%

QSPNX

1D
-0.11%
1M
3.08%
YTD
9.85%
6M
12.90%
1Y
12.64%
3Y*
19.61%
5Y*
18.57%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSRTX vs. QSPNX - Expense Ratio Comparison

GSRTX has a 0.75% expense ratio, which is lower than QSPNX's 6.14% expense ratio.


Return for Risk

GSRTX vs. QSPNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSRTX
GSRTX Risk / Return Rank: 5050
Overall Rank
GSRTX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GSRTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
GSRTX Omega Ratio Rank: 5454
Omega Ratio Rank
GSRTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GSRTX Martin Ratio Rank: 4747
Martin Ratio Rank

QSPNX
QSPNX Risk / Return Rank: 5757
Overall Rank
QSPNX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QSPNX Sortino Ratio Rank: 6464
Sortino Ratio Rank
QSPNX Omega Ratio Rank: 5555
Omega Ratio Rank
QSPNX Calmar Ratio Rank: 5959
Calmar Ratio Rank
QSPNX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSRTX vs. QSPNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) and AQR Style Premia Alternative Fund Class N (QSPNX). 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.


GSRTXQSPNXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.35

-0.23

Sortino ratio

Return per unit of downside risk

1.49

1.85

-0.36

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.18

1.68

-0.51

Martin ratio

Return relative to average drawdown

5.16

5.06

+0.10

GSRTX vs. QSPNX - Sharpe Ratio Comparison

The current GSRTX Sharpe Ratio is 1.12, which is comparable to the QSPNX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GSRTX and QSPNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSRTXQSPNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.35

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.17

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.53

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.59

+0.02

Correlation

The correlation between GSRTX and QSPNX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GSRTX vs. QSPNX - Dividend Comparison

GSRTX's dividend yield for the trailing twelve months is around 2.08%, less than QSPNX's 2.18% yield.


TTM20252024202320222021202020192018201720162015
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%
QSPNX
AQR Style Premia Alternative Fund Class N
2.18%2.39%6.80%23.73%22.62%12.61%0.00%1.63%0.51%6.81%1.75%5.68%

Drawdowns

GSRTX vs. QSPNX - Drawdown Comparison

The maximum GSRTX drawdown since its inception was -13.27%, smaller than the maximum QSPNX drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for GSRTX and QSPNX.


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Drawdown Indicators


GSRTXQSPNXDifference

Max Drawdown

Largest peak-to-trough decline

-13.27%

-41.79%

+28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.94%

-7.78%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-10.96%

-17.17%

+6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-13.27%

-41.79%

+28.52%

Current Drawdown

Current decline from peak

-3.24%

-0.21%

-3.03%

Average Drawdown

Average peak-to-trough decline

-2.28%

-9.72%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

2.74%

-1.39%

Volatility

GSRTX vs. QSPNX - Volatility Comparison

Goldman Sachs Absolute Return Tracker Fund (GSRTX) has a higher volatility of 2.80% compared to AQR Style Premia Alternative Fund Class N (QSPNX) at 2.64%. This indicates that GSRTX's price experiences larger fluctuations and is considered to be riskier than QSPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSRTXQSPNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.64%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

6.59%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

7.07%

10.11%

-3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

15.93%

-9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

12.76%

-6.30%