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GSRTX vs. TALTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSRTX vs. TALTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Absolute Return Tracker Fund (GSRTX) and Morgan Stanley Pathway Funds Alternative Strategies Fund (TALTX). The values are adjusted to include any dividend payments, if applicable.

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GSRTX vs. TALTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GSRTX
Goldman Sachs Absolute Return Tracker Fund
-0.76%9.55%6.93%10.69%-6.36%6.32%3.55%10.66%-3.18%
TALTX
Morgan Stanley Pathway Funds Alternative Strategies Fund
1.31%5.51%3.53%8.27%-2.29%5.33%5.20%6.53%1.69%

Returns By Period

In the year-to-date period, GSRTX achieves a -0.76% return, which is significantly lower than TALTX's 1.31% 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%

TALTX

1D
0.56%
1M
-1.46%
YTD
1.31%
6M
2.71%
1Y
5.79%
3Y*
6.04%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSRTX vs. TALTX - Expense Ratio Comparison

GSRTX has a 0.75% expense ratio, which is higher than TALTX's 0.59% expense ratio.


Return for Risk

GSRTX vs. TALTX — 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

TALTX
TALTX Risk / Return Rank: 5050
Overall Rank
TALTX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TALTX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TALTX Omega Ratio Rank: 7474
Omega Ratio Rank
TALTX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TALTX Martin Ratio Rank: 2525
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. TALTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) and Morgan Stanley Pathway Funds Alternative Strategies Fund (TALTX). 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.


GSRTXTALTXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.28

-0.16

Sortino ratio

Return per unit of downside risk

1.49

1.72

-0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratio

Return relative to maximum drawdown

1.18

0.82

+0.36

Martin ratio

Return relative to average drawdown

5.16

3.36

+1.79

GSRTX vs. TALTX - Sharpe Ratio Comparison

The current GSRTX Sharpe Ratio is 1.12, which is comparable to the TALTX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GSRTX and TALTX, 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


GSRTXTALTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.28

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.82

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.92

-0.31

Correlation

The correlation between GSRTX and TALTX is 0.72, 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.


Dividends

GSRTX vs. TALTX - Dividend Comparison

GSRTX's dividend yield for the trailing twelve months is around 2.08%, less than TALTX's 4.28% 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%
TALTX
Morgan Stanley Pathway Funds Alternative Strategies Fund
4.28%4.34%2.45%3.11%6.63%0.69%0.85%3.12%0.74%0.00%0.00%0.00%

Drawdowns

GSRTX vs. TALTX - Drawdown Comparison

The maximum GSRTX drawdown since its inception was -13.27%, smaller than the maximum TALTX drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for GSRTX and TALTX.


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Drawdown Indicators


GSRTXTALTXDifference

Max Drawdown

Largest peak-to-trough decline

-13.27%

-14.24%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.94%

-5.15%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-10.96%

-6.38%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-13.27%

Current Drawdown

Current decline from peak

-3.24%

-1.55%

-1.69%

Average Drawdown

Average peak-to-trough decline

-2.28%

-1.37%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

1.55%

-0.20%

Volatility

GSRTX vs. TALTX - Volatility Comparison

Goldman Sachs Absolute Return Tracker Fund (GSRTX) has a higher volatility of 2.80% compared to Morgan Stanley Pathway Funds Alternative Strategies Fund (TALTX) at 1.16%. This indicates that GSRTX's price experiences larger fluctuations and is considered to be riskier than TALTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSRTXTALTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.16%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

2.59%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

7.07%

5.38%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

4.69%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

4.73%

+1.73%