HSAFX vs. GOIIX
Compare and contrast key facts about Hussman Strategic Allocation Fund (HSAFX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
HSAFX is managed by Hussman Funds. It was launched on Aug 26, 2019. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
HSAFX vs. GOIIX - Performance Comparison
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HSAFX vs. GOIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
HSAFX Hussman Strategic Allocation Fund | 1.92% | 7.78% | 1.74% | 0.65% | 4.42% | 7.23% | 11.20% | -0.37% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -3.39% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 12.73% | 6.39% |
Returns By Period
In the year-to-date period, HSAFX achieves a 1.92% return, which is significantly higher than GOIIX's -3.39% return.
HSAFX
- 1D
- 0.20%
- 1M
- 0.50%
- YTD
- 1.92%
- 6M
- 1.79%
- 1Y
- 4.11%
- 3Y*
- 3.88%
- 5Y*
- 2.83%
- 10Y*
- —
GOIIX
- 1D
- 0.07%
- 1M
- -6.83%
- YTD
- -3.39%
- 6M
- -0.74%
- 1Y
- 12.30%
- 3Y*
- 11.79%
- 5Y*
- 6.28%
- 10Y*
- 7.70%
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HSAFX vs. GOIIX - Expense Ratio Comparison
HSAFX has a 1.25% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
HSAFX vs. GOIIX — Risk / Return Rank
HSAFX
GOIIX
HSAFX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Allocation Fund (HSAFX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX). 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.
| HSAFX | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.21 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.61 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.98 | +0.28 |
Martin ratioReturn relative to average drawdown | 3.52 | 4.37 | -0.86 |
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
| HSAFX | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.21 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.52 | +0.50 |
Correlation
The correlation between HSAFX and GOIIX is 0.24, 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
HSAFX vs. GOIIX - Dividend Comparison
HSAFX's dividend yield for the trailing twelve months is around 1.41%, less than GOIIX's 8.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSAFX Hussman Strategic Allocation Fund | 1.41% | 1.90% | 2.15% | 1.60% | 19.12% | 3.37% | 5.55% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.88% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
Drawdowns
HSAFX vs. GOIIX - Drawdown Comparison
The maximum HSAFX drawdown since its inception was -5.54%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for HSAFX and GOIIX.
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Drawdown Indicators
| HSAFX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.54% | -43.63% | +38.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -8.55% | +4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -5.54% | -23.78% | +18.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.07% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.10% | +7.10% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -6.44% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.14% | -0.80% |
Volatility
HSAFX vs. GOIIX - Volatility Comparison
The current volatility for Hussman Strategic Allocation Fund (HSAFX) is 1.22%, while Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) has a volatility of 3.77%. This indicates that HSAFX experiences smaller price fluctuations and is considered to be less risky than GOIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSAFX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 3.77% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 6.48% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.68% | 10.40% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 10.58% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.11% | 11.22% | -6.11% |