HSTRX vs. TTIFX
Compare and contrast key facts about Hussman Strategic Total Return Fund (HSTRX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX).
HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002. TTIFX is managed by Goldman Sachs. It was launched on Jul 30, 2014.
Performance
HSTRX vs. TTIFX - Performance Comparison
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HSTRX vs. TTIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSTRX Hussman Strategic Total Return Fund | 3.20% | 20.33% | 6.06% | 6.04% | -6.23% | 1.21% | 11.45% | 11.42% | 1.48% | 0.37% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | -0.19% | 6.79% | -2.91% | 6.04% | 0.93% | 8.25% | 5.13% | 4.99% | -2.45% | 0.84% |
Returns By Period
In the year-to-date period, HSTRX achieves a 3.20% return, which is significantly higher than TTIFX's -0.19% return.
HSTRX
- 1D
- 0.40%
- 1M
- -1.97%
- YTD
- 3.20%
- 6M
- 5.15%
- 1Y
- 17.13%
- 3Y*
- 10.52%
- 5Y*
- 6.20%
- 10Y*
- 5.53%
TTIFX
- 1D
- 0.28%
- 1M
- -1.83%
- YTD
- -0.19%
- 6M
- 1.87%
- 1Y
- 4.97%
- 3Y*
- 2.51%
- 5Y*
- 2.75%
- 10Y*
- —
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HSTRX vs. TTIFX - Expense Ratio Comparison
HSTRX has a 0.75% expense ratio, which is higher than TTIFX's 0.68% expense ratio.
Return for Risk
HSTRX vs. TTIFX — Risk / Return Rank
HSTRX
TTIFX
HSTRX vs. TTIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hussman Strategic Total Return Fund (HSTRX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX). 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.
| HSTRX | TTIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 1.32 | +1.23 |
Sortino ratioReturn per unit of downside risk | 3.54 | 1.86 | +1.68 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.34 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 5.41 | 1.66 | +3.75 |
Martin ratioReturn relative to average drawdown | 19.66 | 7.02 | +12.64 |
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
| HSTRX | TTIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 1.32 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.47 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.50 | +0.36 |
Correlation
The correlation between HSTRX and TTIFX is 0.27, 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
HSTRX vs. TTIFX - Dividend Comparison
HSTRX's dividend yield for the trailing twelve months is around 1.98%, less than TTIFX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSTRX Hussman Strategic Total Return Fund | 1.98% | 2.25% | 2.91% | 2.54% | 2.15% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | 3.01% | 3.01% | 0.00% | 5.33% | 0.84% | 2.02% | 4.71% | 1.09% | 0.00% | 0.94% | 0.00% | 0.00% |
Drawdowns
HSTRX vs. TTIFX - Drawdown Comparison
The maximum HSTRX drawdown since its inception was -13.53%, roughly equal to the maximum TTIFX drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for HSTRX and TTIFX.
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Drawdown Indicators
| HSTRX | TTIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.53% | -13.21% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.66% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -13.53% | -9.04% | -4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -13.53% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -2.10% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -2.15% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.65% | +0.22% |
Volatility
HSTRX vs. TTIFX - Volatility Comparison
Hussman Strategic Total Return Fund (HSTRX) has a higher volatility of 1.22% compared to Goldman Sachs TacticalTiltOverlayFund (TTIFX) at 1.05%. This indicates that HSTRX's price experiences larger fluctuations and is considered to be riskier than TTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSTRX | TTIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 1.05% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 1.80% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 4.39% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 5.91% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.96% | 5.93% | +0.03% |