NAVFX vs. GOIIX
Compare and contrast key facts about Sector Rotation Fund (NAVFX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX).
NAVFX is managed by Nottingham. It was launched on Dec 30, 2009. GOIIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
NAVFX vs. GOIIX - Performance Comparison
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NAVFX vs. GOIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAVFX Sector Rotation Fund | -7.19% | 13.35% | 21.19% | 24.55% | -17.89% | 15.78% | 11.54% | 22.22% | -5.38% | 20.41% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | -3.39% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 12.73% | 19.16% | -8.63% | 16.60% |
Returns By Period
In the year-to-date period, NAVFX achieves a -7.19% return, which is significantly lower than GOIIX's -3.39% return. Over the past 10 years, NAVFX has outperformed GOIIX with an annualized return of 9.68%, while GOIIX has yielded a comparatively lower 7.70% annualized return.
NAVFX
- 1D
- -0.60%
- 1M
- -9.80%
- YTD
- -7.19%
- 6M
- -5.64%
- 1Y
- 10.39%
- 3Y*
- 14.05%
- 5Y*
- 7.27%
- 10Y*
- 9.68%
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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NAVFX vs. GOIIX - Expense Ratio Comparison
NAVFX has a 1.97% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Return for Risk
NAVFX vs. GOIIX — Risk / Return Rank
NAVFX
GOIIX
NAVFX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sector Rotation Fund (NAVFX) 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.
| NAVFX | GOIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.21 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.61 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.98 | -0.36 |
Martin ratioReturn relative to average drawdown | 2.93 | 4.37 | -1.45 |
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
| NAVFX | GOIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.21 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.60 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.69 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.52 | +0.10 |
Correlation
The correlation between NAVFX and GOIIX is 0.91, 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
NAVFX vs. GOIIX - Dividend Comparison
NAVFX's dividend yield for the trailing twelve months is around 2.38%, less than GOIIX's 8.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAVFX Sector Rotation Fund | 2.38% | 2.21% | 7.02% | 1.66% | 7.80% | 5.16% | 1.16% | 8.54% | 10.05% | 6.08% | 2.96% | 3.14% |
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
NAVFX vs. GOIIX - Drawdown Comparison
The maximum NAVFX drawdown since its inception was -30.79%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for NAVFX and GOIIX.
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Drawdown Indicators
| NAVFX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -43.63% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -8.55% | -4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -23.78% | -0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -30.79% | -25.07% | -5.72% |
Current DrawdownCurrent decline from peak | -10.14% | -7.10% | -3.04% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -6.44% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.14% | +0.57% |
Volatility
NAVFX vs. GOIIX - Volatility Comparison
Sector Rotation Fund (NAVFX) has a higher volatility of 5.21% compared to Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) at 3.77%. This indicates that NAVFX's price experiences larger fluctuations and is considered to be riskier 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
| NAVFX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 3.77% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 6.48% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 10.40% | +8.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 10.58% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 11.22% | +5.27% |