PAAIX vs. TTIFX
Compare and contrast key facts about PIMCO All Asset Fund (PAAIX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX).
PAAIX is managed by PIMCO. It was launched on Nov 5, 2002. TTIFX is managed by Goldman Sachs. It was launched on Jul 30, 2014.
Performance
PAAIX vs. TTIFX - Performance Comparison
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PAAIX vs. TTIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAAIX PIMCO All Asset Fund | 2.90% | 13.20% | 4.12% | 8.19% | -11.52% | 15.61% | 8.38% | 12.21% | -4.97% | 11.39% |
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, PAAIX achieves a 2.90% return, which is significantly higher than TTIFX's -0.19% return.
PAAIX
- 1D
- 0.34%
- 1M
- -4.54%
- YTD
- 2.90%
- 6M
- 5.80%
- 1Y
- 14.16%
- 3Y*
- 8.11%
- 5Y*
- 4.79%
- 10Y*
- 6.70%
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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PAAIX vs. TTIFX - Expense Ratio Comparison
PAAIX has a 1.40% expense ratio, which is higher than TTIFX's 0.68% expense ratio.
Return for Risk
PAAIX vs. TTIFX — Risk / Return Rank
PAAIX
TTIFX
PAAIX vs. TTIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO All Asset Fund (PAAIX) 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.
| PAAIX | TTIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.32 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.86 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.66 | +0.62 |
Martin ratioReturn relative to average drawdown | 9.91 | 7.02 | +2.89 |
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
| PAAIX | TTIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.32 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.47 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.50 | +0.42 |
Correlation
The correlation between PAAIX and TTIFX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PAAIX vs. TTIFX - Dividend Comparison
PAAIX's dividend yield for the trailing twelve months is around 7.58%, more than TTIFX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAAIX PIMCO All Asset Fund | 7.58% | 7.12% | 5.92% | 3.20% | 7.68% | 11.90% | 3.56% | 3.33% | 5.50% | 4.48% | 3.60% | 3.93% |
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
PAAIX vs. TTIFX - Drawdown Comparison
The maximum PAAIX drawdown since its inception was -27.59%, which is greater than TTIFX's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for PAAIX and TTIFX.
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Drawdown Indicators
| PAAIX | TTIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -13.21% | -14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -2.66% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -9.04% | -10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -22.64% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | -2.10% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -3.79% | -2.15% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 0.65% | +0.79% |
Volatility
PAAIX vs. TTIFX - Volatility Comparison
PIMCO All Asset Fund (PAAIX) has a higher volatility of 2.40% compared to Goldman Sachs TacticalTiltOverlayFund (TTIFX) at 1.05%. This indicates that PAAIX'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
| PAAIX | TTIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 1.05% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 1.80% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.98% | 4.39% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.79% | 5.91% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 5.93% | +1.87% |