PAUIX vs. GIPIX
Compare and contrast key facts about PIMCO All Asset All Authority Fund (PAUIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX).
PAUIX is managed by PIMCO. It was launched on Oct 30, 2003. GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998.
Performance
PAUIX vs. GIPIX - Performance Comparison
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PAUIX vs. GIPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAUIX PIMCO All Asset All Authority Fund | 2.19% | 14.15% | 1.06% | 6.35% | -15.65% | 15.55% | 4.58% | 7.62% | -6.14% | 12.05% |
GIPIX Goldman Sachs Balanced Strategy Portfolio | -2.44% | 10.80% | 8.51% | 12.49% | -14.43% | 7.94% | 11.09% | 15.68% | -6.52% | 11.63% |
Returns By Period
In the year-to-date period, PAUIX achieves a 2.19% return, which is significantly higher than GIPIX's -2.44% return. Over the past 10 years, PAUIX has underperformed GIPIX with an annualized return of 4.60%, while GIPIX has yielded a comparatively higher 5.45% annualized return.
PAUIX
- 1D
- 0.43%
- 1M
- -5.64%
- YTD
- 2.19%
- 6M
- 5.13%
- 1Y
- 13.62%
- 3Y*
- 6.21%
- 5Y*
- 2.88%
- 10Y*
- 4.60%
GIPIX
- 1D
- 0.09%
- 1M
- -5.43%
- YTD
- -2.44%
- 6M
- -0.36%
- 1Y
- 8.91%
- 3Y*
- 8.13%
- 5Y*
- 3.82%
- 10Y*
- 5.45%
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PAUIX vs. GIPIX - Expense Ratio Comparison
PAUIX has a 0.21% expense ratio, which is higher than GIPIX's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PAUIX vs. GIPIX — Risk / Return Rank
PAUIX
GIPIX
PAUIX vs. GIPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO All Asset All Authority Fund (PAUIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). 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.
| PAUIX | GIPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.14 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.43 | 1.60 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 0.93 | +1.38 |
Martin ratioReturn relative to average drawdown | 8.68 | 4.10 | +4.58 |
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
| PAUIX | GIPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.14 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.49 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.68 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.64 | -0.04 |
Correlation
The correlation between PAUIX and GIPIX is 0.47, 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
PAUIX vs. GIPIX - Dividend Comparison
PAUIX's dividend yield for the trailing twelve months is around 7.06%, more than GIPIX's 5.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAUIX PIMCO All Asset All Authority Fund | 7.06% | 6.10% | 2.64% | 3.97% | 9.98% | 15.46% | 4.47% | 2.89% | 5.74% | 5.28% | 3.62% | 5.54% |
GIPIX Goldman Sachs Balanced Strategy Portfolio | 5.95% | 5.22% | 4.06% | 2.12% | 4.56% | 6.37% | 2.25% | 2.51% | 4.70% | 4.51% | 1.46% | 5.73% |
Drawdowns
PAUIX vs. GIPIX - Drawdown Comparison
The maximum PAUIX drawdown since its inception was -26.84%, smaller than the maximum GIPIX drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for PAUIX and GIPIX.
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Drawdown Indicators
| PAUIX | GIPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.84% | -29.46% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -6.33% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -26.15% | -20.65% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -26.84% | -20.65% | -6.19% |
Current DrawdownCurrent decline from peak | -5.64% | -5.50% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -3.70% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.65% | -0.04% |
Volatility
PAUIX vs. GIPIX - Volatility Comparison
PIMCO All Asset All Authority Fund (PAUIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX) have volatilities of 2.85% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAUIX | GIPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.94% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 4.68% | 4.78% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.47% | 8.09% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.64% | 7.93% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.00% | 8.06% | +0.94% |