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QAITX vs. GIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QAITX vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Q3 All-Weather Tactical Fund (QAITX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

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QAITX vs. GIPIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QAITX
Q3 All-Weather Tactical Fund
-9.95%3.53%16.11%23.71%-37.71%16.80%26.32%0.00%
GIPIX
Goldman Sachs Balanced Strategy Portfolio
-2.44%10.80%8.51%12.49%-14.43%7.94%11.09%0.09%

Returns By Period

In the year-to-date period, QAITX achieves a -9.95% return, which is significantly lower than GIPIX's -2.44% return.


QAITX

1D
-0.86%
1M
-8.36%
YTD
-9.95%
6M
-8.72%
1Y
1.26%
3Y*
8.34%
5Y*
-0.60%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QAITX vs. GIPIX - Expense Ratio Comparison

QAITX has a 1.36% expense ratio, which is higher than GIPIX's 0.19% expense ratio.


Return for Risk

QAITX vs. GIPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QAITX
QAITX Risk / Return Rank: 77
Overall Rank
QAITX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
QAITX Sortino Ratio Rank: 77
Sortino Ratio Rank
QAITX Omega Ratio Rank: 77
Omega Ratio Rank
QAITX Calmar Ratio Rank: 77
Calmar Ratio Rank
QAITX Martin Ratio Rank: 77
Martin Ratio Rank

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QAITX vs. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Q3 All-Weather Tactical Fund (QAITX) 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.


QAITXGIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.12

1.14

-1.02

Sortino ratio

Return per unit of downside risk

0.26

1.60

-1.34

Omega ratio

Gain probability vs. loss probability

1.03

1.24

-0.21

Calmar ratio

Return relative to maximum drawdown

0.04

0.93

-0.89

Martin ratio

Return relative to average drawdown

0.16

4.10

-3.94

QAITX vs. GIPIX - Sharpe Ratio Comparison

The current QAITX Sharpe Ratio is 0.12, which is lower than the GIPIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of QAITX and GIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QAITXGIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

1.14

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.49

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.64

-0.40

Correlation

The correlation between QAITX and GIPIX 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

QAITX vs. GIPIX - Dividend Comparison

QAITX's dividend yield for the trailing twelve months is around 1.03%, less than GIPIX's 5.95% yield.


TTM20252024202320222021202020192018201720162015
QAITX
Q3 All-Weather Tactical Fund
1.03%1.85%0.00%0.00%0.00%7.77%7.57%0.00%0.00%0.00%0.00%0.00%
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

QAITX vs. GIPIX - Drawdown Comparison

The maximum QAITX drawdown since its inception was -40.35%, which is greater than GIPIX's maximum drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for QAITX and GIPIX.


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Drawdown Indicators


QAITXGIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.35%

-29.46%

-10.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-6.33%

-7.16%

Max Drawdown (5Y)

Largest decline over 5 years

-40.35%

-20.65%

-19.70%

Max Drawdown (10Y)

Largest decline over 10 years

-20.65%

Current Drawdown

Current decline from peak

-18.48%

-5.50%

-12.98%

Average Drawdown

Average peak-to-trough decline

-15.90%

-3.70%

-12.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

1.65%

+1.82%

Volatility

QAITX vs. GIPIX - Volatility Comparison

Q3 All-Weather Tactical Fund (QAITX) has a higher volatility of 5.37% compared to Goldman Sachs Balanced Strategy Portfolio (GIPIX) at 2.94%. This indicates that QAITX's price experiences larger fluctuations and is considered to be riskier than GIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QAITXGIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

2.94%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

4.78%

+7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

8.09%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

7.93%

+5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

8.06%

+6.57%