RDMIX vs. GOIIX
RDMIX (Rational/ReSolve Adaptive Asset Allocation Fund) and GOIIX (Goldman Sachs Growth and Income Strategy Portfolio) are both Tactical Allocation funds. Over the past 10 years, RDMIX returned 4.32%/yr vs 8.38%/yr for GOIIX. Their 0.18 correlation means their historical movements had little consistent relationship. RDMIX charges 1.97%/yr vs 0.19%/yr for GOIIX.
Performance
RDMIX vs. GOIIX - Performance Comparison
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Returns By Period
In the year-to-date period, RDMIX achieves a 11.95% return, which is significantly higher than GOIIX's 7.39% return. Over the past 10 years, RDMIX has underperformed GOIIX with an annualized return of 4.32%, while GOIIX has yielded a comparatively higher 8.38% annualized return.
RDMIX
- 1D
- -0.34%
- 1M
- 0.30%
- 6M
- 13.61%
- YTD
- 11.95%
- 1Y
- 20.41%
- 3Y*
- 8.62%
- 5Y*
- 4.52%
- 10Y*
- 4.32%
- ALL TIME*
- 5.62%
GOIIX
- 1D
- 0.86%
- 1M
- 0.29%
- 6M
- 5.16%
- YTD
- 7.39%
- 1Y
- 15.48%
- 3Y*
- 14.43%
- 5Y*
- 6.99%
- 10Y*
- 8.38%
- ALL TIME*
- 6.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RDMIX vs. GOIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund | 11.95% | 5.07% | 9.88% | -0.52% | -3.06% | 11.18% | 0.65% | 18.24% | -7.65% | 3.85% |
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 7.39% | 15.03% | 14.81% | 15.16% | -15.86% | 12.65% | 12.73% | 19.16% | -8.63% | 16.60% |
Correlation
The correlation between RDMIX and GOIIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998 | 0.18 |
Over the past year, RDMIX and GOIIX have become more correlated (0.58) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
RDMIX vs. GOIIX — Risk / Return Rank
RDMIX
GOIIX
RDMIX vs. GOIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RDMIX | GOIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.37 | +1.16 |
| Martin ratioReturn relative to average drawdown | 9.55 | 10.01 | -0.46 |
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Drawdowns
RDMIX vs. GOIIX - Drawdown Comparison
The maximum RDMIX drawdown since its inception was -31.57%, smaller than the maximum GOIIX drawdown of -43.63%. Use the drawdown chart below to compare losses from any high point for RDMIX and GOIIX.
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Drawdown Indicators
| RDMIX | GOIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.57% | -43.63% | +12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -7.17% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -12.19% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | -23.78% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -21.92% | -25.07% | +3.15% |
Current DrawdownCurrent decline from peak | -1.86% | -0.36% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -6.37% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 1.69% | +0.56% |
Volatility
RDMIX vs. GOIIX - Volatility Comparison
Rational/ReSolve Adaptive Asset Allocation Fund (RDMIX) and Goldman Sachs Growth and Income Strategy Portfolio (GOIIX) have volatilities of 2.70% and 2.84%, 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
| RDMIX | GOIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.84% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.91% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 9.50% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 10.78% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.19% | 11.26% | -0.07% |
RDMIX vs. GOIIX - Expense Ratio Comparison
RDMIX has a 1.97% expense ratio, which is higher than GOIIX's 0.19% expense ratio.
Dividends
RDMIX vs. GOIIX - Dividend Comparison
RDMIX's dividend yield for the trailing twelve months is around 0.81%, less than GOIIX's 8.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOIIX Goldman Sachs Growth and Income Strategy Portfolio | 8.06% | 7.98% | 9.79% | 1.97% | 5.09% | 6.80% | 3.47% | 2.29% | 3.04% | 2.73% | 1.37% | 3.99% |
RDMIX Rational/ReSolve Adaptive Asset Allocation Fund | 0.81% | 0.90% | 6.81% | 10.63% | 0.39% | 16.40% | 0.47% | 15.46% | 0.94% | 0.07% | 0.00% | 0.00% |
Frequently Asked Questions
RDMIX and GOIIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOIIX has higher volatility (2.84%) compared to RDMIX (2.70%). In terms of maximum drawdown, RDMIX dropped -31.57% vs GOIIX's -43.63%.
RDMIX currently has the higher Sharpe Ratio (1.92 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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