RQEIX vs. GIPIX

Last updated Aug 1, 2026

RQEIX (RESQ Dynamic Allocation Fund) and GIPIX (Goldman Sachs Balanced Strategy Portfolio) are both Tactical Allocation funds. Over the past 10 years, RQEIX returned 4.80%/yr vs 5.79%/yr for GIPIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. RQEIX charges 1.80%/yr vs 0.19%/yr for GIPIX.

Performance

RQEIX vs. GIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RESQ Dynamic Allocation Fund (RQEIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RQEIX achieves a 6.45% return, which is significantly higher than GIPIX's 4.38% return. Over the past 10 years, RQEIX has underperformed GIPIX with an annualized return of 4.80%, while GIPIX has yielded a comparatively higher 5.79% annualized return.

RQEIX

• 1D: 0.92%
• 1M: -0.90%
• 6M: 4.80%
• YTD: 6.45%
• 1Y: 19.75%
• 3Y*: 11.81%
• 5Y*: 5.64%
• 10Y*: 4.80%
• ALL TIME*: 3.29%

GIPIX

• 1D: 0.85%
• 1M: -0.76%
• 6M: 2.76%
• YTD: 4.38%
• 1Y: 11.25%
• 3Y*: 9.30%
• 5Y*: 4.13%
• 10Y*: 5.79%
• ALL TIME*: 5.19%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GIPIX Goldman Sachs Balanced Strategy Portfolio	$0.00	$0.00	$0.00
RQEIX RESQ Dynamic Allocation Fund	$0.00	$0.00	$0.00

RQEIX vs. GIPIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RQEIX RESQ Dynamic Allocation Fund	6.45%	14.97%	15.35%	20.27%	-17.06%	-8.45%	14.11%	7.53%	-6.02%	11.94%
GIPIX Goldman Sachs Balanced Strategy Portfolio	4.38%	10.80%	8.51%	12.49%	-14.43%	7.94%	11.09%	15.68%	-6.52%	11.63%

Correlation

The correlation between RQEIX and GIPIX is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (5Y) Shows whether the relationship held over a longer period.	0.70
Correlation (10Y) Provides a long-term view across more market conditions.	0.65
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.65

The correlation between RQEIX and GIPIX shifts across timeframes, from 0.63 (3 years) to 0.81 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

RQEIX vs. GIPIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RQEIX

RQEIX Risk / Return Rank: 84
RQEIX Sharpe Ratio Rank: 79
RQEIX Sortino Ratio Rank: 77
RQEIX Omega Ratio Rank: 82
RQEIX Calmar Ratio Rank: 95
RQEIX Martin Ratio Rank: 88

GIPIX

GIPIX Risk / Return Rank: 62
GIPIX Sharpe Ratio Rank: 64
GIPIX Sortino Ratio Rank: 64
GIPIX Omega Ratio Rank: 65
GIPIX Calmar Ratio Rank: 55
GIPIX Martin Ratio Rank: 65

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RQEIX vs. GIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RESQ Dynamic Allocation Fund (RQEIX) 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.

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.

	RQEIX	GIPIX	Difference
Sharpe ratio: Return per unit of total volatility	1.91	1.54	+0.37
Sortino ratio: Return per unit of downside risk	2.66	2.20	+0.46
Omega ratio: Gain probability vs. loss probability	1.39	1.29	+0.10
Calmar ratio: Return relative to maximum drawdown	4.21	1.94	+2.26
Martin ratio: Return relative to average drawdown	11.89	8.16	+3.73

RQEIX vs. GIPIX - Sharpe Ratio Comparison

The current RQEIX Sharpe Ratio is 1.91, which is comparable to the GIPIX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of RQEIX and GIPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RQEIX vs. GIPIX - Drawdown Comparison

The maximum RQEIX drawdown since its inception was -33.25%, which is greater than GIPIX's maximum drawdown of -29.46%. Use the drawdown chart below to compare losses from any high point for RQEIX and GIPIX.

Drawdown Indicators

	RQEIX	GIPIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-29.46%	-3.79%
Max Drawdown (1Y) Largest decline over 1 year	-4.26%	-5.59%	+1.33%
Max Drawdown (3Y) Largest decline over 3 years	-17.96%	-9.11%	-8.85%
Max Drawdown (5Y) Largest decline over 5 years	-28.82%	-20.65%	-8.17%
Max Drawdown (10Y) Largest decline over 10 years	-33.25%	-20.65%	-12.60%
Current Drawdown Current decline from peak	-2.51%	-1.21%	-1.30%
Average Drawdown Average peak-to-trough decline	-11.15%	-3.67%	-7.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	1.32%	+0.19%

Volatility

RQEIX vs. GIPIX - Volatility Comparison

RESQ Dynamic Allocation Fund (RQEIX) and Goldman Sachs Balanced Strategy Portfolio (GIPIX) have volatilities of 2.00% and 2.06%, 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.

Volatility by Period

	RQEIX	GIPIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.00%	2.06%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	7.53%	5.94%	+1.59%
Volatility (1Y) Calculated over the trailing 1-year period	9.40%	7.07%	+2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.79%	8.10%	+8.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.02%	8.12%	+7.90%

RQEIX vs. GIPIX - Expense Ratio Comparison

RQEIX has a 1.80% expense ratio, which is higher than GIPIX's 0.19% expense ratio.

Dividends

RQEIX vs. GIPIX - Dividend Comparison

RQEIX's dividend yield for the trailing twelve months is around 14.07%, more than GIPIX's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GIPIX Goldman Sachs Balanced Strategy Portfolio	5.63%	5.22%	4.06%	2.12%	4.56%	6.37%	2.25%	2.51%	4.70%	4.51%	1.46%	5.73%
RQEIX RESQ Dynamic Allocation Fund	14.07%	14.53%	0.38%	0.00%	0.38%	0.00%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RQEIX and GIPIX in my portfolio?

RQEIX and GIPIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RQEIX or GIPIX?

GIPIX has higher volatility (2.06%) compared to RQEIX (2.00%). In terms of maximum drawdown, RQEIX dropped -33.25% vs GIPIX's -29.46%.

Which has better risk-adjusted returns?

RQEIX currently has the higher Sharpe Ratio (1.91 vs 1.54), 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.