SYMIX vs. GJRTX

Last updated Jun 5, 2026

SYMIX (AlphaCentric Symmetry Strategy Fund Class I) and GJRTX (Goldman Sachs Absolute Return Tracker Fund Institutional Class) are both Multistrategy funds. Over the past 5 years, SYMIX returned 7.08%/yr vs 5.62%/yr for GJRTX. A 0.62 correlation means they provide meaningful diversification when combined. SYMIX charges 1.69%/yr vs 0.74%/yr for GJRTX.

Performance

SYMIX vs. GJRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaCentric Symmetry Strategy Fund Class I (SYMIX) and Goldman Sachs Absolute Return Tracker Fund Institutional Class (GJRTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SYMIX achieves a 10.56% return, which is significantly higher than GJRTX's 6.44% return.

SYMIX

• 1D: -0.39%
• 1M: 0.13%
• YTD: 10.56%
• 6M: 12.68%
• 1Y: 25.04%
• 3Y*: 10.89%
• 5Y*: 7.08%
• 10Y*: —

GJRTX

• 1D: -0.26%
• 1M: 1.97%
• YTD: 6.44%
• 6M: 6.81%
• 1Y: 14.37%
• 3Y*: 9.58%
• 5Y*: 5.62%
• 10Y*: 5.62%

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

SYMIX vs. GJRTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SYMIX AlphaCentric Symmetry Strategy Fund Class I	10.56%	12.36%	7.61%	0.93%	6.09%	14.07%	-2.60%	0.06%
GJRTX Goldman Sachs Absolute Return Tracker Fund Institutional Class	6.44%	9.71%	7.04%	10.82%	-6.26%	6.45%	3.61%	3.51%

Correlation

The correlation between SYMIX and GJRTX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Aug 20, 2019	0.62

The correlation between SYMIX and GJRTX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

Return for Risk

SYMIX vs. GJRTX — Risk / Return Rank

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

SYMIX

SYMIX Risk / Return Rank: 64
SYMIX Sharpe Ratio Rank: 55
SYMIX Sortino Ratio Rank: 49
SYMIX Omega Ratio Rank: 51
SYMIX Calmar Ratio Rank: 86
SYMIX Martin Ratio Rank: 80

GJRTX

GJRTX Risk / Return Rank: 80
GJRTX Sharpe Ratio Rank: 80
GJRTX Sortino Ratio Rank: 78
GJRTX Omega Ratio Rank: 78
GJRTX Calmar Ratio Rank: 80
GJRTX Martin Ratio Rank: 84

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.

SYMIX vs. GJRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaCentric Symmetry Strategy Fund Class I (SYMIX) and Goldman Sachs Absolute Return Tracker Fund Institutional Class (GJRTX). 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.

	SYMIX	GJRTX	Difference
Sharpe ratio: Return per unit of total volatility	2.18	2.57	-0.39
Sortino ratio: Return per unit of downside risk	2.93	3.66	-0.73
Omega ratio: Gain probability vs. loss probability	1.39	1.50	-0.11
Calmar ratio: Return relative to maximum drawdown	4.15	3.47	+0.68
Martin ratio: Return relative to average drawdown	14.78	15.08	-0.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYMIX vs. GJRTX - Sharpe Ratio Comparison

The current SYMIX Sharpe Ratio is 2.18, which is comparable to the GJRTX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SYMIX and GJRTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SYMIX	GJRTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	2.57	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.84	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.70	-0.05

Drawdowns

SYMIX vs. GJRTX - Drawdown Comparison

The maximum SYMIX drawdown since its inception was -17.44%, which is greater than GJRTX's maximum drawdown of -13.23%. Use the drawdown chart below to compare losses from any high point for SYMIX and GJRTX.

Drawdown Indicators

	SYMIX	GJRTX	Difference
Max Drawdown Largest peak-to-trough decline	-17.44%	-13.23%	-4.21%
Max Drawdown (1Y) Largest decline over 1 year	-6.07%	-4.28%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-12.03%	-8.48%	-3.55%
Max Drawdown (5Y) Largest decline over 5 years	-12.20%	-10.82%	-1.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-13.23%	—
Current Drawdown Current decline from peak	-1.67%	-0.26%	-1.41%
Average Drawdown Average peak-to-trough decline	-4.19%	-2.21%	-1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	0.98%	+0.72%

Volatility

SYMIX vs. GJRTX - Volatility Comparison

AlphaCentric Symmetry Strategy Fund Class I (SYMIX) has a higher volatility of 2.87% compared to Goldman Sachs Absolute Return Tracker Fund Institutional Class (GJRTX) at 1.51%. This indicates that SYMIX's price experiences larger fluctuations and is considered to be riskier than GJRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SYMIX	GJRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	1.51%	+1.36%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	4.53%	+4.67%
Volatility (1Y) Calculated over the trailing 1-year period	11.54%	5.78%	+5.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.88%	6.70%	+4.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.01%	6.48%	+4.53%

SYMIX vs. GJRTX - Expense Ratio Comparison

SYMIX has a 1.69% expense ratio, which is higher than GJRTX's 0.74% expense ratio.

Dividends

SYMIX vs. GJRTX - Dividend Comparison

SYMIX has not paid dividends to shareholders, while GJRTX's dividend yield for the trailing twelve months is around 2.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GJRTX Goldman Sachs Absolute Return Tracker Fund Institutional Class	2.00%	2.13%	1.14%	2.71%	5.24%	8.88%	0.61%	3.60%	2.69%	3.52%	0.64%	1.80%
SYMIX AlphaCentric Symmetry Strategy Fund Class I	0.00%	0.00%	0.00%	2.06%	9.82%	0.25%	1.71%	2.42%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SYMIX and GJRTX in my portfolio?

SYMIX and GJRTX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYMIX or GJRTX?

SYMIX has higher volatility (2.87%) compared to GJRTX (1.51%). In terms of maximum drawdown, SYMIX dropped -17.44% vs GJRTX's -13.23%.

Which has better risk-adjusted returns?

GJRTX currently has the higher Sharpe Ratio (2.56 vs 2.18), 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.