TANDX vs. SVPFX
TANDX (Castle Tandem Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TANDX returned 1.84%/yr vs 2.19%/yr for SVPFX. At a 0.16 correlation, their price movements are largely independent. TANDX charges 1.59%/yr vs 0.38%/yr for SVPFX.
Performance
TANDX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, TANDX achieves a -10.05% return, which is significantly lower than SVPFX's 2.21% return.
TANDX
- 1D
- 0.57%
- 1M
- 2.00%
- 6M
- -11.19%
- YTD
- -10.05%
- 1Y
- -11.96%
- 3Y*
- 1.25%
- 5Y*
- 1.84%
- 10Y*
- —
SVPFX
- 1D
- 0.20%
- 1M
- 0.41%
- 6M
- 2.21%
- YTD
- 2.21%
- 1Y
- 5.83%
- 3Y*
- 4.65%
- 5Y*
- 2.19%
- 10Y*
- —
TANDX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TANDX Castle Tandem Fund | -10.05% | 3.67% | 7.66% | 8.42% | -7.87% | 14.88% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.21% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between TANDX and SVPFX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.16 |
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Return for Risk
TANDX vs. SVPFX — Risk / Return Rank
TANDX
SVPFX
TANDX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castle Tandem Fund (TANDX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| TANDX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.98 | ||
| Sortino ratioReturn per unit of downside risk | -5.82 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.64 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 6.95 | -7.64 |
| Martin ratioReturn relative to average drawdown | -1.37 | 25.55 | -26.93 |
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Drawdowns
TANDX vs. SVPFX - Drawdown Comparison
The maximum TANDX drawdown since its inception was -93.98%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for TANDX and SVPFX.
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Drawdown Indicators
| TANDX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -6.37% | -87.61% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -0.91% | -15.97% |
Max Drawdown (3Y)Largest decline over 3 years | -93.98% | -5.32% | -88.66% |
Max Drawdown (5Y)Largest decline over 5 years | -93.98% | -6.37% | -87.61% |
Current DrawdownCurrent decline from peak | -93.71% | 0.00% | -93.71% |
Average DrawdownAverage peak-to-trough decline | -21.41% | -1.89% | -19.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 0.25% | +8.22% |
Volatility
TANDX vs. SVPFX - Volatility Comparison
Castle Tandem Fund (TANDX) has a higher volatility of 4.21% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.81%. This indicates that TANDX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TANDX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 0.81% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 1.78% | +6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 2.24% | +7.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 596.04% | 5.62% | +590.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 492.61% | 5.47% | +487.14% |
TANDX vs. SVPFX - Expense Ratio Comparison
TANDX has a 1.59% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Dividends
TANDX vs. SVPFX - Dividend Comparison
TANDX's dividend yield for the trailing twelve months is around 6.86%, more than SVPFX's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.18% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% |
TANDX Castle Tandem Fund | 6.86% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% |
Frequently Asked Questions
TANDX and SVPFX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.21%) compared to SVPFX (0.81%). In terms of maximum drawdown, TANDX dropped -93.98% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.83 vs -1.16), 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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