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 1.42%/yr vs 2.14%/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 -13.30% return, which is significantly lower than SVPFX's 1.59% return.
TANDX
- 1D
- 0.79%
- 1M
- -2.00%
- YTD
- -13.30%
- 6M
- -14.10%
- 1Y
- -15.45%
- 3Y*
- 0.83%
- 5Y*
- 1.42%
- 10Y*
- —
SVPFX
- 1D
- 0.00%
- 1M
- 0.51%
- YTD
- 1.59%
- 6M
- 1.69%
- 1Y
- 4.21%
- 3Y*
- 4.55%
- 5Y*
- 2.14%
- 10Y*
- —
TANDX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TANDX Castle Tandem Fund | -13.30% | 3.67% | 7.66% | 8.42% | -7.87% | 14.88% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.59% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between TANDX and SVPFX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
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 | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.81 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.44 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 3.49 | -4.36 |
| Martin ratioReturn relative to average drawdown | -1.90 | 11.69 | -13.59 |
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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 | -16.90% | -1.33% | -15.57% |
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 | -93.94% | -0.20% | -93.74% |
Average DrawdownAverage peak-to-trough decline | -20.81% | -1.91% | -18.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.79% | 0.39% | +7.40% |
Volatility
TANDX vs. SVPFX - Volatility Comparison
Castle Tandem Fund (TANDX) has a higher volatility of 3.35% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 1.01%. 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 | 3.35% | 1.01% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 1.71% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.64% | 2.40% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 596.04% | 5.61% | +590.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 494.64% | 5.50% | +489.14% |
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 7.12%, more than SVPFX's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.47% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% |
TANDX Castle Tandem Fund | 7.12% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% |
Frequently Asked Questions
TANDX and SVPFX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (3.35%) compared to SVPFX (1.01%). In terms of maximum drawdown, TANDX dropped -93.98% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (1.95 vs -1.55), 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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