TIGGX vs. FTZIX

Last updated Jul 3, 2026

TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and FTZIX (Fuller & Thaler Behavioral Unconstrained Equity Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TIGGX returned 10.92%/yr vs 14.62%/yr for FTZIX. Their correlation of 0.84 suggests significant overlap in exposure. TIGGX charges 0.97%/yr vs 1.12%/yr for FTZIX.

Performance

TIGGX vs. FTZIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIGGX achieves a 9.42% return, which is significantly lower than FTZIX's 24.59% return.

TIGGX

• 1D: -0.38%
• 1M: -1.14%
• 6M: 9.42%
• YTD: 9.42%
• 1Y: 20.75%
• 3Y*: 18.57%
• 5Y*: 10.92%
• 10Y*: 11.88%

FTZIX

• 1D: -1.08%
• 1M: 8.96%
• 6M: 24.59%
• YTD: 24.59%
• 1Y: 42.54%
• 3Y*: 27.55%
• 5Y*: 14.62%
• 10Y*: —

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

TIGGX vs. FTZIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	9.42%	19.03%	19.85%	20.23%	-15.36%	22.25%	12.24%	21.51%	0.72%
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	24.59%	22.63%	25.31%	27.18%	-21.31%	25.25%	19.60%	33.70%	0.00%

Correlation

The correlation between TIGGX and FTZIX is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 31, 2018	0.84

The correlation between TIGGX and FTZIX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

Return for Risk

TIGGX vs. FTZIX — Risk / Return Rank

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

TIGGX

TIGGX Risk / Return Rank: 61
TIGGX Sharpe Ratio Rank: 61
TIGGX Sortino Ratio Rank: 59
TIGGX Omega Ratio Rank: 60
TIGGX Calmar Ratio Rank: 58
TIGGX Martin Ratio Rank: 69

FTZIX

FTZIX Risk / Return Rank: 90
FTZIX Sharpe Ratio Rank: 91
FTZIX Sortino Ratio Rank: 88
FTZIX Omega Ratio Rank: 81
FTZIX Calmar Ratio Rank: 95
FTZIX Martin Ratio Rank: 95

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.

TIGGX vs. FTZIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX). 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.

	TIGGX	FTZIX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	2.58	-0.80
Sortino ratio: Return per unit of downside risk	2.49	3.63	-1.14
Omega ratio: Gain probability vs. loss probability	1.33	1.43	-0.10
Calmar ratio: Return relative to maximum drawdown	2.40	4.83	-2.42
Martin ratio: Return relative to average drawdown	10.47	18.62	-8.15

TIGGX vs. FTZIX - Sharpe Ratio Comparison

The current TIGGX Sharpe Ratio is 1.78, which is lower than the FTZIX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of TIGGX and FTZIX, 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

TIGGX vs. FTZIX - Drawdown Comparison

The maximum TIGGX drawdown since its inception was -50.68%, which is greater than FTZIX's maximum drawdown of -37.22%. Use the drawdown chart below to compare losses from any high point for TIGGX and FTZIX.

Drawdown Indicators

	TIGGX	FTZIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-37.22%	-13.46%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-9.03%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-18.65%	+2.55%
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	-29.53%	+7.82%
Max Drawdown (10Y) Largest decline over 10 years	-32.91%	—	—
Current Drawdown Current decline from peak	-1.14%	-1.08%	-0.06%
Average Drawdown Average peak-to-trough decline	-7.00%	-6.44%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.33%	-0.29%

Volatility

TIGGX vs. FTZIX - Volatility Comparison

The current volatility for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) is 4.84%, while Fuller & Thaler Behavioral Unconstrained Equity Fund (FTZIX) has a volatility of 5.69%. This indicates that TIGGX experiences smaller price fluctuations and is considered to be less risky than FTZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIGGX	FTZIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	5.69%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	13.66%	-3.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.03%	16.90%	-4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.37%	19.56%	-5.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.17%	22.32%	-7.15%

TIGGX vs. FTZIX - Expense Ratio Comparison

TIGGX has a 0.97% expense ratio, which is lower than FTZIX's 1.12% expense ratio.

Dividends

TIGGX vs. FTZIX - Dividend Comparison

TIGGX's dividend yield for the trailing twelve months is around 4.88%, more than FTZIX's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTZIX Fuller & Thaler Behavioral Unconstrained Equity Fund	0.04%	0.05%	0.11%	0.19%	0.00%	0.00%	0.26%	0.76%	0.00%	0.00%	0.00%	0.00%
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	4.88%	5.34%	2.90%	1.31%	3.61%	1.78%	1.15%	1.65%	0.81%	1.34%	1.12%	1.78%

Frequently Asked Questions

Can I hold both TIGGX and FTZIX in my portfolio?

TIGGX and FTZIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TIGGX or FTZIX?

FTZIX has higher volatility (5.69%) compared to TIGGX (4.84%). In terms of maximum drawdown, TIGGX dropped -50.68% vs FTZIX's -37.22%.

Which has better risk-adjusted returns?

FTZIX currently has the higher Sharpe Ratio (2.58 vs 1.78), 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.