TIGGX vs. GCGIX

Last updated Jun 4, 2026

TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and GCGIX (Goldman Sachs Large Cap Growth Insights Fund) are both mutual funds - TIGGX is a Large Cap Blend Equities fund managed by Goldman Sachs, while GCGIX is a Large Cap Growth Equities fund managed by Goldman Sachs. Over the past 10 years, TIGGX returned 11.96%/yr vs 18.09%/yr for GCGIX. Their correlation of 0.90 suggests significant overlap in exposure. TIGGX charges 0.97%/yr vs 0.54%/yr for GCGIX.

Performance

TIGGX vs. GCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIGGX achieves a 10.69% return, which is significantly higher than GCGIX's 6.18% return. Over the past 10 years, TIGGX has underperformed GCGIX with an annualized return of 11.96%, while GCGIX has yielded a comparatively higher 18.09% annualized return.

TIGGX

• 1D: 0.00%
• 1M: 5.35%
• YTD: 10.69%
• 6M: 11.29%
• 1Y: 26.10%
• 3Y*: 20.25%
• 5Y*: 11.74%
• 10Y*: 11.96%

GCGIX

• 1D: -0.31%
• 1M: 6.79%
• YTD: 6.18%
• 6M: 5.96%
• 1Y: 23.70%
• 3Y*: 28.63%
• 5Y*: 16.85%
• 10Y*: 18.09%

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

TIGGX vs. GCGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	10.69%	19.03%	19.85%	20.23%	-15.36%	22.25%	12.24%	21.51%	-9.63%	19.15%
GCGIX Goldman Sachs Large Cap Growth Insights Fund	6.18%	15.51%	53.44%	37.56%	-29.62%	29.10%	32.21%	29.70%	-4.58%	29.75%

Correlation

The correlation between TIGGX and GCGIX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 1, 2008	0.90

The correlation between TIGGX and GCGIX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

Return for Risk

TIGGX vs. GCGIX — Risk / Return Rank

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

TIGGX

TIGGX Risk / Return Rank: 64
TIGGX Sharpe Ratio Rank: 64
TIGGX Sortino Ratio Rank: 62
TIGGX Omega Ratio Rank: 61
TIGGX Calmar Ratio Rank: 61
TIGGX Martin Ratio Rank: 71

GCGIX

GCGIX Risk / Return Rank: 24
GCGIX Sharpe Ratio Rank: 31
GCGIX Sortino Ratio Rank: 27
GCGIX Omega Ratio Rank: 29
GCGIX Calmar Ratio Rank: 16
GCGIX Martin Ratio Rank: 17

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. GCGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). 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.

	TIGGX	GCGIX	Difference
Sharpe ratio Return per unit of total volatility	2.36	1.59	+0.78
Sortino ratio Return per unit of downside risk	3.30	2.17	+1.13
Omega ratio Gain probability vs. loss probability	1.43	1.28	+0.15
Calmar ratio Return relative to maximum drawdown	3.01	1.44	+1.57
Martin ratio Return relative to average drawdown	13.58	4.71	+8.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIGGX vs. GCGIX - Sharpe Ratio Comparison

The current TIGGX Sharpe Ratio is 2.36, which is higher than the GCGIX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TIGGX and GCGIX, 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

	TIGGX	GCGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	1.59	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.76	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.84	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.46	+0.03

Drawdowns

TIGGX vs. GCGIX - Drawdown Comparison

The maximum TIGGX drawdown since its inception was -50.68%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for TIGGX and GCGIX.

Drawdown Indicators

	TIGGX	GCGIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-65.78%	+15.10%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-17.25%	+8.33%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-25.10%	+9.00%
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	-32.57%	+10.86%
Max Drawdown (10Y) Largest decline over 10 years	-32.91%	-32.94%	+0.03%
Current Drawdown Current decline from peak	0.00%	-0.31%	+0.31%
Average Drawdown Average peak-to-trough decline	-7.02%	-20.82%	+13.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	5.25%	-3.28%

Volatility

TIGGX vs. GCGIX - Volatility Comparison

Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX) have volatilities of 3.16% and 3.25%, 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

	TIGGX	GCGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.16%	3.25%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	8.84%	11.81%	-2.97%
Volatility (1Y) Calculated over the trailing 1-year period	11.35%	15.66%	-4.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.25%	22.23%	-7.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	21.55%	-6.33%

TIGGX vs. GCGIX - Expense Ratio Comparison

TIGGX has a 0.97% expense ratio, which is higher than GCGIX's 0.54% expense ratio.

Dividends

TIGGX vs. GCGIX - Dividend Comparison

TIGGX's dividend yield for the trailing twelve months is around 4.82%, less than GCGIX's 7.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GCGIX Goldman Sachs Large Cap Growth Insights Fund	7.06%	7.50%	23.16%	7.08%	19.27%	42.43%	9.71%	4.02%	10.10%	4.76%	0.76%	0.87%
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio	4.82%	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 GCGIX in my portfolio?

TIGGX and GCGIX have a correlation of 0.87, 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 GCGIX?

GCGIX has higher volatility (3.25%) compared to TIGGX (3.16%). In terms of maximum drawdown, TIGGX dropped -50.68% vs GCGIX's -65.78%.

Which has better risk-adjusted returns?

TIGGX currently has the higher Sharpe Ratio (2.36 vs 1.59), 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.