TIGGX vs. GGSIX
TIGGX (Goldman Sachs Tax-Advantaged Global Equity Portfolio) and GGSIX (Goldman Sachs Growth Strategy Portfolio) are both mutual funds - TIGGX is a Large Cap Blend Equities fund managed by Goldman Sachs, while GGSIX is a Global Allocation fund managed by Goldman Sachs. Over the past 10 years, TIGGX returned 11.96%/yr vs 11.36%/yr for GGSIX. With a 0.96 correlation, they move nearly in lockstep. TIGGX charges 0.97%/yr vs 0.19%/yr for GGSIX.
Performance
TIGGX vs. GGSIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TIGGX having a 10.69% return and GGSIX slightly lower at 10.48%. Over the past 10 years, TIGGX has outperformed GGSIX with an annualized return of 11.96%, while GGSIX has yielded a comparatively lower 11.36% 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%
GGSIX
- 1D
- 0.31%
- 1M
- 4.93%
- YTD
- 10.48%
- 6M
- 11.32%
- 1Y
- 25.82%
- 3Y*
- 19.75%
- 5Y*
- 10.29%
- 10Y*
- 11.36%
TIGGX vs. GGSIX - 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% |
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.48% | 19.29% | 19.26% | 17.83% | -16.86% | 17.04% | 14.34% | 24.92% | -10.65% | 21.54% |
Correlation
The correlation between TIGGX and GGSIX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 1, 2008 | 0.96 |
The correlation between TIGGX and GGSIX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
TIGGX vs. GGSIX — Risk / Return Rank
TIGGX
GGSIX
TIGGX vs. GGSIX - 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 Growth Strategy Portfolio (GGSIX). 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 | GGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 2.42 | -0.06 |
Sortino ratioReturn per unit of downside risk | 3.30 | 3.35 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.45 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.03 | -0.03 |
Martin ratioReturn relative to average drawdown | 13.58 | 13.48 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIGGX | GGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.42 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.77 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.80 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.47 | +0.03 |
Drawdowns
TIGGX vs. GGSIX - Drawdown Comparison
The maximum TIGGX drawdown since its inception was -50.68%, roughly equal to the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for TIGGX and GGSIX.
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Drawdown Indicators
| TIGGX | GGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -52.85% | +2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -8.71% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -14.78% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -26.74% | +5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -30.36% | -2.55% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -9.20% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.95% | +0.02% |
Volatility
TIGGX vs. GGSIX - Volatility Comparison
Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Goldman Sachs Growth Strategy Portfolio (GGSIX) have volatilities of 3.16% and 3.21%, 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.
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Volatility by Period
| TIGGX | GGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.21% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 8.69% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 10.93% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 13.43% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 14.33% | +0.89% |
TIGGX vs. GGSIX - Expense Ratio Comparison
TIGGX has a 0.97% expense ratio, which is higher than GGSIX's 0.19% expense ratio.
Dividends
TIGGX vs. GGSIX - Dividend Comparison
TIGGX's dividend yield for the trailing twelve months is around 4.82%, less than GGSIX's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.75% | 11.87% | 12.21% | 1.73% | 5.76% | 6.57% | 3.47% | 5.77% | 3.02% | 2.77% | 1.35% | 2.03% |
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
With a correlation of 0.97, TIGGX and GGSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GGSIX has higher volatility (3.21%) compared to TIGGX (3.16%). In terms of maximum drawdown, TIGGX dropped -50.68% vs GGSIX's -52.85%.
GGSIX currently has the higher Sharpe Ratio (2.42 vs 2.36), 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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