TTIFX vs. GTAIX

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Donoghue Forlines Tactical Allocation Fund (GTAIX).

TTIFX is managed by Goldman Sachs. It was launched on Jul 30, 2014. GTAIX is managed by Donoghue Forlines LLC. It was launched on Apr 5, 2018.

Performance

TTIFX vs. GTAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Donoghue Forlines Tactical Allocation Fund (GTAIX). The values are adjusted to include any dividend payments, if applicable.

TTIFX vs. GTAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TTIFX Goldman Sachs TacticalTiltOverlayFund	-0.19%	6.79%	-2.91%	6.04%	0.93%	8.25%	5.13%	4.99%	-0.73%
GTAIX Donoghue Forlines Tactical Allocation Fund	1.75%	13.49%	8.39%	15.59%	-14.49%	9.25%	-0.10%	16.08%	-8.93%

Returns By Period

In the year-to-date period, TTIFX achieves a -0.19% return, which is significantly lower than GTAIX's 1.75% return.

TTIFX

• 1D: 0.28%
• 1M: -1.83%
• YTD: -0.19%
• 6M: 1.87%
• 1Y: 4.97%
• 3Y*: 2.51%
• 5Y*: 2.75%
• 10Y*: —

GTAIX

• 1D: -0.51%
• 1M: -3.80%
• YTD: 1.75%
• 6M: 3.92%
• 1Y: 15.65%
• 3Y*: 11.92%
• 5Y*: 5.67%
• 10Y*: —

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

TTIFX vs. GTAIX - Expense Ratio Comparison

TTIFX has a 0.68% expense ratio, which is lower than GTAIX's 1.20% expense ratio.

GTAIX

Donoghue Forlines Tactical Allocation Fund

TTIFX

Goldman Sachs TacticalTiltOverlayFund

Return for Risk

TTIFX vs. GTAIX — Risk / Return Rank

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

TTIFX

TTIFX Risk / Return Rank: 76
TTIFX Sharpe Ratio Rank: 75
TTIFX Sortino Ratio Rank: 75
TTIFX Omega Ratio Rank: 83
TTIFX Calmar Ratio Rank: 72
TTIFX Martin Ratio Rank: 74

GTAIX

GTAIX Risk / Return Rank: 80
GTAIX Sharpe Ratio Rank: 79
GTAIX Sortino Ratio Rank: 78
GTAIX Omega Ratio Rank: 80
GTAIX Calmar Ratio Rank: 76
GTAIX Martin Ratio Rank: 84

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.

TTIFX vs. GTAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Donoghue Forlines Tactical Allocation Fund (GTAIX). 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.

	TTIFX	GTAIX	Difference
Sharpe ratio Return per unit of total volatility	1.32	1.45	-0.13
Sortino ratio Return per unit of downside risk	1.86	1.99	-0.13
Omega ratio Gain probability vs. loss probability	1.34	1.32	+0.02
Calmar ratio Return relative to maximum drawdown	1.66	1.81	-0.14
Martin ratio Return relative to average drawdown	7.02	8.65	-1.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTIFX vs. GTAIX - Sharpe Ratio Comparison

The current TTIFX Sharpe Ratio is 1.32, which is comparable to the GTAIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of TTIFX and GTAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTIFX	GTAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.45	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.53	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.40	+0.10

Correlation

The correlation between TTIFX and GTAIX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TTIFX vs. GTAIX - Dividend Comparison

TTIFX's dividend yield for the trailing twelve months is around 3.01%, less than GTAIX's 5.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTIFX Goldman Sachs TacticalTiltOverlayFund	3.01%	3.01%	0.00%	5.33%	0.84%	2.02%	4.71%	1.09%	0.00%	0.94%
GTAIX Donoghue Forlines Tactical Allocation Fund	5.42%	5.82%	3.38%	2.69%	1.65%	2.35%	0.82%	1.77%	1.92%	0.00%

Drawdowns

TTIFX vs. GTAIX - Drawdown Comparison

The maximum TTIFX drawdown since its inception was -13.21%, smaller than the maximum GTAIX drawdown of -24.25%. Use the drawdown chart below to compare losses from any high point for TTIFX and GTAIX.

Drawdown Indicators

	TTIFX	GTAIX	Difference
Max Drawdown Largest peak-to-trough decline	-13.21%	-24.25%	+11.04%
Max Drawdown (1Y) Largest decline over 1 year	-2.66%	-8.32%	+5.66%
Max Drawdown (5Y) Largest decline over 5 years	-9.04%	-19.43%	+10.39%
Current Drawdown Current decline from peak	-2.10%	-4.51%	+2.41%
Average Drawdown Average peak-to-trough decline	-2.15%	-4.92%	+2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.65%	1.74%	-1.09%

Volatility

TTIFX vs. GTAIX - Volatility Comparison

The current volatility for Goldman Sachs TacticalTiltOverlayFund (TTIFX) is 1.05%, while Donoghue Forlines Tactical Allocation Fund (GTAIX) has a volatility of 3.25%. This indicates that TTIFX experiences smaller price fluctuations and is considered to be less risky than GTAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTIFX	GTAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.05%	3.25%	-2.20%
Volatility (6M) Calculated over the trailing 6-month period	1.80%	6.35%	-4.55%
Volatility (1Y) Calculated over the trailing 1-year period	4.39%	11.17%	-6.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.91%	10.70%	-4.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.93%	11.53%	-5.60%