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TTIFX vs. LCORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTIFX vs. LCORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Leuthold Core Investment Fund (LCORX). The values are adjusted to include any dividend payments, if applicable.

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TTIFX vs. LCORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTIFX
Goldman Sachs TacticalTiltOverlayFund
-0.19%6.79%-2.91%6.04%0.93%8.25%5.13%4.99%-2.45%0.84%
LCORX
Leuthold Core Investment Fund
-1.25%14.39%8.01%11.71%-6.78%15.19%10.08%11.58%-6.23%13.74%

Returns By Period

In the year-to-date period, TTIFX achieves a -0.19% return, which is significantly higher than LCORX's -1.25% return.


TTIFX

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

LCORX

1D
-0.49%
1M
-6.23%
YTD
-1.25%
6M
-0.97%
1Y
13.85%
3Y*
10.40%
5Y*
6.64%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTIFX vs. LCORX - Expense Ratio Comparison

TTIFX has a 0.68% expense ratio, which is lower than LCORX's 1.16% expense ratio.


Return for Risk

TTIFX vs. LCORX — Risk / Return Rank

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

TTIFX
TTIFX Risk / Return Rank: 7676
Overall Rank
TTIFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TTIFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
TTIFX Omega Ratio Rank: 8383
Omega Ratio Rank
TTIFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
TTIFX Martin Ratio Rank: 7474
Martin Ratio Rank

LCORX
LCORX Risk / Return Rank: 8080
Overall Rank
LCORX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LCORX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LCORX Omega Ratio Rank: 7676
Omega Ratio Rank
LCORX Calmar Ratio Rank: 8282
Calmar Ratio Rank
LCORX Martin Ratio Rank: 7979
Martin Ratio Rank
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. LCORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Leuthold Core Investment Fund (LCORX). 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.


TTIFXLCORXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.53

-0.21

Sortino ratio

Return per unit of downside risk

1.86

2.13

-0.28

Omega ratio

Gain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratio

Return relative to maximum drawdown

1.66

1.97

-0.30

Martin ratio

Return relative to average drawdown

7.02

7.72

-0.70

TTIFX vs. LCORX - Sharpe Ratio Comparison

The current TTIFX Sharpe Ratio is 1.32, which is comparable to the LCORX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of TTIFX and LCORX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TTIFXLCORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.53

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.73

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.71

-0.21

Correlation

The correlation between TTIFX and LCORX is 0.49, 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. LCORX - Dividend Comparison

TTIFX's dividend yield for the trailing twelve months is around 3.01%, less than LCORX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
TTIFX
Goldman Sachs TacticalTiltOverlayFund
3.01%3.01%0.00%5.33%0.84%2.02%4.71%1.09%0.00%0.94%0.00%0.00%
LCORX
Leuthold Core Investment Fund
8.06%7.93%7.03%5.57%7.20%5.00%0.24%1.89%10.74%3.22%0.45%3.94%

Drawdowns

TTIFX vs. LCORX - Drawdown Comparison

The maximum TTIFX drawdown since its inception was -13.21%, smaller than the maximum LCORX drawdown of -41.31%. Use the drawdown chart below to compare losses from any high point for TTIFX and LCORX.


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Drawdown Indicators


TTIFXLCORXDifference

Max Drawdown

Largest peak-to-trough decline

-13.21%

-41.31%

+28.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-6.55%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-9.04%

-13.88%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

Current Drawdown

Current decline from peak

-2.10%

-6.51%

+4.41%

Average Drawdown

Average peak-to-trough decline

-2.15%

-5.03%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.67%

-1.02%

Volatility

TTIFX vs. LCORX - Volatility Comparison

The current volatility for Goldman Sachs TacticalTiltOverlayFund (TTIFX) is 1.05%, while Leuthold Core Investment Fund (LCORX) has a volatility of 3.45%. This indicates that TTIFX experiences smaller price fluctuations and is considered to be less risky than LCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTIFXLCORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

3.45%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

6.50%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

9.19%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

9.18%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

9.62%

-3.69%