TTIFX vs. PAAIX
TTIFX (Goldman Sachs TacticalTiltOverlayFund) and PAAIX (PIMCO All Asset Fund) are both Tactical Allocation funds. Over the past 5 years, TTIFX returned 2.63%/yr vs 4.78%/yr for PAAIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. TTIFX charges 0.68%/yr vs 1.40%/yr for PAAIX.
Performance
TTIFX vs. PAAIX - Performance Comparison
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Returns By Period
In the year-to-date period, TTIFX achieves a 1.12% return, which is significantly lower than PAAIX's 9.59% return.
TTIFX
- 1D
- 0.00%
- 1M
- -0.28%
- 6M
- 0.37%
- YTD
- 1.12%
- 1Y
- 5.05%
- 3Y*
- 3.02%
- 5Y*
- 2.63%
- 10Y*
- —
- ALL TIME*
- 2.96%
PAAIX
- 1D
- 0.00%
- 1M
- 0.58%
- 6M
- 6.06%
- YTD
- 9.59%
- 1Y
- 17.71%
- 3Y*
- 9.30%
- 5Y*
- 4.78%
- 10Y*
- 6.67%
- ALL TIME*
- 6.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PAAIX PIMCO All Asset Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
TTIFX vs. PAAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTIFX Goldman Sachs TacticalTiltOverlayFund | 1.12% | 6.79% | -2.91% | 6.04% | 0.93% | 8.25% | 5.13% | 4.99% | -2.45% | 0.84% |
PAAIX PIMCO All Asset Fund | 9.59% | 13.20% | 4.12% | 8.19% | -11.52% | 15.61% | 8.38% | 12.21% | -4.97% | 11.49% |
Correlation
The correlation between TTIFX and PAAIX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.61 |
The correlation between TTIFX and PAAIX has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
TTIFX vs. PAAIX — Risk / Return Rank
TTIFX
PAAIX
TTIFX vs. PAAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs TacticalTiltOverlayFund (TTIFX) and PIMCO All Asset Fund (PAAIX). 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.
| TTIFX | PAAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.55 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.58 | -1.14 |
| Martin ratioReturn relative to average drawdown | 6.73 | 14.30 | -7.57 |
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Drawdowns
TTIFX vs. PAAIX - Drawdown Comparison
The maximum TTIFX drawdown since its inception was -13.21%, smaller than the maximum PAAIX drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for TTIFX and PAAIX.
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Drawdown Indicators
| TTIFX | PAAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -27.59% | +14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -4.87% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -7.52% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -9.04% | -19.83% | +10.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.64% | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.25% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -3.75% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 1.22% | -0.47% |
Volatility
TTIFX vs. PAAIX - Volatility Comparison
The current volatility for Goldman Sachs TacticalTiltOverlayFund (TTIFX) is 0.86%, while PIMCO All Asset Fund (PAAIX) has a volatility of 1.11%. This indicates that TTIFX experiences smaller price fluctuations and is considered to be less risky than PAAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTIFX | PAAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 1.11% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.18% | 4.74% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.83% | 5.98% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 7.76% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.86% | 7.74% | -1.88% |
TTIFX vs. PAAIX - Expense Ratio Comparison
TTIFX has a 0.68% expense ratio, which is lower than PAAIX's 1.40% expense ratio.
Dividends
TTIFX vs. PAAIX - Dividend Comparison
TTIFX's dividend yield for the trailing twelve months is around 2.98%, less than PAAIX's 8.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAAIX PIMCO All Asset Fund | 8.03% | 7.12% | 5.92% | 3.20% | 7.68% | 11.90% | 3.56% | 3.33% | 5.50% | 4.48% | 3.60% | 3.93% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | 2.98% | 3.01% | 0.00% | 5.33% | 0.84% | 2.02% | 4.71% | 1.09% | 0.00% | 0.94% | 0.00% | 0.00% |
Frequently Asked Questions
TTIFX and PAAIX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PAAIX has higher volatility (1.11%) compared to TTIFX (0.86%). In terms of maximum drawdown, TTIFX dropped -13.21% vs PAAIX's -27.59%.
PAAIX currently has the higher Sharpe Ratio (2.93 vs 1.82), 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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