TTIFX vs. UTMAX
Compare and contrast key facts about Goldman Sachs TacticalTiltOverlayFund (TTIFX) and USAA Target Managed Allocation Fund (UTMAX).
TTIFX is managed by Goldman Sachs. It was launched on Jul 30, 2014. UTMAX is managed by USAA. It was launched on Aug 6, 2015.
Performance
TTIFX vs. UTMAX - Performance Comparison
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TTIFX vs. UTMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTIFX Goldman Sachs TacticalTiltOverlayFund | -0.19% | 6.79% | -2.91% | 6.04% | 0.93% | 8.25% | 5.13% | 4.99% | -2.45% | 0.84% |
UTMAX USAA Target Managed Allocation Fund | -4.60% | 15.25% | 13.81% | 14.40% | -20.44% | 21.52% | 13.42% | 22.64% | -9.01% | 11.88% |
Returns By Period
In the year-to-date period, TTIFX achieves a -0.19% return, which is significantly higher than UTMAX's -4.60% return.
TTIFX
- 1D
- 0.28%
- 1M
- -1.83%
- YTD
- -0.19%
- 6M
- 1.87%
- 1Y
- 4.97%
- 3Y*
- 2.51%
- 5Y*
- 2.75%
- 10Y*
- —
UTMAX
- 1D
- -0.18%
- 1M
- -9.33%
- YTD
- -4.60%
- 6M
- -1.08%
- 1Y
- 14.56%
- 3Y*
- 11.53%
- 5Y*
- 5.72%
- 10Y*
- 7.96%
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TTIFX vs. UTMAX - Expense Ratio Comparison
TTIFX has a 0.68% expense ratio, which is lower than UTMAX's 0.69% expense ratio.
Return for Risk
TTIFX vs. UTMAX — Risk / Return Rank
TTIFX
UTMAX
TTIFX vs. UTMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs TacticalTiltOverlayFund (TTIFX) and USAA Target Managed Allocation Fund (UTMAX). 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 | UTMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.97 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.33 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.22 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.02 | 5.34 | +1.68 |
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
| TTIFX | UTMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.97 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.26 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.39 | +0.11 |
Correlation
The correlation between TTIFX and UTMAX is 0.50, 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. UTMAX - Dividend Comparison
TTIFX's dividend yield for the trailing twelve months is around 3.01%, less than UTMAX's 7.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UTMAX USAA Target Managed Allocation Fund | 7.20% | 6.87% | 1.59% | 1.41% | 4.47% | 27.44% | 5.94% | 4.84% | 11.05% | 1.13% | 1.36% | 1.23% |
Drawdowns
TTIFX vs. UTMAX - Drawdown Comparison
The maximum TTIFX drawdown since its inception was -13.21%, smaller than the maximum UTMAX drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for TTIFX and UTMAX.
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Drawdown Indicators
| TTIFX | UTMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.21% | -40.49% | +27.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -10.38% | +7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -9.04% | -40.49% | +31.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.49% | — |
Current DrawdownCurrent decline from peak | -2.10% | -9.41% | +7.31% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -11.08% | +8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 2.38% | -1.73% |
Volatility
TTIFX vs. UTMAX - Volatility Comparison
The current volatility for Goldman Sachs TacticalTiltOverlayFund (TTIFX) is 1.05%, while USAA Target Managed Allocation Fund (UTMAX) has a volatility of 5.16%. This indicates that TTIFX experiences smaller price fluctuations and is considered to be less risky than UTMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTIFX | UTMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 5.16% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 9.97% | -8.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 14.71% | -10.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 22.33% | -16.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.93% | 19.24% | -13.31% |