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TTIFX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTIFX and VOO is 0.52, 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.


-0.50.00.51.00.5

Performance

TTIFX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
0.62%
12.43%
TTIFX
VOO

Key characteristics

Sharpe Ratio

TTIFX:

1.22

VOO:

1.81

Sortino Ratio

TTIFX:

1.79

VOO:

2.44

Omega Ratio

TTIFX:

1.23

VOO:

1.33

Calmar Ratio

TTIFX:

1.82

VOO:

2.74

Martin Ratio

TTIFX:

4.00

VOO:

11.43

Ulcer Index

TTIFX:

0.86%

VOO:

2.02%

Daily Std Dev

TTIFX:

2.83%

VOO:

12.77%

Max Drawdown

TTIFX:

-17.00%

VOO:

-33.99%

Current Drawdown

TTIFX:

-0.65%

VOO:

-0.72%

Returns By Period

In the year-to-date period, TTIFX achieves a 0.97% return, which is significantly lower than VOO's 3.31% return. Over the past 10 years, TTIFX has underperformed VOO with an annualized return of 2.98%, while VOO has yielded a comparatively higher 13.25% annualized return.


TTIFX

YTD

0.97%

1M

1.26%

6M

0.62%

1Y

3.46%

5Y*

4.72%

10Y*

2.98%

VOO

YTD

3.31%

1M

4.26%

6M

12.44%

1Y

22.48%

5Y*

14.26%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TTIFX vs. VOO - Expense Ratio Comparison

TTIFX has a 0.68% expense ratio, which is higher than VOO's 0.03% expense ratio.


TTIFX
Goldman Sachs TacticalTiltOverlayFund
Expense ratio chart for TTIFX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TTIFX vs. VOO — Risk-Adjusted Performance Rank

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

TTIFX
The Risk-Adjusted Performance Rank of TTIFX is 6767
Overall Rank
The Sharpe Ratio Rank of TTIFX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TTIFX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of TTIFX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of TTIFX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TTIFX is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TTIFX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for TTIFX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.221.81
The chart of Sortino ratio for TTIFX, currently valued at 1.79, compared to the broader market0.002.004.006.008.0010.0012.001.792.44
The chart of Omega ratio for TTIFX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.33
The chart of Calmar ratio for TTIFX, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.001.822.74
The chart of Martin ratio for TTIFX, currently valued at 4.00, compared to the broader market0.0020.0040.0060.0080.004.0011.43
TTIFX
VOO

The current TTIFX Sharpe Ratio is 1.22, which is lower than the VOO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TTIFX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.22
1.81
TTIFX
VOO

Dividends

TTIFX vs. VOO - Dividend Comparison

TTIFX's dividend yield for the trailing twelve months is around 5.18%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
TTIFX
Goldman Sachs TacticalTiltOverlayFund
5.18%5.23%5.33%0.84%2.02%4.71%1.09%0.00%0.94%1.85%4.78%1.14%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TTIFX vs. VOO - Drawdown Comparison

The maximum TTIFX drawdown since its inception was -17.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TTIFX and VOO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.65%
-0.72%
TTIFX
VOO

Volatility

TTIFX vs. VOO - Volatility Comparison

The current volatility for Goldman Sachs TacticalTiltOverlayFund (TTIFX) is 0.73%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.40%. This indicates that TTIFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.73%
3.40%
TTIFX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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