Correlation
The correlation between TTIFX and VOO 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.
TTIFX vs. VOO
Compare and contrast key facts about Goldman Sachs TacticalTiltOverlayFund (TTIFX) and Vanguard S&P 500 ETF (VOO).
TTIFX is managed by Goldman Sachs. It was launched on Jul 30, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTIFX or VOO.
Performance
TTIFX vs. VOO - Performance Comparison
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Key characteristics
TTIFX:
1.68
VOO:
0.74
TTIFX:
2.29
VOO:
1.04
TTIFX:
1.32
VOO:
1.15
TTIFX:
2.56
VOO:
0.68
TTIFX:
5.58
VOO:
2.58
TTIFX:
0.87%
VOO:
4.93%
TTIFX:
3.03%
VOO:
19.54%
TTIFX:
-20.78%
VOO:
-33.99%
TTIFX:
-0.28%
VOO:
-3.55%
Returns By Period
In the year-to-date period, TTIFX achieves a 2.22% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, TTIFX has underperformed VOO with an annualized return of 1.84%, while VOO has yielded a comparatively higher 12.81% annualized return.
TTIFX
2.22%
0.00%
1.59%
4.84%
3.65%
4.54%
1.84%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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TTIFX vs. VOO - Expense Ratio Comparison
TTIFX has a 0.68% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TTIFX vs. VOO — Risk-Adjusted Performance Rank
TTIFX
VOO
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.
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Dividends
TTIFX vs. VOO - Dividend Comparison
TTIFX's dividend yield for the trailing twelve months is around 5.12%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTIFX Goldman Sachs TacticalTiltOverlayFund | 5.12% | 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 | 1.29% | 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 -20.78%, 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.
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Volatility
TTIFX vs. VOO - Volatility Comparison
The current volatility for Goldman Sachs TacticalTiltOverlayFund (TTIFX) is 0.89%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. 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.
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