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TZINX vs. GGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TZINX vs. GGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Global Balanced Fund (TZINX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). The values are adjusted to include any dividend payments, if applicable.

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TZINX vs. GGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TZINX
Templeton Global Balanced Fund
1.25%27.85%0.73%14.45%-14.31%-1.44%1.70%7.58%-9.18%12.42%
GGSIX
Goldman Sachs Growth Strategy Portfolio
-1.83%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%

Returns By Period

In the year-to-date period, TZINX achieves a 1.25% return, which is significantly higher than GGSIX's -1.83% return. Over the past 10 years, TZINX has underperformed GGSIX with an annualized return of 4.38%, while GGSIX has yielded a comparatively higher 10.23% annualized return.


TZINX

1D
1.73%
1M
-5.16%
YTD
1.25%
6M
5.95%
1Y
22.29%
3Y*
12.05%
5Y*
3.96%
10Y*
4.38%

GGSIX

1D
2.48%
1M
-5.47%
YTD
-1.83%
6M
0.80%
1Y
17.48%
3Y*
15.83%
5Y*
8.67%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TZINX vs. GGSIX - Expense Ratio Comparison

TZINX has a 0.95% expense ratio, which is higher than GGSIX's 0.19% expense ratio.


Return for Risk

TZINX vs. GGSIX — Risk / Return Rank

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

TZINX
TZINX Risk / Return Rank: 8989
Overall Rank
TZINX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TZINX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TZINX Omega Ratio Rank: 8787
Omega Ratio Rank
TZINX Calmar Ratio Rank: 9090
Calmar Ratio Rank
TZINX Martin Ratio Rank: 8989
Martin Ratio Rank

GGSIX
GGSIX Risk / Return Rank: 6565
Overall Rank
GGSIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6868
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 6363
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.

TZINX vs. GGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Global Balanced Fund (TZINX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.


TZINXGGSIXDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.34

+0.64

Sortino ratio

Return per unit of downside risk

2.64

1.79

+0.85

Omega ratio

Gain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratio

Return relative to maximum drawdown

2.70

1.43

+1.28

Martin ratio

Return relative to average drawdown

10.55

6.42

+4.14

TZINX vs. GGSIX - Sharpe Ratio Comparison

The current TZINX Sharpe Ratio is 1.98, which is higher than the GGSIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of TZINX and GGSIX, 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


TZINXGGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.34

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.65

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.72

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

0.00

Correlation

The correlation between TZINX and GGSIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TZINX vs. GGSIX - Dividend Comparison

TZINX's dividend yield for the trailing twelve months is around 4.94%, less than GGSIX's 12.09% yield.


TTM20252024202320222021202020192018201720162015
TZINX
Templeton Global Balanced Fund
4.94%4.00%5.43%3.68%3.47%2.24%2.12%4.43%4.55%2.82%1.12%7.19%
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.09%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%

Drawdowns

TZINX vs. GGSIX - Drawdown Comparison

The maximum TZINX drawdown since its inception was -36.06%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for TZINX and GGSIX.


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Drawdown Indicators


TZINXGGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-52.85%

+16.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-10.84%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.60%

-26.74%

-2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.60%

-30.36%

+0.76%

Current Drawdown

Current decline from peak

-6.84%

-6.45%

-0.39%

Average Drawdown

Average peak-to-trough decline

-7.52%

-9.25%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.51%

-0.35%

Volatility

TZINX vs. GGSIX - Volatility Comparison

The current volatility for Templeton Global Balanced Fund (TZINX) is 5.04%, while Goldman Sachs Growth Strategy Portfolio (GGSIX) has a volatility of 5.36%. This indicates that TZINX experiences smaller price fluctuations and is considered to be less risky than GGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TZINXGGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.36%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

8.53%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

13.51%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.82%

13.38%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.33%

14.29%

-2.96%