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UNAVX vs. TTIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UNAVX vs. TTIFX

Last updated Jun 23, 2026

UNAVX (USA Mutuals All Seasons Fund) and TTIFX (Goldman Sachs TacticalTiltOverlayFund) are both Tactical Allocation funds. Over the past 5 years, UNAVX returned 6.09%/yr vs 2.53%/yr for TTIFX. At a 0.42 correlation, their price movements are largely independent. UNAVX charges 1.99%/yr vs 0.68%/yr for TTIFX.

Performance

UNAVX vs. TTIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USA Mutuals All Seasons Fund (UNAVX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNAVX achieves a -1.75% return, which is significantly lower than TTIFX's 0.56% return.

UNAVX

1D
0.00%
1M
0.15%
YTD
-1.75%
6M
-1.90%
1Y
0.79%
3Y*
2.53%
5Y*
6.09%
10Y*
—

TTIFX

1D
0.09%
1M
0.19%
YTD
0.56%
6M
0.75%
1Y
4.66%
3Y*
2.92%
5Y*
2.53%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNAVX vs. TTIFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UNAVX
USA Mutuals All Seasons Fund		-1.75%1.91%6.76%3.44%6.91%11.74%-8.36%25.57%-4.91%4.62%
TTIFX
Goldman Sachs TacticalTiltOverlayFund		0.56%6.79%-2.91%6.04%0.93%8.25%5.13%4.99%-2.45%0.63%

Correlation

The correlation between UNAVX and TTIFX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2017

0.42

The correlation between UNAVX and TTIFX shifts across timeframes, from 0.22 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.

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USA Mutuals All Seasons Fund

Goldman Sachs TacticalTiltOverlayFund

Often compared with UNAVX:
UNAVX vs. SFHYXUNAVX vs. VICEXUNAVX vs. SPYUNAVX vs. ABRZXUNAVX vs. GOIIXUNAVX vs. COTZXUNAVX vs. SIOAX
Often compared with TTIFX:
TTIFX vs. ABRZXTTIFX vs. VOOTTIFX vs. GOIIXTTIFX vs. SFHYXTTIFX vs. HSTRXTTIFX vs. MOODTTIFX vs. SAPEX

Return for Risk

UNAVX vs. TTIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UNAVX
UNAVX Risk / Return Rank: 33
Overall Rank
UNAVX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UNAVX Sortino Ratio Rank: 33
Sortino Ratio Rank
UNAVX Omega Ratio Rank: 33
Omega Ratio Rank
UNAVX Calmar Ratio Rank: 33
Calmar Ratio Rank
UNAVX Martin Ratio Rank: 33
Martin Ratio Rank
TTIFX
TTIFX Risk / Return Rank: 4444
Overall Rank
TTIFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TTIFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TTIFX Omega Ratio Rank: 4848
Omega Ratio Rank
TTIFX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TTIFX Martin Ratio Rank: 3131
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.

UNAVX vs. TTIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USA Mutuals All Seasons Fund (UNAVX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX). 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.

UNAVXTTIFXDifference
Sharpe ratioReturn per unit of total volatility
0.11
1.78

-1.67

Sortino ratioReturn per unit of downside risk
0.19
2.83

-2.63

Omega ratioGain probability vs. loss probability

1.03

1.35

-0.32

Calmar ratioReturn relative to maximum drawdown

0.07

2.35

-2.28

Martin ratioReturn relative to average drawdown

0.15

6.65

-6.50

UNAVX vs. TTIFX - Sharpe Ratio Comparison

The current UNAVX Sharpe Ratio is 0.11, which is lower than the TTIFX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of UNAVX and TTIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

UNAVX vs. TTIFX - Drawdown Comparison

The maximum UNAVX drawdown since its inception was -30.05%, which is greater than TTIFX's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for UNAVX and TTIFX.

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Drawdown Indicators

UNAVXTTIFXDifference

Max Drawdown

Largest peak-to-trough decline

-30.05%

-13.21%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-2.11%

-5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-8.10%

-9.04%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.10%

-9.04%

+0.94%

Current Drawdown

Current decline from peak

-4.89%

-1.37%

-3.52%

Average Drawdown

Average peak-to-trough decline

-4.75%

-2.13%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

0.72%

+3.13%

Volatility

UNAVX vs. TTIFX - Volatility Comparison

USA Mutuals All Seasons Fund (UNAVX) has a higher volatility of 1.81% compared to Goldman Sachs TacticalTiltOverlayFund (TTIFX) at 0.87%. This indicates that UNAVX's price experiences larger fluctuations and is considered to be riskier than TTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UNAVXTTIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

0.87%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

2.05%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

2.78%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.73%

5.92%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.79%

5.88%

+6.91%

UNAVX vs. TTIFX - Expense Ratio Comparison

UNAVX has a 1.99% expense ratio, which is higher than TTIFX's 0.68% expense ratio.

Dividends

UNAVX vs. TTIFX - Dividend Comparison

UNAVX's dividend yield for the trailing twelve months is around 2.57%, less than TTIFX's 2.99% yield.

PositionTTM202520242023202220212020201920182017
TTIFX
Goldman Sachs TacticalTiltOverlayFund		2.99%3.01%0.00%5.33%0.84%2.02%4.71%1.09%0.00%0.94%
UNAVX
USA Mutuals All Seasons Fund		2.57%2.52%2.88%1.62%0.00%0.00%0.00%5.70%0.85%0.61%

Frequently Asked Questions

UNAVX and TTIFX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNAVX has higher volatility (1.81%) compared to TTIFX (0.87%). In terms of maximum drawdown, UNAVX dropped -30.05% vs TTIFX's -13.21%.

TTIFX currently has the higher Sharpe Ratio (1.78 vs 0.11), 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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