UPAAX vs. TTIFX
Compare and contrast key facts about Upright Assets Allocation Plus Fund (UPAAX) and Goldman Sachs TacticalTiltOverlayFund (TTIFX).
UPAAX is managed by Upright Investments Trust. It was launched on Oct 9, 2017. TTIFX is managed by Goldman Sachs. It was launched on Jul 30, 2014.
Performance
UPAAX vs. TTIFX - Performance Comparison
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UPAAX vs. TTIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UPAAX Upright Assets Allocation Plus Fund | -6.72% | 24.36% | 25.67% | 24.63% | -41.14% | 48.33% | 44.73% | -4.47% | 0.00% | 0.00% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | -0.19% | 6.79% | -2.91% | 6.04% | 0.93% | 8.25% | 5.13% | 4.99% | -2.45% | 0.43% |
Returns By Period
In the year-to-date period, UPAAX achieves a -6.72% return, which is significantly lower than TTIFX's -0.19% return.
UPAAX
- 1D
- -1.76%
- 1M
- -11.89%
- YTD
- -6.72%
- 6M
- -5.19%
- 1Y
- 33.01%
- 3Y*
- 17.12%
- 5Y*
- 4.40%
- 10Y*
- —
TTIFX
- 1D
- 0.28%
- 1M
- -1.83%
- YTD
- -0.19%
- 6M
- 1.87%
- 1Y
- 4.97%
- 3Y*
- 2.51%
- 5Y*
- 2.75%
- 10Y*
- —
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UPAAX vs. TTIFX - Expense Ratio Comparison
UPAAX has a 2.49% expense ratio, which is higher than TTIFX's 0.68% expense ratio.
Return for Risk
UPAAX vs. TTIFX — Risk / Return Rank
UPAAX
TTIFX
UPAAX vs. TTIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Upright Assets Allocation Plus Fund (UPAAX) 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.
| UPAAX | TTIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.32 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.86 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.66 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.58 | 7.02 | -2.45 |
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
| UPAAX | TTIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.32 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.47 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.50 | -0.49 |
Correlation
The correlation between UPAAX and TTIFX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UPAAX vs. TTIFX - Dividend Comparison
UPAAX's dividend yield for the trailing twelve months is around 0.07%, less than TTIFX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UPAAX Upright Assets Allocation Plus Fund | 0.07% | 0.06% | 0.00% | 0.81% | 1.64% | 0.00% | 0.48% | 0.00% | 0.00% | 0.00% |
TTIFX Goldman Sachs TacticalTiltOverlayFund | 3.01% | 3.01% | 0.00% | 5.33% | 0.84% | 2.02% | 4.71% | 1.09% | 0.00% | 0.94% |
Drawdowns
UPAAX vs. TTIFX - Drawdown Comparison
The maximum UPAAX drawdown since its inception was -98.72%, which is greater than TTIFX's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for UPAAX and TTIFX.
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Drawdown Indicators
| UPAAX | TTIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -13.21% | -85.51% |
Max Drawdown (1Y)Largest decline over 1 year | -25.04% | -2.66% | -22.38% |
Max Drawdown (5Y)Largest decline over 5 years | -98.72% | -9.04% | -89.68% |
Current DrawdownCurrent decline from peak | -97.79% | -2.10% | -95.69% |
Average DrawdownAverage peak-to-trough decline | -25.08% | -2.15% | -22.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 0.65% | +5.38% |
Volatility
UPAAX vs. TTIFX - Volatility Comparison
Upright Assets Allocation Plus Fund (UPAAX) has a higher volatility of 8.37% compared to Goldman Sachs TacticalTiltOverlayFund (TTIFX) at 1.05%. This indicates that UPAAX'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
| UPAAX | TTIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 1.05% | +7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 22.00% | 1.80% | +20.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.27% | 4.39% | +33.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,467.93% | 5.91% | +2,462.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,897.08% | 5.93% | +1,891.15% |