Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Asset Allocation Composite Moderate | 5.03% | 18.84% | 13.04% | 6.31% | 7.01% | 6.19% | 6.77% | … | … |
Data as of 02/27/2026, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Asset Allocation Composite Moderate | 12/31/2000 | 05/01/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | 18.84 | 13.04 | 6.31 | 7.01 | 6.19 | 6.77 | … | … | 5.03 | 16.36 | 6.76 | 8.16 | -14.66 | 14.40 | 3.41 | 16.76 | -4.20 | 14.50 | 8.70 | -1.78 | 6.75 | 10.21 | 12.16 | 0.02 | 1.86 | 19.07 | 2.44 | 4.26 | 15.67 | 6.39 | 10.78 | 17.53 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 1.96 | 1.04 | 0.33 | 0.56 | NA | NA | … | … | 0.41 | 1.43 | 0.41 | 0.56 | -1.67 | 1.93 | 0.24 | 2.44 | -0.62 | 2.83 | 1.08 | -0.26 | 1.09 | 1.31 | 1.43 | 0.00 | 0.15 | 1.70 | 0.31 | 0.10 | 1.70 | 0.63 | 1.40 | 2.95 | -4.84 | -2.43 |
| Standard Deviation(%) | NA | 8.16 | 8.76 | 8.69 | 8.76 | NA | NA | … | … | 10.66 | 9.45 | 7.71 | 8.03 | 9.65 | 7.44 | 13.09 | 6.26 | 9.06 | 4.89 | 7.83 | 7.03 | 6.19 | 7.74 | 8.48 | 16.80 | 11.65 | 11.15 | 4.80 | 10.71 | 7.22 | 6.54 | 7.01 | 5.69 | 0.01 | 0.05 |
| Draw Down(%) | NA | 6.81 | 8.27 | 18.35 | 18.58 | NA | NA | … | … | 6.81 | 8.11 | 4.36 | 6.91 | 15.38 | 3.90 | 18.58 | 2.96 | 11.23 | 1.77 | 5.32 | 7.96 | 5.98 | 7.33 | 7.85 | 16.31 | 11.04 | 4.32 | 5.34 | 6.33 | 5.97 | 3.78 | 6.19 | 2.08 | 0.00 | 0.00 |
| Yield(%) | NA | 3.39 | 2.61 | 2.41 | 2.33 | NA | NA | … | … | NA | NA | 0.93 | 3.07 | 1.88 | 2.27 | 2.09 | 2.22 | 2.41 | 2.07 | 2.12 | 2.13 | 2.80 | 2.35 | 3.16 | 2.95 | 2.40 | 2.45 | 3.29 | 3.27 | 3.27 | 2.75 | 2.37 | 1.88 | 1.11 | 2.31 |
Data as of 02/27/2026, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Asset Allocation Composi |
-0.49%
Dec 2021 – Dec 2024 |
1.81%
Jan 2018 – Jan 2023 |
3.84%
Oct 2013 – Oct 2023 |
5.00%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Diversified Major Asset ETFs Goldman Sachs Global Tactical Asset Allocation Asset Allocation Composi |
13.70%
Apr 2003 – Apr 2006 |
11.72%
Oct 2002 – Oct 2007 |
9.53%
Apr 2003 – Apr 2013 |
8.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart