SRAFX Performance — Goldman Sachs Strategic Factor Allocation Fund, Class R6
Data updated: 2026-07-22
SRAFX returned +0.31% over one year to May 2023. The annualised 3-year return is +5.98%. The fund beat its Moderate Allocation category average: $100 invested three years ago grew to $119, against $112 for the category, and to $100 over one year, against $98. Volatility over the past three years was 10.70% a year. In the 12 months to May 2026 the fund lost a net $39.8M, and assets reached $2.41B.
SRAFX Growth of $100
What $100 invested in Goldman Sachs Strategic Factor Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | SRAFX | Category average |
|---|---|---|
| 1 year (Jun 2022 – May 2023) | $100 | $98 |
| 3 years (Jun 2020 – May 2023) | $119 | $112 |
| Since data start (Sep 2019 – May 2023) | $124 | $110 |
SRAFX Trailing Returns
Total returns to May 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.31% |
| 3 years (annualised) | +5.98% |
SRAFX Annual Returns
Calendar-year total returns of Goldman Sachs Strategic Factor Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–May) | +6.04% |
| 2022 | −11.68% |
| 2021 | +14.22% |
| 2020 | +11.96% |
| 2019 (Sep–Dec) | +3.37% |
SRAFX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +4.3% | −2.6% | +3.2% | +1.4% | −0.2% | — | — | — | — | — | — | — |
| 2022 | −2.3% | −1.3% | +1.4% | −5.5% | +1.1% | −5.1% | +6.0% | −3.5% | −6.2% | +3.7% | +3.7% | −3.3% |
| 2021 | −1.3% | +0.4% | +2.0% | +3.2% | +0.4% | +2.0% | +1.8% | +1.6% | −2.7% | +3.9% | +0.2% | +2.0% |
| 2020 | +1.5% | −4.9% | −2.2% | +5.2% | +1.4% | +0.6% | +3.3% | +2.8% | −0.9% | −2.4% | +5.8% | +1.8% |
| 2019 | — | — | — | — | — | — | — | — | +0.8% | +0.2% | +1.8% | +0.5% |
SRAFX Risk
Risk measures from monthly returns over Jun 2020 – May 2023.
- 3-year volatility (annualised): 10.70%
- 3-year Sharpe ratio: 0.14 (vs 4.5% risk-free rate)
- Best month: +6.01% (Jul 2022)
- Worst month: −6.17% (Sep 2022)
SRAFX Fund Flows
Monthly money in and out of Goldman Sachs Strategic Factor Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$39.8M
- 12-month gross sales (incl. reinvestments): $471.9M
- Sales ÷ redemptions: 0.92×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $11.5M | $38.5M | −$26.9M |
| Apr 2026 | $21.2M | $62.7M | −$41.5M |
| Mar 2026 | $18.3M | $33.7M | −$15.4M |
| Feb 2026 | $28.6M | $67.4M | −$38.9M |
| Jan 2026 | $45.4M | $24.8M | $20.6M |
| Dec 2025 | $211.4M | $76.5M | $135.0M |
| Nov 2025 | $16.9M | $15.6M | $1.2M |
| Oct 2025 | $31.8M | $36.3M | −$4.5M |
| Sep 2025 | $23.4M | $47.7M | −$24.3M |
| Aug 2025 | $19.7M | $12.7M | $7.0M |
| Jul 2025 | $18.6M | $18.8M | −$181K |
| Jun 2025 | $24.9M | $76.9M | −$52.0M |
SRAFX Assets Under Management
Net assets of Goldman Sachs Strategic Factor Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $2.41B |
| 2026-02-28 | $2.39B |
| 2025-11-30 | $2.44B |
| 2025-08-31 | $2.35B |
| 2025-05-31 | $2.26B |
| 2025-02-28 | $2.36B |
| 2024-11-30 | $2.44B |
| 2024-08-31 | $2.40B |
| 2024-05-31 | $2.30B |
| 2024-02-29 | $2.30B |
| 2023-11-30 | $2.16B |
| 2023-08-31 | $2.24B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.