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Goldman Sachs International Equity Insights Fund (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US38142V8458

Issuer

Goldman Sachs

Inception Date

Aug 15, 1997

Min. Investment

$1,000,000

Asset Class

Equity

Expense Ratio

GCIIX features an expense ratio of 0.80%, falling within the medium range.


Expense ratio chart for GCIIX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
GCIIX vs. SPY GCIIX vs. VUG GCIIX vs. VOO GCIIX vs. SMH GCIIX vs. NVDA
Popular comparisons:
GCIIX vs. SPY GCIIX vs. VUG GCIIX vs. VOO GCIIX vs. SMH GCIIX vs. NVDA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Goldman Sachs International Equity Insights Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-7.96%
9.66%
GCIIX (Goldman Sachs International Equity Insights Fund)
Benchmark (^GSPC)

Returns By Period

Goldman Sachs International Equity Insights Fund had a return of 0.36% year-to-date (YTD) and 1.02% in the last 12 months. Over the past 10 years, Goldman Sachs International Equity Insights Fund had an annualized return of 5.40%, while the S&P 500 had an annualized return of 11.11%, indicating that Goldman Sachs International Equity Insights Fund did not perform as well as the benchmark.


GCIIX

YTD

0.36%

1M

-6.59%

6M

-7.96%

1Y

1.02%

5Y*

3.82%

10Y*

5.40%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of GCIIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.80%3.59%4.57%-3.91%4.34%-0.59%3.19%3.16%-0.19%-5.07%-1.38%0.36%
20238.14%-1.88%2.32%2.19%-3.51%5.54%2.55%-2.85%-2.26%-3.16%8.59%4.20%20.54%
2022-3.05%-2.72%0.15%-6.46%2.04%-10.08%4.88%-5.79%-9.35%6.11%12.51%-1.84%-14.91%
2021-0.73%2.49%2.86%2.50%4.14%-1.11%1.32%1.75%-4.28%1.60%-4.20%2.11%8.35%
2020-1.54%-8.13%-16.68%7.56%5.98%3.41%2.77%5.06%-1.36%-4.31%12.50%5.87%7.83%
20197.48%1.41%0.41%2.28%-5.49%5.72%-2.55%-1.55%2.66%3.72%0.70%3.02%18.52%
20185.88%-5.14%-0.95%1.55%-0.73%-2.20%1.95%-1.76%0.52%-9.01%-0.65%-5.70%-15.82%
20174.32%1.35%3.28%2.58%3.52%0.57%3.06%1.09%2.70%2.03%0.22%1.63%29.65%
2016-4.47%-2.59%6.33%2.21%0.47%-3.18%3.57%0.47%1.86%-1.37%-1.94%2.99%3.87%
20151.30%5.81%-1.02%4.98%1.16%-2.48%1.91%-6.32%-3.71%6.91%-0.37%-1.08%6.42%
2014-3.99%6.83%-1.30%0.44%1.74%1.20%-2.12%0.09%-4.32%-0.90%-0.82%-3.79%-7.20%
20134.67%-2.03%1.45%5.30%-2.32%-2.08%5.87%-3.06%7.30%3.77%1.15%1.87%23.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GCIIX is 13, meaning it’s performing worse than 87% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GCIIX is 1313
Overall Rank
The Sharpe Ratio Rank of GCIIX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GCIIX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of GCIIX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of GCIIX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of GCIIX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Goldman Sachs International Equity Insights Fund (GCIIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for GCIIX, currently valued at 0.07, compared to the broader market-1.000.001.002.003.004.000.072.07
The chart of Sortino ratio for GCIIX, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.000.192.76
The chart of Omega ratio for GCIIX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.39
The chart of Calmar ratio for GCIIX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.0014.000.073.05
The chart of Martin ratio for GCIIX, currently valued at 0.27, compared to the broader market0.0020.0040.0060.000.2713.27
GCIIX
^GSPC

The current Goldman Sachs International Equity Insights Fund Sharpe ratio is 0.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Goldman Sachs International Equity Insights Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.07
2.07
GCIIX (Goldman Sachs International Equity Insights Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Goldman Sachs International Equity Insights Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.39$0.47$0.46$0.26$0.32$0.22$0.22$0.27$0.15$0.45$0.34

Dividend yield

0.00%2.81%3.94%3.21%1.86%2.46%1.94%1.62%2.51%1.44%4.50%3.04%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs International Equity Insights Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2013$0.34$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.27%
-1.91%
GCIIX (Goldman Sachs International Equity Insights Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs International Equity Insights Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs International Equity Insights Fund was 61.08%, occurring on Mar 9, 2009. Recovery took 2019 trading sessions.

The current Goldman Sachs International Equity Insights Fund drawdown is 14.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.08%Nov 1, 2007338Mar 9, 20092019Mar 16, 20172357
-48.35%Jan 4, 2000796Mar 12, 2003451Dec 27, 20041247
-39.85%Jan 29, 2018541Mar 23, 2020195Dec 29, 2020736
-32.67%Sep 8, 2021266Sep 27, 2022358Mar 1, 2024624
-29.88%Oct 7, 199754Dec 19, 199751Mar 2, 1998105

Volatility

Volatility Chart

The current Goldman Sachs International Equity Insights Fund volatility is 5.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.97%
3.82%
GCIIX (Goldman Sachs International Equity Insights Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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