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ISIN
US38142V8458
Inception Date
Aug 15, 1997
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

GCIIX Performance Chart

Goldman Sachs International Equity Insights Fund (GCIIX) is up 13.9% since the beginning of the year. GCIIX is currently trading at $21 per share. Investors who bought $1,000 worth of GCIIX shares 5 years ago would now be looking at an investment worth $1,847.


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S&P 500 Index

Returns By Period

Goldman Sachs International Equity Insights Fund (GCIIX) has returned 13.92% so far this year and 34.21% over the past 12 months. Over the last ten years, GCIIX has returned 11.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Goldman Sachs International Equity Insights Fund

1D
0.98%
1M
3.24%
YTD
13.92%
6M
14.30%
1Y
34.21%
3Y*
23.20%
5Y*
13.05%
10Y*
11.30%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCIIX Monthly Returns History

Based on dividend-adjusted daily data since Aug 15, 1997, GCIIX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2009 with a return of +13.7%, while the worst month was Oct 2008 at -21.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GCIIX closed higher 52% of trading days. The best single day was Dec 22, 1997 with a return of +21.4%, while the worst single day was Dec 19, 1997 at -20.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.22%5.75%-9.02%5.87%3.66%1.57%13.92%
20254.95%3.21%0.93%4.92%5.19%2.68%-2.14%5.45%3.65%1.41%1.39%3.28%40.72%
20240.58%3.59%4.57%-3.91%5.51%-1.70%3.19%3.16%-0.19%-5.07%-0.00%0.12%9.65%
20238.14%-1.88%2.32%2.19%-3.51%5.54%2.55%-2.85%-2.26%-3.16%8.59%4.43%20.80%
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%5.28%11.71%

Benchmark Metrics

Goldman Sachs International Equity Insights Fund has an annualized alpha of 1.23%, beta of 0.75, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since August 15, 1997.

  • This fund participated in 95.15% of S&P 500 Index downside but only 89.24% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.23%
Beta
0.75
0.53
Upside Capture
89.24%
Downside Capture
95.15%

Expense Ratio

GCIIX has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GCIIX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GCIIX Risk / Return Rank: 5757
Overall Rank
GCIIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GCIIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GCIIX Omega Ratio Rank: 5757
Omega Ratio Rank
GCIIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
GCIIX Martin Ratio Rank: 5353
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs International Equity Insights Fund (GCIIX) and compare them to S&P 500 Index.

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.


GCIIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.71

2.78

-0.07

Martin ratioReturn relative to average drawdown

10.14

12.44

-2.30

Dividends

Dividend History

Goldman Sachs International Equity Insights Fund provided a 6.83% dividend yield over the last twelve months, with an annual payout of $1.41 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.41$1.41$1.29$0.39$0.47$0.91$0.26$0.32$0.22$0.22$0.27$0.15

Dividend yield

6.83%7.78%9.24%2.81%3.94%6.33%1.86%2.46%1.94%1.62%2.51%1.45%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.41$1.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
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$0.91$0.91

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.


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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 2020 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.08%Mar 2009
1y 4mo8y 9d
9y 4moNov 2007 - Mar 2017
2003 bear market2003
-49.21%Mar 2003
3y 2mo1y 11mo
5y 1moJan 2000 - Feb 2005
COVID crash2020
-39.85%Mar 2020
2y 1mo9mo 11d
2y 11moJan 2018 - Dec 2020
Bear market2022
-30.58%Sep 2022
1y 19d1y 4mo
2y 4moSep 2021 - Feb 2024
1997 bear market1997
-29.99%Dec 1997
2mo 13d2mo 13d
4mo 26dOct 1997 - Mar 1998

Drawdown Indicators


GCIIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.08%

-56.78%

-4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-9.10%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-18.90%

+5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-30.58%

-25.43%

-5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.85%

-33.92%

-5.93%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-15.02%

-10.71%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.03%

+1.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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