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ISIN
US38142B3693
Inception Date
Dec 14, 1997
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GEMIX Performance Chart

Goldman Sachs Emerging Markets Equity Fund (GEMIX) is up 31.3% since the beginning of the year. GEMIX is currently trading at $40 per share. Investors who bought $1,000 worth of GEMIX shares 5 years ago would now be looking at an investment worth $1,290.


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S&P 500 Index

Returns By Period

Goldman Sachs Emerging Markets Equity Fund (GEMIX) has returned 31.33% so far this year and 61.67% over the past 12 months. Over the last ten years, GEMIX has returned 10.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Goldman Sachs Emerging Markets Equity Fund

1D
2.20%
1M
8.60%
YTD
31.33%
6M
34.78%
1Y
61.67%
3Y*
25.04%
5Y*
5.23%
10Y*
10.70%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEMIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1998, GEMIX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +20.1%, while the worst month was Aug 1998 at -29.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GEMIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.0%, while the worst single day was Oct 15, 2008 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.76%5.94%-10.39%15.54%7.73%2.20%31.33%
20250.61%1.29%-0.04%0.47%4.56%5.98%0.95%3.25%7.53%3.78%-2.23%3.01%32.84%
2024-3.41%5.22%2.48%-0.49%1.13%3.16%1.04%1.37%5.82%-3.62%-2.56%-0.85%9.10%
202310.46%-6.93%2.01%-1.73%-2.24%4.43%4.06%-5.61%-2.90%-3.28%6.78%2.90%6.63%
2022-3.77%-6.23%-4.52%-7.64%0.47%-6.69%0.18%-1.79%-11.30%-4.84%15.72%-2.37%-30.01%
20213.91%1.18%-3.24%1.66%2.27%2.69%-5.61%2.68%-4.53%1.09%-4.60%0.62%-2.48%

Benchmark Metrics

Goldman Sachs Emerging Markets Equity Fund has an annualized alpha of 2.61%, beta of 0.79, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 05, 1998.

  • This fund captured 110.24% of S&P 500 Index gains and 107.79% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.61% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.61%
Beta
0.79
0.52
Upside Capture
110.24%
Downside Capture
107.79%

Expense Ratio

GEMIX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GEMIX ranks 89 for risk / return — in the top 89% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


GEMIX Risk / Return Rank: 8989
Overall Rank
GEMIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GEMIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
GEMIX Omega Ratio Rank: 8888
Omega Ratio Rank
GEMIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
GEMIX Martin Ratio Rank: 9090
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 Emerging Markets Equity Fund (GEMIX) and compare them to S&P 500 Index.


GEMIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.27

2.39

+0.88

Sortino ratio

Return per unit of downside risk

3.99

3.25

+0.73

Omega ratio

Gain probability vs. loss probability

1.61

1.43

+0.18

Calmar ratio

Return relative to maximum drawdown

4.67

3.11

+1.55

Martin ratio

Return relative to average drawdown

18.24

14.38

+3.85

Dividends

Dividend History

Goldman Sachs Emerging Markets Equity Fund provided a 0.59% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.24$0.24$0.25$0.29$0.05$0.28$0.09$0.25$0.15$0.21$0.17$0.02

Dividend yield

0.59%0.78%1.09%1.33%0.22%0.95%0.31%1.09%0.79%0.88%1.09%0.10%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Emerging Markets Equity 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$0.24$0.24
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28

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 Emerging Markets Equity 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 Emerging Markets Equity Fund was 68.46%, occurring on Nov 20, 2008. Recovery took 2134 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-68.46%Nov 2008
1y 20d8y 5mo
9y 6moNov 2007 - May 2017
Dot-com crash2000–2002
-50.63%Sep 2001
1y 7mo2y 6mo
4y 1moFeb 2000 - Apr 2004
Bear market2022
-47.24%Oct 2022
1y 8mo3y 3mo
4y 11moFeb 2021 - Jan 2026
1998 bear market1998
-45.84%Sep 1998
4mo 22d1y 2mo
1y 7moApr 1998 - Dec 1999
COVID crash2020
-34.16%Mar 2020
2y 1mo4mo 15d
2y 6moJan 2018 - Aug 2020

Drawdown Indicators


GEMIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.46%

-56.78%

-11.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-9.10%

-4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.46%

-18.90%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-44.71%

-25.43%

-19.28%

Max Drawdown (10Y)

Largest decline over 10 years

-47.24%

-33.92%

-13.32%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-19.71%

-10.72%

-8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.97%

+1.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GEMIX

Add Goldman Sachs Emerging Markets Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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