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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs International Tax- Managed Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Goldman Sachs International Tax- Managed Equity Fund (GHTMX) has returned 0.30% so far this year and 28.18% over the past 12 months. Over the last ten years, GHTMX has returned 9.67% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Goldman Sachs International Tax- Managed Equity Fund
- 1D
- 0.36%
- 1M
- -11.34%
- YTD
- 0.30%
- 6M
- 5.67%
- 1Y
- 28.18%
- 3Y*
- 18.40%
- 5Y*
- 10.78%
- 10Y*
- 9.67%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2009, GHTMX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +12.8%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GHTMX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.94% | 6.78% | -11.34% | 0.30% | |||||||||
| 2025 | 4.78% | 3.25% | 0.90% | 4.75% | 5.39% | 2.96% | -2.29% | 5.28% | 3.75% | 0.55% | 1.83% | 2.90% | 39.51% |
| 2024 | 0.93% | 3.68% | 4.75% | -4.46% | 4.99% | -2.30% | 3.22% | 3.19% | 0.07% | -4.64% | 0.69% | -3.32% | 6.30% |
| 2023 | 7.72% | -2.30% | 2.35% | 2.48% | -3.95% | 5.88% | 2.73% | -3.00% | -2.83% | -2.55% | 8.97% | 4.12% | 20.20% |
| 2022 | -4.71% | -2.22% | 1.57% | -6.52% | 1.65% | -9.94% | 4.71% | -5.75% | -9.04% | 5.92% | 12.55% | -1.93% | -15.00% |
| 2021 | -0.97% | 1.52% | 1.85% | 3.11% | 3.61% | -0.73% | 1.79% | 2.48% | -4.14% | 2.69% | -3.97% | 4.97% | 12.41% |
Benchmark Metrics
Goldman Sachs International Tax- Managed Equity Fund has an annualized alpha of -1.08%, beta of 0.85, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This fund participated in 100.25% of S&P 500 Index downside but only 86.87% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.85 and R² of 0.72, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.08%
- Beta
- 0.85
- R²
- 0.72
- Upside Capture
- 86.87%
- Downside Capture
- 100.25%
Expense Ratio
GHTMX has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GHTMX ranks 82 for risk / return — in the top 82% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs International Tax- Managed Equity Fund (GHTMX) and compare them to a chosen benchmark (S&P 500 Index).
| GHTMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.90 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.39 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.40 | +0.71 |
Martin ratioReturn relative to average drawdown | 8.32 | 6.61 | +1.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GHTMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Goldman Sachs International Tax- Managed Equity Fund provided a 2.17% dividend yield over the last twelve months, with an annual payout of $0.37 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.37 | $0.27 | $0.28 | $0.36 | $0.37 | $0.16 | $0.20 | $0.15 | $0.20 | $0.16 | $0.13 |
Dividend yield | 2.17% | 2.18% | 2.18% | 2.33% | 3.56% | 3.00% | 1.44% | 1.95% | 1.65% | 1.86% | 1.85% | 1.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs International Tax- Managed Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $0.37 | $0.37 |
| 2024 | $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 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
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 Tax- Managed 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 International Tax- Managed Equity Fund was 38.64%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current Goldman Sachs International Tax- Managed Equity Fund drawdown is 11.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.64% | Jan 29, 2018 | 541 | Mar 23, 2020 | 188 | Dec 17, 2020 | 729 |
| -29.93% | Sep 16, 2021 | 260 | Sep 27, 2022 | 335 | Jan 29, 2024 | 595 |
| -29.56% | Jan 5, 2009 | 44 | Mar 9, 2009 | 54 | May 26, 2009 | 98 |
| -25.96% | May 3, 2011 | 100 | Sep 22, 2011 | 388 | Apr 11, 2013 | 488 |
| -20.43% | Apr 16, 2010 | 37 | Jun 7, 2010 | 90 | Oct 13, 2010 | 127 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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