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ISIN
US38144N5932
Inception Date
Sep 27, 2007
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

GICIX Performance Chart

Goldman Sachs International Small Cap Insights Fund (GICIX) is up 14.6% since the beginning of the year. GICIX is currently trading at $19 per share. Investors who bought $1,000 worth of GICIX shares 5 years ago would now be looking at an investment worth $1,644.


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S&P 500 Index

Returns By Period

Goldman Sachs International Small Cap Insights Fund (GICIX) has returned 14.59% so far this year and 35.76% over the past 12 months. Over the last ten years, GICIX has returned 10.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Goldman Sachs International Small Cap Insights Fund

1D
0.49%
1M
1.26%
YTD
14.59%
6M
14.73%
1Y
35.76%
3Y*
22.34%
5Y*
10.45%
10Y*
10.16%

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)

GICIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2008, GICIX's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +16.8%, while the worst month was Oct 2008 at -22.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GICIX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.54%6.90%-10.48%7.21%4.59%-0.70%14.59%
20252.94%2.54%1.24%5.80%6.85%4.25%-0.84%5.49%3.28%-0.00%1.86%3.07%42.83%
2024-0.41%3.14%4.08%-3.31%5.25%-3.55%5.17%1.64%2.05%-5.03%0.00%-2.89%5.57%
20237.34%-0.85%0.17%1.12%-4.34%3.11%3.62%-2.75%-2.48%-4.30%8.44%6.15%15.11%
2022-4.93%-1.68%-0.54%-5.69%0.17%-10.40%5.89%-5.91%-10.91%5.08%12.04%-0.95%-18.53%
2021-0.32%3.17%4.15%4.65%2.26%-1.45%2.94%1.56%-5.29%1.34%-5.37%5.36%13.03%

Benchmark Metrics

Goldman Sachs International Small Cap Insights Fund has an annualized alpha of 0.81%, beta of 0.76, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

  • This fund participated in 98.41% of S&P 500 Index downside but only 91.26% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.81%
Beta
0.76
0.66
Upside Capture
91.26%
Downside Capture
98.41%

Expense Ratio

GICIX has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GICIX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GICIX Risk / Return Rank: 6161
Overall Rank
GICIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GICIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
GICIX Omega Ratio Rank: 6666
Omega Ratio Rank
GICIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
GICIX Martin Ratio Rank: 5050
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 Small Cap Insights Fund (GICIX) 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.


GICIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.61

2.78

-0.17

Martin ratioReturn relative to average drawdown

9.70

12.44

-2.74

Dividends

Dividend History

Goldman Sachs International Small Cap Insights Fund provided a 7.06% dividend yield over the last twelve months, with an annual payout of $1.31 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.31$1.31$0.59$0.37$0.34$0.47$0.24$0.41$0.17$1.06$0.29$0.18

Dividend yield

7.06%8.08%4.77%3.04%3.10%3.39%1.87%3.47%1.68%8.29%2.79%1.69%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs International Small Cap 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$1.31$1.31
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2021$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

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 Small Cap 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 Small Cap Insights Fund was 56.71%, occurring on Mar 9, 2009. Recovery took 447 trading sessions.

The current Goldman Sachs International Small Cap Insights Fund drawdown is 0.86%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.71%Mar 2009
1y 2mo1y 9mo
2y 11moJan 2008 - Dec 2010
COVID crash2020
-43.84%Mar 2020
2y 1mo9mo 19d
2y 11moJan 2018 - Jan 2021
Bear market2022
-34.53%Oct 2022
1y 1mo1y 11mo
3y 13dSep 2021 - Sep 2024
2011 bear market2011
-25.61%Nov 2011
6mo 27d1y 2mo
1y 9moMay 2011 - Feb 2013
2014 correction2014
-16.22%Oct 2014
3mo 11d6mo 29d
10mo 10dJul 2014 - May 2015

Drawdown Indicators


GICIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.71%

-56.78%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-9.10%

-4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.39%

-18.90%

+5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-34.53%

-25.43%

-9.10%

Max Drawdown (10Y)

Largest decline over 10 years

-43.84%

-33.92%

-9.92%

Current Drawdown

Current decline from peak

-0.86%

-1.80%

+0.94%

Average Drawdown

Average peak-to-trough decline

-10.91%

-10.71%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.03%

+1.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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