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ISIN
US38144N4943
Inception Date
Jan 30, 2008
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GIDHX Performance Chart

Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) is up 9.4% since the beginning of the year. GIDHX is currently trading at $9 per share. Investors who bought $1,000 worth of GIDHX shares 5 years ago would now be looking at an investment worth $1,426.


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S&P 500 Index

Returns By Period

Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has returned 9.38% so far this year and 21.66% over the past 12 months. Over the last ten years, GIDHX has returned 6.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Goldman Sachs International Equity Dividend and Premium Fund

1D
0.54%
1M
0.00%
YTD
9.38%
6M
9.77%
1Y
21.66%
3Y*
13.41%
5Y*
7.36%
10Y*
6.82%

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)

GIDHX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2009, GIDHX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Mar 2020 at -15.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GIDHX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 12, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.16%4.13%-4.52%4.39%0.54%-0.32%9.38%
20253.24%2.71%1.39%4.38%4.20%2.24%-2.63%4.76%1.49%-0.97%2.33%2.79%28.92%
2024-1.12%0.56%1.34%-2.36%4.84%-2.35%3.40%3.29%0.04%-5.45%-0.56%-3.32%-2.17%
20237.03%-3.80%3.63%2.35%-3.88%3.47%3.10%-3.44%-2.55%-2.60%7.86%4.92%16.16%
2022-2.29%-2.48%0.38%-5.94%2.71%-11.71%3.98%-5.10%-9.24%5.37%12.48%-0.00%-13.41%
2021-0.71%1.58%1.94%2.65%2.85%-1.65%1.36%0.67%-3.31%2.50%-3.39%4.86%9.36%

Benchmark Metrics

Goldman Sachs International Equity Dividend and Premium Fund has an annualized alpha of -3.76%, beta of 0.80, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since January 02, 2009.

  • This fund participated in 97.22% of S&P 500 Index downside but only 70.59% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.76% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-3.76%
Beta
0.80
0.71
Upside Capture
70.59%
Downside Capture
97.22%

Expense Ratio

GIDHX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GIDHX ranks 40 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.


GIDHX Risk / Return Rank: 4040
Overall Rank
GIDHX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GIDHX Sortino Ratio Rank: 3434
Sortino Ratio Rank
GIDHX Omega Ratio Rank: 3232
Omega Ratio Rank
GIDHX Calmar Ratio Rank: 4949
Calmar Ratio Rank
GIDHX Martin Ratio Rank: 5454
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 Dividend and Premium Fund (GIDHX) 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.


GIDHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.57

2.78

-0.21

Martin ratioReturn relative to average drawdown

10.22

12.44

-2.22

Dividends

Dividend History

Goldman Sachs International Equity Dividend and Premium Fund provided a 2.66% dividend yield over the last twelve months, with an annual payout of $0.25 per share.


1.00%2.00%3.00%4.00%$0.00$0.05$0.10$0.15$0.20$0.2520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.25$0.22$0.22$0.26$0.04$0.23$0.19$0.23$0.22$0.19$0.19$0.27

Dividend yield

2.66%2.58%3.27%3.56%0.58%3.09%2.65%3.24%3.42%2.54%3.08%4.13%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs International Equity Dividend and Premium 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$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.02$0.00$0.00$0.06$0.22
2024$0.00$0.00$0.03$0.00$0.00$0.13$0.00$0.00$0.02$0.00$0.00$0.05$0.22
2023$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.04$0.00$0.00$0.04$0.26
2022$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2021$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.05$0.23

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 Dividend and Premium 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 Dividend and Premium Fund was 36.19%, occurring on Mar 23, 2020. Recovery took 263 trading sessions.

The current Goldman Sachs International Equity Dividend and Premium Fund drawdown is 1.38%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.19%Mar 2020
2y 1mo1y 16d
3y 2moJan 2018 - Apr 2021
Bear market2022
-28.46%Oct 2022
9mo 2d1y 4mo
2y 1moJan 2022 - Mar 2024
Financial crisis2007–2009
-28.22%Mar 2009
2mo 1d2mo
4mo 1dJan 2009 - May 2009
2016 bear market2016
-25.72%Feb 2016
1y 7mo1y 5mo
3y 20dJul 2014 - Jul 2017
2012 bear market2012
-25.46%Jun 2012
1y 1mo1y 3mo
2y 4moMay 2011 - Sep 2013

Drawdown Indicators


GIDHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-56.78%

+20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-9.10%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-18.90%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.46%

-25.43%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-33.92%

-2.27%

Current Drawdown

Current decline from peak

-1.38%

-1.80%

+0.42%

Average Drawdown

Average peak-to-trough decline

-8.16%

-10.71%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.03%

+0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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