PortfoliosLab logoPortfoliosLab logo
AFCNX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFCNX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused International Growth Fund (AFCNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AFCNX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFCNX
American Century Focused International Growth Fund
-9.96%15.97%3.87%8.26%-26.55%7.90%31.84%32.47%-13.20%32.86%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, AFCNX achieves a -9.96% return, which is significantly lower than GSIMX's 3.78% return.


AFCNX

1D
-0.06%
1M
-12.94%
YTD
-9.96%
6M
-10.08%
1Y
3.72%
3Y*
2.46%
5Y*
-1.49%
10Y*

GSIMX

1D
0.60%
1M
-6.12%
YTD
3.78%
6M
7.89%
1Y
15.89%
3Y*
17.37%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AFCNX vs. GSIMX - Expense Ratio Comparison

AFCNX has a 1.10% expense ratio, which is higher than GSIMX's 0.76% expense ratio.


Return for Risk

AFCNX vs. GSIMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFCNX
AFCNX Risk / Return Rank: 88
Overall Rank
AFCNX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AFCNX Sortino Ratio Rank: 88
Sortino Ratio Rank
AFCNX Omega Ratio Rank: 88
Omega Ratio Rank
AFCNX Calmar Ratio Rank: 88
Calmar Ratio Rank
AFCNX Martin Ratio Rank: 99
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
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.

AFCNX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused International Growth Fund (AFCNX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AFCNXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.28

-1.12

Sortino ratio

Return per unit of downside risk

0.35

1.69

-1.34

Omega ratio

Gain probability vs. loss probability

1.05

1.27

-0.22

Calmar ratio

Return relative to maximum drawdown

0.13

1.81

-1.68

Martin ratio

Return relative to average drawdown

0.53

7.41

-6.88

AFCNX vs. GSIMX - Sharpe Ratio Comparison

The current AFCNX Sharpe Ratio is 0.16, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of AFCNX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AFCNXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.28

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.73

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.81

-0.43

Correlation

The correlation between AFCNX and GSIMX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AFCNX vs. GSIMX - Dividend Comparison

AFCNX's dividend yield for the trailing twelve months is around 0.02%, less than GSIMX's 4.93% yield.


TTM202520242023202220212020201920182017
AFCNX
American Century Focused International Growth Fund
0.02%0.02%0.00%0.35%0.39%2.49%0.72%2.24%0.55%0.00%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.93%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%

Drawdowns

AFCNX vs. GSIMX - Drawdown Comparison

The maximum AFCNX drawdown since its inception was -39.99%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for AFCNX and GSIMX.


Loading graphics...

Drawdown Indicators


AFCNXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-39.99%

-28.84%

-11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.42%

-8.75%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-39.99%

-25.37%

-14.62%

Current Drawdown

Current decline from peak

-17.65%

-6.12%

-11.53%

Average Drawdown

Average peak-to-trough decline

-12.13%

-4.85%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.15%

+1.48%

Volatility

AFCNX vs. GSIMX - Volatility Comparison

American Century Focused International Growth Fund (AFCNX) has a higher volatility of 8.25% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that AFCNX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AFCNXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

4.78%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

7.35%

+5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

12.47%

+6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

14.42%

+3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

15.77%

+2.68%