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BBHLX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHLX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Partner Fund - International Equity (BBHLX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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BBHLX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBHLX
BBH Partner Fund - International Equity
-3.12%26.19%7.97%14.37%-24.22%1.76%24.07%30.02%-9.65%19.72%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.76%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, BBHLX achieves a -3.12% return, which is significantly lower than GSIMX's 4.76% return.


BBHLX

1D
3.27%
1M
-7.70%
YTD
-3.12%
6M
-1.95%
1Y
13.81%
3Y*
11.32%
5Y*
2.63%
10Y*
7.86%

GSIMX

1D
0.94%
1M
-3.92%
YTD
4.76%
6M
8.19%
1Y
16.65%
3Y*
17.74%
5Y*
10.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBHLX vs. GSIMX - Expense Ratio Comparison

BBHLX has a 0.68% expense ratio, which is lower than GSIMX's 0.76% expense ratio.


Return for Risk

BBHLX vs. GSIMX — Risk / Return Rank

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

BBHLX
BBHLX Risk / Return Rank: 3333
Overall Rank
BBHLX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BBHLX Sortino Ratio Rank: 3333
Sortino Ratio Rank
BBHLX Omega Ratio Rank: 2828
Omega Ratio Rank
BBHLX Calmar Ratio Rank: 3535
Calmar Ratio Rank
BBHLX Martin Ratio Rank: 3434
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7474
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7676
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.

BBHLX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Partner Fund - International Equity (BBHLX) 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.


BBHLXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.37

-0.50

Sortino ratio

Return per unit of downside risk

1.28

1.81

-0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratio

Return relative to maximum drawdown

1.18

1.88

-0.70

Martin ratio

Return relative to average drawdown

4.33

7.59

-3.26

BBHLX vs. GSIMX - Sharpe Ratio Comparison

The current BBHLX Sharpe Ratio is 0.88, which is lower than the GSIMX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BBHLX 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.


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Sharpe Ratios by Period


BBHLXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.37

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.73

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.82

-0.49

Correlation

The correlation between BBHLX and GSIMX is 0.78, 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

BBHLX vs. GSIMX - Dividend Comparison

BBHLX's dividend yield for the trailing twelve months is around 1.77%, less than GSIMX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
BBHLX
BBH Partner Fund - International Equity
1.77%1.72%0.96%0.89%0.49%12.97%2.79%1.63%7.98%7.98%1.98%2.03%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.89%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

BBHLX vs. GSIMX - Drawdown Comparison

The maximum BBHLX drawdown since its inception was -53.11%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for BBHLX and GSIMX.


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Drawdown Indicators


BBHLXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-53.11%

-28.84%

-24.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-8.75%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-40.57%

-25.37%

-15.20%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

Current Drawdown

Current decline from peak

-9.42%

-5.23%

-4.19%

Average Drawdown

Average peak-to-trough decline

-13.18%

-4.85%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.17%

+1.20%

Volatility

BBHLX vs. GSIMX - Volatility Comparison

BBH Partner Fund - International Equity (BBHLX) has a higher volatility of 7.02% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.80%. This indicates that BBHLX'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.


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Volatility by Period


BBHLXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

4.80%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

7.38%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

12.48%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

14.43%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

15.77%

+2.33%