BNIVX vs. GSIHX

Last updated Aug 1, 2026

BNIVX (Barrow Hanley International Value Fund) and GSIHX (Goldman Sachs GQG Partners International Opportunities Fund Class A) are both Foreign Large Cap Equities funds. Over the past year, BNIVX returned 29.36% vs 15.27% for GSIHX. Their 0.29 correlation means their historical movements had little consistent relationship. BNIVX charges 0.92%/yr vs 1.12%/yr for GSIHX.

Performance

BNIVX vs. GSIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrow Hanley International Value Fund (BNIVX) and Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BNIVX achieves a 20.34% return, which is significantly higher than GSIHX's 7.94% return.

BNIVX

• 1D: 2.91%
• 1M: -0.13%
• 6M: 11.49%
• YTD: 20.34%
• 1Y: 29.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 31.34%

GSIHX

• 1D: 0.63%
• 1M: 2.03%
• 6M: 4.24%
• YTD: 7.94%
• 1Y: 15.27%
• 3Y*: 15.09%
• 5Y*: 8.83%
• 10Y*: —
• ALL TIME*: 12.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BNIVX Barrow Hanley International Value Fund	$0.00	$0.00	$0.00
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A	$0.00	$0.00	$0.00

BNIVX vs. GSIHX - Yearly Performance Comparison

	2026 (YTD)	2025
BNIVX Barrow Hanley International Value Fund	20.34%	16.97%
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A	7.94%	10.63%

Correlation

The correlation between BNIVX and GSIHX is 0.26, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.26
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025	0.29

Return for Risk

BNIVX vs. GSIHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BNIVX

BNIVX Risk / Return Rank: 79
BNIVX Sharpe Ratio Rank: 79
BNIVX Sortino Ratio Rank: 73
BNIVX Omega Ratio Rank: 75
BNIVX Calmar Ratio Rank: 88
BNIVX Martin Ratio Rank: 83

GSIHX

GSIHX Risk / Return Rank: 57
GSIHX Sharpe Ratio Rank: 66
GSIHX Sortino Ratio Rank: 62
GSIHX Omega Ratio Rank: 66
GSIHX Calmar Ratio Rank: 56
GSIHX Martin Ratio Rank: 36

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BNIVX vs. GSIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barrow Hanley International Value Fund (BNIVX) and Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX). 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.

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.

	BNIVX	GSIHX	Difference
Sharpe ratio: Return per unit of total volatility	1.91	1.56	+0.35
Sortino ratio: Return per unit of downside risk	2.56	2.15	+0.42
Omega ratio: Gain probability vs. loss probability	1.34	1.29	+0.05
Calmar ratio: Return relative to maximum drawdown	3.21	1.96	+1.25
Martin ratio: Return relative to average drawdown	10.61	5.27	+5.33

BNIVX vs. GSIHX - Sharpe Ratio Comparison

The current BNIVX Sharpe Ratio is 1.91, which is comparable to the GSIHX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BNIVX and GSIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BNIVX vs. GSIHX - Drawdown Comparison

The maximum BNIVX drawdown since its inception was -10.94%, smaller than the maximum GSIHX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for BNIVX and GSIHX.

Drawdown Indicators

	BNIVX	GSIHX	Difference
Max Drawdown Largest peak-to-trough decline	-10.94%	-28.79%	+17.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-7.83%	-3.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-10.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.63%	—
Current Drawdown Current decline from peak	-2.37%	-2.31%	-0.06%
Average Drawdown Average peak-to-trough decline	-1.88%	-4.94%	+3.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	2.90%	+0.17%

Volatility

BNIVX vs. GSIHX - Volatility Comparison

Barrow Hanley International Value Fund (BNIVX) has a higher volatility of 5.05% compared to Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) at 2.72%. This indicates that BNIVX's price experiences larger fluctuations and is considered to be riskier than GSIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BNIVX	GSIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	2.72%	+2.33%
Volatility (6M) Calculated over the trailing 6-month period	14.22%	8.17%	+6.05%
Volatility (1Y) Calculated over the trailing 1-year period	18.50%	9.86%	+8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	14.28%	+3.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	15.63%	+1.74%

BNIVX vs. GSIHX - Expense Ratio Comparison

BNIVX has a 0.92% expense ratio, which is lower than GSIHX's 1.12% expense ratio.

Dividends

BNIVX vs. GSIHX - Dividend Comparison

BNIVX has not paid dividends to shareholders, while GSIHX's dividend yield for the trailing twelve months is around 4.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BNIVX Barrow Hanley International Value Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A	4.45%	4.80%	10.87%	2.04%	4.47%	1.90%	0.00%	0.41%	0.18%

Frequently Asked Questions

Can I hold both BNIVX and GSIHX in my portfolio?

BNIVX and GSIHX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BNIVX or GSIHX?

BNIVX has higher volatility (5.05%) compared to GSIHX (2.72%). In terms of maximum drawdown, BNIVX dropped -10.94% vs GSIHX's -28.79%.

Which has better risk-adjusted returns?

BNIVX currently has the higher Sharpe Ratio (1.91 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.