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CFIPX vs. GSINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CFIPX and GSINX is 0.80, 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.


-0.50.00.51.00.8

Performance

CFIPX vs. GSINX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.74%
-14.59%
CFIPX
GSINX

Key characteristics

Sharpe Ratio

CFIPX:

1.53

GSINX:

-0.02

Sortino Ratio

CFIPX:

2.04

GSINX:

0.07

Omega Ratio

CFIPX:

1.28

GSINX:

1.01

Calmar Ratio

CFIPX:

2.24

GSINX:

-0.02

Martin Ratio

CFIPX:

7.51

GSINX:

-0.05

Ulcer Index

CFIPX:

2.73%

GSINX:

5.74%

Daily Std Dev

CFIPX:

13.46%

GSINX:

14.64%

Max Drawdown

CFIPX:

-66.61%

GSINX:

-28.80%

Current Drawdown

CFIPX:

-7.03%

GSINX:

-16.60%

Returns By Period

In the year-to-date period, CFIPX achieves a 0.21% return, which is significantly higher than GSINX's -0.26% return.


CFIPX

YTD

0.21%

1M

-5.42%

6M

-0.16%

1Y

20.57%

5Y*

9.21%

10Y*

7.71%

GSINX

YTD

-0.26%

1M

-4.24%

6M

-16.10%

1Y

-0.80%

5Y*

6.73%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


CFIPX vs. GSINX - Expense Ratio Comparison

CFIPX has a 1.30% expense ratio, which is higher than GSINX's 0.89% expense ratio.


CFIPX
Franklin Global Equity Fund
Expense ratio chart for CFIPX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%
Expense ratio chart for GSINX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

CFIPX vs. GSINX — Risk-Adjusted Performance Rank

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

CFIPX
The Risk-Adjusted Performance Rank of CFIPX is 8585
Overall Rank
The Sharpe Ratio Rank of CFIPX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CFIPX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of CFIPX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of CFIPX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CFIPX is 8484
Martin Ratio Rank

GSINX
The Risk-Adjusted Performance Rank of GSINX is 1212
Overall Rank
The Sharpe Ratio Rank of GSINX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CFIPX vs. GSINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Global Equity Fund (CFIPX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.


Sharpe ratio
The chart of Sharpe ratio for CFIPX, currently valued at 1.53, compared to the broader market-1.000.001.002.003.004.001.53-0.02
The chart of Sortino ratio for CFIPX, currently valued at 2.04, compared to the broader market0.002.004.006.008.0010.002.040.07
The chart of Omega ratio for CFIPX, currently valued at 1.28, compared to the broader market1.002.003.001.281.01
The chart of Calmar ratio for CFIPX, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.24-0.02
The chart of Martin ratio for CFIPX, currently valued at 7.51, compared to the broader market0.0020.0040.0060.007.51-0.05
CFIPX
GSINX

The current CFIPX Sharpe Ratio is 1.53, which is higher than the GSINX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of CFIPX and GSINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.53
-0.02
CFIPX
GSINX

Dividends

CFIPX vs. GSINX - Dividend Comparison

CFIPX's dividend yield for the trailing twelve months is around 0.66%, less than GSINX's 2.19% yield.


TTM20242023202220212020201920182017201620152014
CFIPX
Franklin Global Equity Fund
0.66%0.66%0.99%1.85%0.82%0.73%1.19%1.43%0.77%1.52%1.01%1.02%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
2.19%2.19%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%0.00%0.00%

Drawdowns

CFIPX vs. GSINX - Drawdown Comparison

The maximum CFIPX drawdown since its inception was -66.61%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for CFIPX and GSINX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.03%
-16.60%
CFIPX
GSINX

Volatility

CFIPX vs. GSINX - Volatility Comparison

The current volatility for Franklin Global Equity Fund (CFIPX) is 5.34%, while Goldman Sachs GQG Partners International Opportunities Fund (GSINX) has a volatility of 7.24%. This indicates that CFIPX experiences smaller price fluctuations and is considered to be less risky than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.34%
7.24%
CFIPX
GSINX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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