CGIAX vs. GSITX
CGIAX (American Funds International Growth and Income Fund) and GSITX (Goldman Sachs Small Cap Value Insights Fund) are both mutual funds - CGIAX is a Foreign Large Cap Equities fund managed by American Funds, while GSITX is a Small Cap Value Equities fund managed by Goldman Sachs. Over the past 10 years, CGIAX returned 9.58%/yr vs 13.24%/yr for GSITX. A 0.69 correlation means they provide meaningful diversification when combined. CGIAX charges 0.93%/yr vs 0.84%/yr for GSITX.
Performance
CGIAX vs. GSITX - Performance Comparison
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Returns By Period
In the year-to-date period, CGIAX achieves a 13.39% return, which is significantly lower than GSITX's 19.26% return. Over the past 10 years, CGIAX has underperformed GSITX with an annualized return of 9.58%, while GSITX has yielded a comparatively higher 13.24% annualized return.
CGIAX
- 1D
- 0.58%
- 1M
- 4.83%
- YTD
- 13.39%
- 6M
- 16.05%
- 1Y
- 30.26%
- 3Y*
- 19.23%
- 5Y*
- 8.60%
- 10Y*
- 9.58%
GSITX
- 1D
- 0.91%
- 1M
- 3.83%
- YTD
- 19.26%
- 6M
- 18.44%
- 1Y
- 45.14%
- 3Y*
- 26.13%
- 5Y*
- 12.47%
- 10Y*
- 13.24%
CGIAX vs. GSITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGIAX American Funds International Growth and Income Fund | 13.39% | 35.04% | 3.26% | 15.22% | -15.49% | 9.79% | 7.73% | 27.06% | -14.45% | 26.00% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 19.26% | 12.95% | 29.64% | 17.50% | -13.56% | 33.22% | 0.32% | 23.52% | -10.69% | 7.49% |
Correlation
The correlation between CGIAX and GSITX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2008 | 0.69 |
The correlation between CGIAX and GSITX has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
CGIAX vs. GSITX — Risk / Return Rank
CGIAX
GSITX
CGIAX vs. GSITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds International Growth and Income Fund (CGIAX) and Goldman Sachs Small Cap Value Insights Fund (GSITX). 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.
| CGIAX | GSITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 5.20 | -2.46 |
| Martin ratioReturn relative to average drawdown | 10.34 | 18.26 | -7.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGIAX | GSITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.60 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.39 | +0.08 |
Drawdowns
CGIAX vs. GSITX - Drawdown Comparison
The maximum CGIAX drawdown since its inception was -35.78%, smaller than the maximum GSITX drawdown of -56.37%. Use the drawdown chart below to compare losses from any high point for CGIAX and GSITX.
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Drawdown Indicators
| CGIAX | GSITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -56.37% | +20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -9.16% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -12.58% | -24.88% | +12.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -24.88% | -5.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -47.17% | +11.39% |
Current DrawdownCurrent decline from peak | 0.00% | -0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -8.85% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.60% | +0.29% |
Volatility
CGIAX vs. GSITX - Volatility Comparison
American Funds International Growth and Income Fund (CGIAX) and Goldman Sachs Small Cap Value Insights Fund (GSITX) have volatilities of 4.79% and 5.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGIAX | GSITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 5.01% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 12.15% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 18.33% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 22.67% | -8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 24.12% | -8.21% |
CGIAX vs. GSITX - Expense Ratio Comparison
CGIAX has a 0.93% expense ratio, which is higher than GSITX's 0.84% expense ratio.
Dividends
CGIAX vs. GSITX - Dividend Comparison
CGIAX's dividend yield for the trailing twelve months is around 7.27%, more than GSITX's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGIAX American Funds International Growth and Income Fund | 7.27% | 8.13% | 3.34% | 2.27% | 3.99% | 6.90% | 1.35% | 2.36% | 2.74% | 1.80% | 2.29% | 3.17% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 4.06% | 4.84% | 30.83% | 1.37% | 2.63% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% |
Frequently Asked Questions
CGIAX and GSITX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSITX has higher volatility (5.01%) compared to CGIAX (4.79%). In terms of maximum drawdown, CGIAX dropped -35.78% vs GSITX's -56.37%.
GSITX currently has the higher Sharpe Ratio (2.60 vs 2.28), 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.
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