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CGIAX vs. GSITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGIAX vs. GSITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds International Growth and Income Fund (CGIAX) and Goldman Sachs Small Cap Value Insights Fund (GSITX). The values are adjusted to include any dividend payments, if applicable.

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

CGIAX vs. GSITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CGIAX
CGIAX Risk / Return Rank: 5656
Overall Rank
CGIAX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CGIAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
CGIAX Omega Ratio Rank: 5959
Omega Ratio Rank
CGIAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CGIAX Martin Ratio Rank: 5050
Martin Ratio Rank

GSITX
GSITX Risk / Return Rank: 8080
Overall Rank
GSITX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GSITX Sortino Ratio Rank: 7575
Sortino Ratio Rank
GSITX Omega Ratio Rank: 6161
Omega Ratio Rank
GSITX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GSITX Martin Ratio Rank: 9090
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.

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.


CGIAXGSITXDifference
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

CGIAX vs. GSITX - Sharpe Ratio Comparison

The current CGIAX Sharpe Ratio is 2.28, which is comparable to the GSITX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of CGIAX and GSITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CGIAXGSITXDifference

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


CGIAXGSITXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.94%

-8.85%

+0.91%

Ulcer Index

Depth 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


CGIAXGSITXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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