CII vs. GIDHX
CII (BlackRock Enhanced Large Cap Core Fund) and GIDHX (Goldman Sachs International Equity Dividend and Premium Fund) are both Derivative Income funds. Over the past 10 years, CII returned 15.28%/yr vs 7.34%/yr for GIDHX. A 0.61 correlation means they provide meaningful diversification when combined. CII charges 0.91%/yr vs 0.89%/yr for GIDHX.
Performance
CII vs. GIDHX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CII having a 9.01% return and GIDHX slightly higher at 9.38%. Over the past 10 years, CII has outperformed GIDHX with an annualized return of 15.28%, while GIDHX has yielded a comparatively lower 7.34% annualized return.
CII
- 1D
- 0.24%
- 1M
- -0.31%
- YTD
- 9.01%
- 6M
- 9.11%
- 1Y
- 41.18%
- 3Y*
- 22.38%
- 5Y*
- 14.02%
- 10Y*
- 15.28%
GIDHX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 9.38%
- 6M
- 8.74%
- 1Y
- 20.74%
- 3Y*
- 14.40%
- 5Y*
- 7.22%
- 10Y*
- 7.34%
CII vs. GIDHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 9.01% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
GIDHX Goldman Sachs International Equity Dividend and Premium Fund | 9.38% | 28.92% | -2.17% | 16.16% | -13.41% | 9.36% | 1.20% | 14.82% | -12.96% | 23.84% |
Correlation
The correlation between CII and GIDHX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.61 |
Over the past year, the correlation between CII and GIDHX has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
CII vs. GIDHX — Risk / Return Rank
CII
GIDHX
CII vs. GIDHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Goldman Sachs International Equity Dividend and Premium Fund (GIDHX). 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.
| CII | GIDHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.29 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.69 | +0.86 |
| Martin ratioReturn relative to average drawdown | 13.09 | 10.66 | +2.42 |
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Drawdowns
CII vs. GIDHX - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, which is greater than GIDHX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for CII and GIDHX.
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Drawdown Indicators
| CII | GIDHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -36.19% | -20.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -8.14% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -12.88% | -8.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -28.46% | +6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -36.19% | -4.37% |
Current DrawdownCurrent decline from peak | -5.21% | -1.38% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -8.15% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.04% | +1.12% |
Volatility
CII vs. GIDHX - Volatility Comparison
BlackRock Enhanced Large Cap Core Fund (CII) has a higher volatility of 6.02% compared to Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) at 4.10%. This indicates that CII's price experiences larger fluctuations and is considered to be riskier than GIDHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CII | GIDHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 4.10% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 11.25% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 13.53% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 14.84% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 15.39% | +3.18% |
CII vs. GIDHX - Expense Ratio Comparison
CII has a 0.91% expense ratio, which is higher than GIDHX's 0.89% expense ratio.
Dividends
CII vs. GIDHX - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 15.83%, more than GIDHX's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.83% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
GIDHX Goldman Sachs International Equity Dividend and Premium Fund | 2.66% | 2.58% | 3.27% | 3.56% | 0.58% | 3.09% | 2.65% | 3.24% | 3.42% | 2.54% | 3.08% | 4.13% |
Frequently Asked Questions
CII and GIDHX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CII has higher volatility (6.02%) compared to GIDHX (4.10%). In terms of maximum drawdown, CII dropped -56.43% vs GIDHX's -36.19%.
CII currently has the higher Sharpe Ratio (2.62 vs 1.62), 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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