DFIVX vs. GSAKX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and Goldman Sachs International Equity Income Fund Class A (GSAKX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. GSAKX is managed by Goldman Sachs. It was launched on Jun 25, 2007.
Performance
DFIVX vs. GSAKX - Performance Comparison
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DFIVX vs. GSAKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
GSAKX Goldman Sachs International Equity Income Fund Class A | 0.47% | 33.81% | 8.50% | 17.26% | -8.28% | 13.26% | 2.22% | 26.54% | -12.40% | 26.04% |
Returns By Period
In the year-to-date period, DFIVX achieves a 2.99% return, which is significantly higher than GSAKX's 0.47% return. Over the past 10 years, DFIVX has outperformed GSAKX with an annualized return of 11.29%, while GSAKX has yielded a comparatively lower 9.79% annualized return.
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
GSAKX
- 1D
- 0.80%
- 1M
- -10.47%
- YTD
- 0.47%
- 6M
- 8.32%
- 1Y
- 22.32%
- 3Y*
- 16.61%
- 5Y*
- 11.53%
- 10Y*
- 9.79%
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DFIVX vs. GSAKX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is lower than GSAKX's 1.40% expense ratio.
Return for Risk
DFIVX vs. GSAKX — Risk / Return Rank
DFIVX
GSAKX
DFIVX vs. GSAKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and Goldman Sachs International Equity Income Fund Class A (GSAKX). 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.
| DFIVX | GSAKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.35 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.80 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.89 | +0.67 |
Martin ratioReturn relative to average drawdown | 11.62 | 7.07 | +4.55 |
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
| DFIVX | GSAKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.35 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.80 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.61 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.24 | +0.14 |
Correlation
The correlation between DFIVX and GSAKX is 0.94, 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.
Dividends
DFIVX vs. GSAKX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than GSAKX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
GSAKX Goldman Sachs International Equity Income Fund Class A | 3.73% | 3.75% | 2.93% | 2.68% | 0.51% | 2.74% | 1.73% | 2.69% | 15.27% | 1.41% | 2.01% | 0.77% |
Drawdowns
DFIVX vs. GSAKX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than GSAKX's maximum drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for DFIVX and GSAKX.
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Drawdown Indicators
| DFIVX | GSAKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -56.96% | -9.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.31% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -26.02% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -34.49% | -13.62% |
Current DrawdownCurrent decline from peak | -8.44% | -10.47% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -12.36% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.03% | -0.28% |
Volatility
DFIVX vs. GSAKX - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 6.28%, while Goldman Sachs International Equity Income Fund Class A (GSAKX) has a volatility of 6.86%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than GSAKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | GSAKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.86% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 10.42% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 16.09% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.44% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 16.08% | +1.98% |