DIAX vs. GSIYX
Compare and contrast key facts about Dimensional International Core Equity Fund (DIAX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX).
DIAX is managed by Dimensional Fund Advisors. It was launched on Jan 1, 2013. GSIYX is a passively managed fund by Goldman Sachs that tracks the performance of the MSCI AC World ex USA Growth (Net). It was launched on Dec 15, 2016.
Performance
DIAX vs. GSIYX - Performance Comparison
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DIAX vs. GSIYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIAX Dimensional International Core Equity Fund | -5.70% | 10.13% | 16.51% | -2.11% | -6.11% | 24.72% | -6.85% | 16.99% | -8.53% | 33.24% |
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 4.76% | 20.89% | 9.69% | 22.07% | -10.99% | 12.47% | 15.86% | 27.59% | -6.02% | 29.91% |
Returns By Period
In the year-to-date period, DIAX achieves a -5.70% return, which is significantly lower than GSIYX's 4.76% return.
DIAX
- 1D
- -0.91%
- 1M
- -5.94%
- YTD
- -5.70%
- 6M
- -1.14%
- 1Y
- 5.52%
- 3Y*
- 8.06%
- 5Y*
- 5.16%
- 10Y*
- 7.67%
GSIYX
- 1D
- 0.94%
- 1M
- -3.92%
- YTD
- 4.76%
- 6M
- 8.21%
- 1Y
- 16.63%
- 3Y*
- 17.78%
- 5Y*
- 10.42%
- 10Y*
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DIAX vs. GSIYX - Expense Ratio Comparison
DIAX has a 0.01% expense ratio, which is lower than GSIYX's 0.75% expense ratio.
Return for Risk
DIAX vs. GSIYX — Risk / Return Rank
DIAX
GSIYX
DIAX vs. GSIYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Fund (DIAX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). 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.
| DIAX | GSIYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.37 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.81 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.29 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.89 | -1.48 |
Martin ratioReturn relative to average drawdown | 1.63 | 7.61 | -5.98 |
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
| DIAX | GSIYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.37 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.73 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.82 | -0.48 |
Correlation
The correlation between DIAX and GSIYX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DIAX vs. GSIYX - Dividend Comparison
DIAX's dividend yield for the trailing twelve months is around 8.54%, more than GSIYX's 4.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIAX Dimensional International Core Equity Fund | 8.54% | 7.89% | 7.71% | 8.19% | 7.39% | 6.15% | 7.33% | 6.68% | 7.69% | 5.63% | 6.95% | 7.41% |
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 4.91% | 5.14% | 11.21% | 2.38% | 4.91% | 2.25% | 0.19% | 0.67% | 0.55% | 0.16% | 0.00% | 0.00% |
Drawdowns
DIAX vs. GSIYX - Drawdown Comparison
The maximum DIAX drawdown since its inception was -44.96%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for DIAX and GSIYX.
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Drawdown Indicators
| DIAX | GSIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.96% | -28.79% | -16.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.76% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -25.36% | +4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | — | — |
Current DrawdownCurrent decline from peak | -8.81% | -5.24% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -4.84% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.17% | +0.90% |
Volatility
DIAX vs. GSIYX - Volatility Comparison
The current volatility for Dimensional International Core Equity Fund (DIAX) is 3.97%, while Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) has a volatility of 4.84%. This indicates that DIAX experiences smaller price fluctuations and is considered to be less risky than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIAX | GSIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.84% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 7.41% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.38% | 12.52% | +3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 14.45% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 15.78% | +1.68% |