PortfoliosLab logoPortfoliosLab logo
FIDPX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDPX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes International Dividend Strategy Portfolio (FIDPX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIDPX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDPX
Federated Hermes International Dividend Strategy Portfolio
2.10%34.77%-2.40%15.20%-3.10%6.20%6.81%22.76%-9.16%13.26%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, FIDPX achieves a 2.10% return, which is significantly lower than GSIMX's 3.78% return.


FIDPX

1D
1.07%
1M
-9.17%
YTD
2.10%
6M
6.48%
1Y
21.31%
3Y*
12.26%
5Y*
9.04%
10Y*
7.50%

GSIMX

1D
0.60%
1M
-6.12%
YTD
3.78%
6M
7.89%
1Y
15.89%
3Y*
17.37%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIDPX vs. GSIMX - Expense Ratio Comparison

FIDPX has a 0.00% expense ratio, which is lower than GSIMX's 0.76% expense ratio.


Return for Risk

FIDPX vs. GSIMX — Risk / Return Rank

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

FIDPX
FIDPX Risk / Return Rank: 8181
Overall Rank
FIDPX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FIDPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIDPX Omega Ratio Rank: 7979
Omega Ratio Rank
FIDPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FIDPX Martin Ratio Rank: 7979
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
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.

FIDPX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Dividend Strategy Portfolio (FIDPX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.


FIDPXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.28

+0.24

Sortino ratio

Return per unit of downside risk

1.97

1.69

+0.27

Omega ratio

Gain probability vs. loss probability

1.31

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

2.09

1.81

+0.28

Martin ratio

Return relative to average drawdown

7.71

7.41

+0.30

FIDPX vs. GSIMX - Sharpe Ratio Comparison

The current FIDPX Sharpe Ratio is 1.52, which is comparable to the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FIDPX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIDPXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.28

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.73

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.81

-0.43

Correlation

The correlation between FIDPX and GSIMX is 0.69, 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

FIDPX vs. GSIMX - Dividend Comparison

FIDPX's dividend yield for the trailing twelve months is around 4.18%, less than GSIMX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
FIDPX
Federated Hermes International Dividend Strategy Portfolio
4.18%3.48%5.12%4.47%4.38%4.54%3.91%4.32%5.23%4.63%4.65%3.92%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.93%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

FIDPX vs. GSIMX - Drawdown Comparison

The maximum FIDPX drawdown since its inception was -31.28%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for FIDPX and GSIMX.


Loading graphics...

Drawdown Indicators


FIDPXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-28.84%

-2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-8.75%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-25.37%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-31.28%

Current Drawdown

Current decline from peak

-9.17%

-6.12%

-3.05%

Average Drawdown

Average peak-to-trough decline

-6.34%

-4.85%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.15%

+0.63%

Volatility

FIDPX vs. GSIMX - Volatility Comparison

Federated Hermes International Dividend Strategy Portfolio (FIDPX) has a higher volatility of 6.05% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that FIDPX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIDPXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.78%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

7.35%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

12.47%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

14.42%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

15.77%

-0.74%