GBPG.L vs. TRIGX
Compare and contrast key facts about Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) and T.Rowe Price International Value Equity Fund (TRIGX).
GBPG.L is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Sep 7, 2021. TRIGX is managed by T. Rowe Price. It was launched on Dec 20, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBPG.L or TRIGX.
Key characteristics
| GBPG.L | TRIGX | |
|---|---|---|
| YTD Return | 0.05% | 10.71% |
| 1Y Return | 4.03% | 21.40% |
| 3Y Return (Ann) | 25.66% | 5.57% |
| Sharpe Ratio | 0.99 | 1.70 |
| Sortino Ratio | 1.45 | 2.44 |
| Omega Ratio | 1.17 | 1.31 |
| Calmar Ratio | 1.36 | 3.48 |
| Martin Ratio | 3.06 | 10.60 |
| Ulcer Index | 1.30% | 2.10% |
| Daily Std Dev | 4.03% | 13.06% |
| Max Drawdown | -7.18% | -62.28% |
| Current Drawdown | -2.32% | -5.40% |
Correlation
The correlation between GBPG.L and TRIGX is 0.50, 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.
Performance
GBPG.L vs. TRIGX - Performance Comparison
In the year-to-date period, GBPG.L achieves a 0.05% return, which is significantly lower than TRIGX's 10.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GBPG.L vs. TRIGX - Expense Ratio Comparison
GBPG.L has a 0.07% expense ratio, which is lower than TRIGX's 0.89% expense ratio.
Risk-Adjusted Performance
GBPG.L vs. TRIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) and T.Rowe Price International Value Equity Fund (TRIGX). 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.
Dividends
GBPG.L vs. TRIGX - Dividend Comparison
GBPG.L's dividend yield for the trailing twelve months is around 4.11%, more than TRIGX's 2.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBPG.L Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) | 4.11% | 3.35% | 62.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRIGX T.Rowe Price International Value Equity Fund | 2.40% | 2.66% | 2.98% | 2.36% | 1.34% | 2.82% | 2.49% | 2.05% | 2.65% | 2.07% | 3.34% | 2.25% |
Drawdowns
GBPG.L vs. TRIGX - Drawdown Comparison
The maximum GBPG.L drawdown since its inception was -7.18%, smaller than the maximum TRIGX drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for GBPG.L and TRIGX. For additional features, visit the drawdowns tool.
Volatility
GBPG.L vs. TRIGX - Volatility Comparison
The current volatility for Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) is 2.47%, while T.Rowe Price International Value Equity Fund (TRIGX) has a volatility of 3.49%. This indicates that GBPG.L experiences smaller price fluctuations and is considered to be less risky than TRIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.