GCIIX vs. SMH
Compare and contrast key facts about Goldman Sachs International Equity Insights Fund (GCIIX) and VanEck Vectors Semiconductor ETF (SMH).
GCIIX is managed by Goldman Sachs. It was launched on Aug 15, 1997. SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCIIX or SMH.
Performance
GCIIX vs. SMH - Performance Comparison
Returns By Period
In the year-to-date period, GCIIX achieves a 7.74% return, which is significantly lower than SMH's 39.64% return. Over the past 10 years, GCIIX has underperformed SMH with an annualized return of 5.94%, while SMH has yielded a comparatively higher 28.11% annualized return.
GCIIX
7.74%
-5.16%
-2.61%
13.18%
6.00%
5.94%
SMH
39.64%
-2.91%
4.05%
48.97%
33.21%
28.11%
Key characteristics
| GCIIX | SMH | |
|---|---|---|
| Sharpe Ratio | 1.04 | 1.48 |
| Sortino Ratio | 1.45 | 1.99 |
| Omega Ratio | 1.20 | 1.26 |
| Calmar Ratio | 1.44 | 2.06 |
| Martin Ratio | 5.05 | 5.55 |
| Ulcer Index | 2.69% | 9.21% |
| Daily Std Dev | 13.12% | 34.46% |
| Max Drawdown | -61.08% | -95.73% |
| Current Drawdown | -7.97% | -13.19% |
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GCIIX vs. SMH - Expense Ratio Comparison
GCIIX has a 0.80% expense ratio, which is higher than SMH's 0.35% expense ratio.
Correlation
The correlation between GCIIX and SMH 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.
Risk-Adjusted Performance
GCIIX vs. SMH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Insights Fund (GCIIX) and VanEck Vectors Semiconductor ETF (SMH). 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
GCIIX vs. SMH - Dividend Comparison
GCIIX's dividend yield for the trailing twelve months is around 2.61%, more than SMH's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCIIX Goldman Sachs International Equity Insights Fund | 2.61% | 2.81% | 3.94% | 3.21% | 1.86% | 2.46% | 1.94% | 1.62% | 2.51% | 1.44% | 4.50% | 3.04% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
GCIIX vs. SMH - Drawdown Comparison
The maximum GCIIX drawdown since its inception was -61.08%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for GCIIX and SMH. For additional features, visit the drawdowns tool.
Volatility
GCIIX vs. SMH - Volatility Comparison
The current volatility for Goldman Sachs International Equity Insights Fund (GCIIX) is 3.59%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 8.32%. This indicates that GCIIX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.