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GCIIX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GCIIX and SPY is 0.67, 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.


-0.50.00.51.00.7

Performance

GCIIX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Equity Insights Fund (GCIIX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.04%
7.86%
GCIIX
SPY

Key characteristics

Sharpe Ratio

GCIIX:

0.41

SPY:

2.03

Sortino Ratio

GCIIX:

0.63

SPY:

2.71

Omega Ratio

GCIIX:

1.09

SPY:

1.38

Calmar Ratio

GCIIX:

0.50

SPY:

3.02

Martin Ratio

GCIIX:

1.69

SPY:

13.49

Ulcer Index

GCIIX:

3.39%

SPY:

1.88%

Daily Std Dev

GCIIX:

13.93%

SPY:

12.48%

Max Drawdown

GCIIX:

-61.08%

SPY:

-55.19%

Current Drawdown

GCIIX:

-11.55%

SPY:

-3.54%

Returns By Period

In the year-to-date period, GCIIX achieves a 3.54% return, which is significantly lower than SPY's 24.51% return. Over the past 10 years, GCIIX has underperformed SPY with an annualized return of 5.80%, while SPY has yielded a comparatively higher 12.94% annualized return.


GCIIX

YTD

3.54%

1M

-3.89%

6M

-5.10%

1Y

4.75%

5Y*

4.49%

10Y*

5.80%

SPY

YTD

24.51%

1M

-0.32%

6M

7.56%

1Y

24.63%

5Y*

14.51%

10Y*

12.94%

Compare stocks, funds, or ETFs

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


GCIIX vs. SPY - Expense Ratio Comparison

GCIIX has a 0.80% expense ratio, which is higher than SPY's 0.09% expense ratio.


GCIIX
Goldman Sachs International Equity Insights Fund
Expense ratio chart for GCIIX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

GCIIX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Insights Fund (GCIIX) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for GCIIX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.000.412.03
The chart of Sortino ratio for GCIIX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.632.71
The chart of Omega ratio for GCIIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.38
The chart of Calmar ratio for GCIIX, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.503.02
The chart of Martin ratio for GCIIX, currently valued at 1.69, compared to the broader market0.0020.0040.0060.001.6913.49
GCIIX
SPY

The current GCIIX Sharpe Ratio is 0.41, which is lower than the SPY Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of GCIIX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.41
2.03
GCIIX
SPY

Dividends

GCIIX vs. SPY - Dividend Comparison

GCIIX's dividend yield for the trailing twelve months is around 2.72%, more than SPY's 0.87% yield.


TTM20232022202120202019201820172016201520142013
GCIIX
Goldman Sachs International Equity Insights Fund
0.00%2.81%3.94%3.21%1.86%2.46%1.94%1.62%2.51%1.44%4.50%3.04%
SPY
SPDR S&P 500 ETF
0.87%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

GCIIX vs. SPY - Drawdown Comparison

The maximum GCIIX drawdown since its inception was -61.08%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GCIIX and SPY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.55%
-3.54%
GCIIX
SPY

Volatility

GCIIX vs. SPY - Volatility Comparison

Goldman Sachs International Equity Insights Fund (GCIIX) has a higher volatility of 5.36% compared to SPDR S&P 500 ETF (SPY) at 3.64%. This indicates that GCIIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
3.64%
GCIIX
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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