GCIIX vs. VUG
Compare and contrast key facts about Goldman Sachs International Equity Insights Fund (GCIIX) and Vanguard Growth ETF (VUG).
GCIIX is managed by Goldman Sachs. It was launched on Aug 15, 1997. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCIIX or VUG.
Performance
GCIIX vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, GCIIX achieves a 7.74% return, which is significantly lower than VUG's 30.27% return. Over the past 10 years, GCIIX has underperformed VUG with an annualized return of 5.93%, while VUG has yielded a comparatively higher 15.55% annualized return.
GCIIX
7.74%
-4.06%
-1.78%
13.68%
5.97%
5.93%
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
Key characteristics
| GCIIX | VUG | |
|---|---|---|
| Sharpe Ratio | 1.00 | 2.14 |
| Sortino Ratio | 1.41 | 2.79 |
| Omega Ratio | 1.19 | 1.39 |
| Calmar Ratio | 1.40 | 2.77 |
| Martin Ratio | 4.81 | 10.94 |
| Ulcer Index | 2.74% | 3.29% |
| Daily Std Dev | 13.12% | 16.84% |
| Max Drawdown | -61.08% | -50.68% |
| Current Drawdown | -7.97% | -1.30% |
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GCIIX vs. VUG - Expense Ratio Comparison
GCIIX has a 0.80% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between GCIIX and VUG is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
GCIIX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Insights Fund (GCIIX) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
GCIIX's dividend yield for the trailing twelve months is around 2.61%, more than VUG's 0.49% 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
GCIIX vs. VUG - Drawdown Comparison
The maximum GCIIX drawdown since its inception was -61.08%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GCIIX and VUG. For additional features, visit the drawdowns tool.
Volatility
GCIIX vs. VUG - Volatility Comparison
The current volatility for Goldman Sachs International Equity Insights Fund (GCIIX) is 3.57%, while Vanguard Growth ETF (VUG) has a volatility of 5.55%. This indicates that GCIIX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.