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GCINX vs. GSINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCINX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Century MSCI International Index Fund (GCINX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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GCINX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCINX
Green Century MSCI International Index Fund
-4.37%17.54%4.33%16.63%-21.35%12.53%12.18%25.02%-14.33%23.59%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.74%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Returns By Period

In the year-to-date period, GCINX achieves a -4.37% return, which is significantly lower than GSINX's 4.74% return.


GCINX

1D
3.19%
1M
-7.41%
YTD
-4.37%
6M
-2.94%
1Y
8.99%
3Y*
7.95%
5Y*
3.27%
10Y*

GSINX

1D
0.95%
1M
-3.93%
YTD
4.74%
6M
8.15%
1Y
16.49%
3Y*
17.62%
5Y*
10.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCINX vs. GSINX - Expense Ratio Comparison

GCINX has a 1.28% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Return for Risk

GCINX vs. GSINX — Risk / Return Rank

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

GCINX
GCINX Risk / Return Rank: 1616
Overall Rank
GCINX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GCINX Sortino Ratio Rank: 1515
Sortino Ratio Rank
GCINX Omega Ratio Rank: 1313
Omega Ratio Rank
GCINX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCINX Martin Ratio Rank: 1818
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 7474
Overall Rank
GSINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSINX Omega Ratio Rank: 7373
Omega Ratio Rank
GSINX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSINX Martin Ratio Rank: 7676
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.

GCINX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Century MSCI International Index Fund (GCINX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.


GCINXGSINXDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.36

-0.83

Sortino ratio

Return per unit of downside risk

0.84

1.80

-0.95

Omega ratio

Gain probability vs. loss probability

1.11

1.29

-0.18

Calmar ratio

Return relative to maximum drawdown

0.68

1.87

-1.19

Martin ratio

Return relative to average drawdown

2.53

7.54

-5.01

GCINX vs. GSINX - Sharpe Ratio Comparison

The current GCINX Sharpe Ratio is 0.53, which is lower than the GSINX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GCINX and GSINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GCINXGSINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.36

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.72

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.81

-0.41

Correlation

The correlation between GCINX and GSINX is 0.84, 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.


Dividends

GCINX vs. GSINX - Dividend Comparison

GCINX's dividend yield for the trailing twelve months is around 4.18%, less than GSINX's 4.80% yield.


TTM202520242023202220212020201920182017
GCINX
Green Century MSCI International Index Fund
4.18%4.00%1.53%1.07%1.04%2.94%0.55%1.14%2.21%1.37%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.80%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%

Drawdowns

GCINX vs. GSINX - Drawdown Comparison

The maximum GCINX drawdown since its inception was -34.26%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for GCINX and GSINX.


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Drawdown Indicators


GCINXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-28.80%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-8.74%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

-25.46%

-8.80%

Current Drawdown

Current decline from peak

-9.16%

-5.22%

-3.94%

Average Drawdown

Average peak-to-trough decline

-7.84%

-4.88%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.17%

+1.12%

Volatility

GCINX vs. GSINX - Volatility Comparison

Green Century MSCI International Index Fund (GCINX) has a higher volatility of 7.99% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 4.86%. This indicates that GCINX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCINXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

4.86%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

7.41%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

12.49%

+5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

14.44%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.46%

15.77%

+0.69%