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GCSIX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCSIX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Small Cap Equity Insights Fund (GCSIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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GCSIX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCSIX
Goldman Sachs Small Cap Equity Insights Fund
-0.86%15.66%33.50%19.76%-19.98%23.56%6.95%25.43%-8.82%11.11%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, GCSIX achieves a -0.86% return, which is significantly lower than GSIMX's 3.78% return.


GCSIX

1D
-1.57%
1M
-8.84%
YTD
-0.86%
6M
2.20%
1Y
27.17%
3Y*
20.81%
5Y*
9.64%
10Y*
11.71%

GSIMX

1D
0.60%
1M
-6.12%
YTD
3.78%
6M
7.89%
1Y
15.89%
3Y*
17.37%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCSIX vs. GSIMX - Expense Ratio Comparison

GCSIX has a 0.84% expense ratio, which is higher than GSIMX's 0.76% expense ratio.


Return for Risk

GCSIX vs. GSIMX — Risk / Return Rank

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

GCSIX
GCSIX Risk / Return Rank: 6464
Overall Rank
GCSIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GCSIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GCSIX Omega Ratio Rank: 5555
Omega Ratio Rank
GCSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GCSIX Martin Ratio Rank: 6767
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
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.

GCSIX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Equity Insights Fund (GCSIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.


GCSIXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.28

-0.15

Sortino ratio

Return per unit of downside risk

1.69

1.69

-0.01

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.57

1.81

-0.24

Martin ratio

Return relative to average drawdown

6.31

7.41

-1.10

GCSIX vs. GSIMX - Sharpe Ratio Comparison

The current GCSIX Sharpe Ratio is 1.13, which is comparable to the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GCSIX and GSIMX, 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


GCSIXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.28

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.73

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.81

-0.48

Correlation

The correlation between GCSIX and GSIMX is 0.62, 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.


Dividends

GCSIX vs. GSIMX - Dividend Comparison

GCSIX's dividend yield for the trailing twelve months is around 10.63%, more than GSIMX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
GCSIX
Goldman Sachs Small Cap Equity Insights Fund
10.63%10.54%25.02%0.75%0.87%30.90%0.50%0.54%6.50%0.27%0.60%0.58%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.93%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

GCSIX vs. GSIMX - Drawdown Comparison

The maximum GCSIX drawdown since its inception was -63.23%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GCSIX and GSIMX.


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Drawdown Indicators


GCSIXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-63.23%

-28.84%

-34.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-8.75%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.97%

-25.37%

-5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.08%

Current Drawdown

Current decline from peak

-10.06%

-6.12%

-3.94%

Average Drawdown

Average peak-to-trough decline

-11.47%

-4.85%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.15%

+1.50%

Volatility

GCSIX vs. GSIMX - Volatility Comparison

Goldman Sachs Small Cap Equity Insights Fund (GCSIX) has a higher volatility of 6.60% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that GCSIX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCSIXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

4.78%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

7.35%

+7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

12.47%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

14.42%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

15.77%

+7.94%