GFIRX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GFIRX vs. GSIFX - Performance Comparison
Loading graphics...
GFIRX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.43% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Returns By Period
In the year-to-date period, GFIRX achieves a 0.43% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GFIRX has underperformed GSIFX with an annualized return of 2.35%, while GSIFX has yielded a comparatively higher 8.34% annualized return.
GFIRX
- 1D
- -0.54%
- 1M
- -3.94%
- YTD
- 0.43%
- 6M
- 4.04%
- 1Y
- 7.92%
- 3Y*
- -0.21%
- 5Y*
- 2.49%
- 10Y*
- 2.35%
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GFIRX vs. GSIFX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
GFIRX vs. GSIFX — Risk / Return Rank
GFIRX
GSIFX
GFIRX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.
| GFIRX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.60 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.26 | 0.91 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.81 | +0.57 |
Martin ratioReturn relative to average drawdown | 4.28 | 3.23 | +1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GFIRX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.60 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.32 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.48 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.30 | -0.08 |
Correlation
The correlation between GFIRX and GSIFX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GFIRX vs. GSIFX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while GSIFX's dividend yield for the trailing twelve months is around 2.31%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
GFIRX vs. GSIFX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GFIRX and GSIFX.
Loading graphics...
Drawdown Indicators
| GFIRX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -59.25% | +36.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.37% | -12.15% | +6.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -31.94% | +8.85% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -35.00% | +11.91% |
Current DrawdownCurrent decline from peak | -12.09% | -11.48% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -15.30% | +8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 3.06% | -1.18% |
Volatility
GFIRX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Managed Futures Strategy Fund (GFIRX) is 3.28%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that GFIRX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GFIRX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 6.71% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 11.13% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 16.87% | -8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 16.71% | -6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 17.32% | -8.28% |