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GGINX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGINX vs. GSIMX - Performance Comparison

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

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GGINX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGINX
Goldman Sachs Global Infrastructure Fund
10.48%15.18%28.43%5.00%-8.51%16.49%-3.81%31.50%-8.99%11.75%
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, GGINX achieves a 10.48% return, which is significantly higher than GSIMX's 3.78% return.


GGINX

1D
0.38%
1M
-3.88%
YTD
10.48%
6M
11.37%
1Y
18.80%
3Y*
18.89%
5Y*
12.04%
10Y*

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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GGINX vs. GSIMX - Expense Ratio Comparison

GGINX has a 1.10% expense ratio, which is higher than GSIMX's 0.76% expense ratio.


Return for Risk

GGINX vs. GSIMX — Risk / Return Rank

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

GGINX
GGINX Risk / Return Rank: 8383
Overall Rank
GGINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GGINX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GGINX Omega Ratio Rank: 7676
Omega Ratio Rank
GGINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GGINX Martin Ratio Rank: 9191
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.

GGINX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Infrastructure Fund (GGINX) 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.


GGINXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.28

+0.23

Sortino ratio

Return per unit of downside risk

1.98

1.69

+0.29

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

2.27

1.81

+0.46

Martin ratio

Return relative to average drawdown

10.44

7.41

+3.03

GGINX vs. GSIMX - Sharpe Ratio Comparison

The current GGINX Sharpe Ratio is 1.51, which is comparable to the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GGINX 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


GGINXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.28

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.73

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.81

-0.30

Correlation

The correlation between GGINX and GSIMX is 0.64, 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

GGINX vs. GSIMX - Dividend Comparison

GGINX's dividend yield for the trailing twelve months is around 6.07%, more than GSIMX's 4.93% yield.


TTM202520242023202220212020201920182017
GGINX
Goldman Sachs Global Infrastructure Fund
6.07%6.26%30.25%2.67%0.89%1.86%1.75%2.04%1.98%2.53%
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%

Drawdowns

GGINX vs. GSIMX - Drawdown Comparison

The maximum GGINX drawdown since its inception was -35.80%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GGINX and GSIMX.


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Drawdown Indicators


GGINXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-28.84%

-6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-8.75%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-25.37%

+1.16%

Current Drawdown

Current decline from peak

-3.94%

-6.12%

+2.18%

Average Drawdown

Average peak-to-trough decline

-5.97%

-4.85%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.15%

-0.29%

Volatility

GGINX vs. GSIMX - Volatility Comparison

The current volatility for Goldman Sachs Global Infrastructure Fund (GGINX) is 3.67%, while Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a volatility of 4.78%. This indicates that GGINX experiences smaller price fluctuations and is considered to be less risky 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


GGINXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

4.78%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

7.35%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

12.47%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

14.42%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

15.77%

+3.32%