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GGOIX vs. GSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGOIX vs. GSIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Mid Cap Growth Fund (GGOIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). The values are adjusted to include any dividend payments, if applicable.

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GGOIX vs. GSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGOIX
Goldman Sachs Mid Cap Growth Fund
-6.71%7.55%31.58%19.20%-26.37%11.40%44.78%34.92%-5.04%27.13%
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, GGOIX achieves a -6.71% return, which is significantly lower than GSIFX's -5.52% return. Over the past 10 years, GGOIX has outperformed GSIFX with an annualized return of 11.97%, while GSIFX has yielded a comparatively lower 8.34% annualized return.


GGOIX

1D
-1.57%
1M
-10.71%
YTD
-6.71%
6M
-9.09%
1Y
10.41%
3Y*
13.90%
5Y*
5.33%
10Y*
11.97%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGOIX vs. GSIFX - Expense Ratio Comparison

GGOIX has a 0.90% expense ratio, which is lower than GSIFX's 1.35% expense ratio.


Return for Risk

GGOIX vs. GSIFX — Risk / Return Rank

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

GGOIX
GGOIX Risk / Return Rank: 1717
Overall Rank
GGOIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GGOIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GGOIX Omega Ratio Rank: 1616
Omega Ratio Rank
GGOIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GGOIX Martin Ratio Rank: 1818
Martin Ratio Rank

GSIFX
GSIFX Risk / Return Rank: 2626
Overall Rank
GSIFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GSIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GSIFX Omega Ratio Rank: 2121
Omega Ratio Rank
GSIFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GSIFX Martin Ratio Rank: 3030
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.

GGOIX vs. GSIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Growth Fund (GGOIX) 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.


GGOIXGSIFXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.60

-0.15

Sortino ratio

Return per unit of downside risk

0.79

0.91

-0.12

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratio

Return relative to maximum drawdown

0.50

0.81

-0.32

Martin ratio

Return relative to average drawdown

1.87

3.23

-1.36

GGOIX vs. GSIFX - Sharpe Ratio Comparison

The current GGOIX Sharpe Ratio is 0.45, which is comparable to the GSIFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GGOIX and GSIFX, 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


GGOIXGSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.60

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.32

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.30

+0.12

Correlation

The correlation between GGOIX and GSIFX is 0.68, 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

GGOIX vs. GSIFX - Dividend Comparison

GGOIX's dividend yield for the trailing twelve months is around 14.93%, more than GSIFX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
GGOIX
Goldman Sachs Mid Cap Growth Fund
14.93%13.93%18.08%0.00%6.22%13.58%17.16%26.17%32.56%18.47%2.38%11.98%
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

GGOIX vs. GSIFX - Drawdown Comparison

The maximum GGOIX drawdown since its inception was -54.80%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GGOIX and GSIFX.


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Drawdown Indicators


GGOIXGSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-59.25%

+4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-12.15%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-31.94%

-7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.94%

-35.00%

-3.94%

Current Drawdown

Current decline from peak

-11.72%

-11.48%

-0.24%

Average Drawdown

Average peak-to-trough decline

-9.85%

-15.30%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.06%

+0.38%

Volatility

GGOIX vs. GSIFX - Volatility Comparison

Goldman Sachs Mid Cap Growth Fund (GGOIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX) have volatilities of 6.78% and 6.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOIXGSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.71%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

11.13%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

16.87%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

16.71%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

17.32%

+7.55%