PortfoliosLab logoPortfoliosLab logo
GGOIX vs. RIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGOIX vs. RIPIX - Performance Comparison

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

Loading graphics...

GGOIX vs. RIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GGOIX
Goldman Sachs Mid Cap Growth Fund
-6.71%7.55%31.58%19.20%-26.37%11.40%44.78%34.92%-9.29%
RIPIX
Royce International Premier Fund Institutional Class
-9.90%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%

Returns By Period

In the year-to-date period, GGOIX achieves a -6.71% return, which is significantly higher than RIPIX's -9.90% 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%

RIPIX

1D
-0.44%
1M
-10.68%
YTD
-9.90%
6M
-12.89%
1Y
-0.99%
3Y*
-2.49%
5Y*
-4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GGOIX vs. RIPIX - Expense Ratio Comparison

GGOIX has a 0.90% expense ratio, which is lower than RIPIX's 1.04% expense ratio.


Return for Risk

GGOIX vs. RIPIX — 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

RIPIX
RIPIX Risk / Return Rank: 44
Overall Rank
RIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 33
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 44
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. RIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Growth Fund (GGOIX) and Royce International Premier Fund Institutional Class (RIPIX). 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.


GGOIXRIPIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

-0.14

+0.59

Sortino ratio

Return per unit of downside risk

0.79

-0.09

+0.88

Omega ratio

Gain probability vs. loss probability

1.10

0.99

+0.12

Calmar ratio

Return relative to maximum drawdown

0.50

-0.19

+0.69

Martin ratio

Return relative to average drawdown

1.87

-0.51

+2.38

GGOIX vs. RIPIX - Sharpe Ratio Comparison

The current GGOIX Sharpe Ratio is 0.45, which is higher than the RIPIX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GGOIX and RIPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GGOIXRIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

-0.14

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.30

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.04

+0.38

Correlation

The correlation between GGOIX and RIPIX is 0.63, 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. RIPIX - Dividend Comparison

GGOIX's dividend yield for the trailing twelve months is around 14.93%, more than RIPIX's 1.62% 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%
RIPIX
Royce International Premier Fund Institutional Class
1.62%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%0.00%0.00%

Drawdowns

GGOIX vs. RIPIX - Drawdown Comparison

The maximum GGOIX drawdown since its inception was -54.80%, which is greater than RIPIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for GGOIX and RIPIX.


Loading graphics...

Drawdown Indicators


GGOIXRIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-41.89%

-12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-16.38%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-41.89%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.94%

Current Drawdown

Current decline from peak

-11.72%

-33.58%

+21.86%

Average Drawdown

Average peak-to-trough decline

-9.85%

-17.83%

+7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

6.03%

-2.59%

Volatility

GGOIX vs. RIPIX - Volatility Comparison

Goldman Sachs Mid Cap Growth Fund (GGOIX) has a higher volatility of 6.78% compared to Royce International Premier Fund Institutional Class (RIPIX) at 5.45%. This indicates that GGOIX's price experiences larger fluctuations and is considered to be riskier than RIPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GGOIXRIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.45%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

9.22%

+4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

13.61%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

15.26%

+7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

16.14%

+8.73%