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GHYIX vs. GSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYIX vs. GSIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) 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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GHYIX vs. GSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYIX
Goldman Sachs High Yield Municipal Fund Institutional Class
-0.69%3.92%5.74%7.34%-14.79%5.79%4.96%11.47%4.97%9.33%
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, GHYIX achieves a -0.69% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GHYIX has underperformed GSIFX with an annualized return of 3.64%, while GSIFX has yielded a comparatively higher 8.34% annualized return.


GHYIX

1D
0.22%
1M
-2.83%
YTD
-0.69%
6M
0.59%
1Y
2.17%
3Y*
4.34%
5Y*
0.80%
10Y*
3.64%

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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GHYIX vs. GSIFX - Expense Ratio Comparison

GHYIX has a 0.54% expense ratio, which is lower than GSIFX's 1.35% expense ratio.


Return for Risk

GHYIX vs. GSIFX — Risk / Return Rank

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

GHYIX
GHYIX Risk / Return Rank: 1818
Overall Rank
GHYIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GHYIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
GHYIX Omega Ratio Rank: 2525
Omega Ratio Rank
GHYIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GHYIX Martin Ratio Rank: 1414
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.

GHYIX vs. GSIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) 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.


GHYIXGSIFXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.60

-0.10

Sortino ratio

Return per unit of downside risk

0.70

0.91

-0.21

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

0.49

0.81

-0.33

Martin ratio

Return relative to average drawdown

1.33

3.23

-1.89

GHYIX vs. GSIFX - Sharpe Ratio Comparison

The current GHYIX Sharpe Ratio is 0.50, which is comparable to the GSIFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GHYIX 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


GHYIXGSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.60

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.32

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.48

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.30

+0.68

Correlation

The correlation between GHYIX and GSIFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GHYIX vs. GSIFX - Dividend Comparison

GHYIX's dividend yield for the trailing twelve months is around 4.71%, more than GSIFX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
GHYIX
Goldman Sachs High Yield Municipal Fund Institutional Class
4.71%6.12%4.38%3.56%3.04%3.06%3.44%4.03%4.12%4.36%4.81%4.88%
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

GHYIX vs. GSIFX - Drawdown Comparison

The maximum GHYIX drawdown since its inception was -35.88%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GHYIX and GSIFX.


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Drawdown Indicators


GHYIXGSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-59.25%

+23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-12.15%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-31.94%

+12.12%

Max Drawdown (10Y)

Largest decline over 10 years

-19.82%

-35.00%

+15.18%

Current Drawdown

Current decline from peak

-2.83%

-11.48%

+8.65%

Average Drawdown

Average peak-to-trough decline

-4.63%

-15.30%

+10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.06%

-0.75%

Volatility

GHYIX vs. GSIFX - Volatility Comparison

The current volatility for Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) is 1.21%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that GHYIX 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.


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Volatility by Period


GHYIXGSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

6.71%

-5.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

11.13%

-9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

16.87%

-10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

16.71%

-11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

17.32%

-11.95%