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GHYIX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYIX vs. GSIMX - 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 GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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GHYIX vs. GSIMX - 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%9.45%
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, GHYIX achieves a -0.69% return, which is significantly lower than GSIMX's 3.78% 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%

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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GHYIX vs. GSIMX - Expense Ratio Comparison

GHYIX has a 0.54% expense ratio, which is lower than GSIMX's 0.76% expense ratio.


Return for Risk

GHYIX vs. GSIMX — 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

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.

GHYIX vs. GSIMX - 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 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.


GHYIXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.28

-0.78

Sortino ratio

Return per unit of downside risk

0.70

1.69

-0.99

Omega ratio

Gain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

0.49

1.81

-1.33

Martin ratio

Return relative to average drawdown

1.33

7.41

-6.08

GHYIX vs. GSIMX - Sharpe Ratio Comparison

The current GHYIX Sharpe Ratio is 0.50, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GHYIX 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


GHYIXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.28

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.73

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.81

+0.17

Correlation

The correlation between GHYIX and GSIMX is 0.07, 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

GHYIX vs. GSIMX - Dividend Comparison

GHYIX's dividend yield for the trailing twelve months is around 4.71%, less than GSIMX's 4.93% 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%
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%0.00%0.00%

Drawdowns

GHYIX vs. GSIMX - Drawdown Comparison

The maximum GHYIX drawdown since its inception was -35.88%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GHYIX and GSIMX.


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Drawdown Indicators


GHYIXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-28.84%

-7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-8.75%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-25.37%

+5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-19.82%

Current Drawdown

Current decline from peak

-2.83%

-6.12%

+3.29%

Average Drawdown

Average peak-to-trough decline

-4.63%

-4.85%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.15%

+0.16%

Volatility

GHYIX vs. GSIMX - Volatility Comparison

The current volatility for Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) is 1.21%, while Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a volatility of 4.78%. This indicates that GHYIX 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


GHYIXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

4.78%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

7.35%

-5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

12.47%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

14.42%

-9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

15.77%

-10.40%