GICIX vs. FKEMX
Compare and contrast key facts about Goldman Sachs International Small Cap Insights Fund (GICIX) and Fidelity Emerging Markets K (FKEMX).
GICIX is managed by Goldman Sachs. It was launched on Sep 27, 2007. FKEMX is managed by Fidelity. It was launched on May 9, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GICIX or FKEMX.
Key characteristics
| GICIX | FKEMX | |
|---|---|---|
| YTD Return | 8.13% | 16.07% |
| 1Y Return | 21.68% | 24.73% |
| 3Y Return (Ann) | -0.19% | -2.50% |
| 5Y Return (Ann) | 5.23% | 6.86% |
| 10Y Return (Ann) | 5.45% | 6.91% |
| Sharpe Ratio | 1.54 | 1.60 |
| Sortino Ratio | 2.16 | 2.33 |
| Omega Ratio | 1.27 | 1.29 |
| Calmar Ratio | 0.99 | 0.82 |
| Martin Ratio | 8.39 | 7.97 |
| Ulcer Index | 2.55% | 3.10% |
| Daily Std Dev | 13.89% | 15.37% |
| Max Drawdown | -61.70% | -69.07% |
| Current Drawdown | -6.80% | -12.47% |
Correlation
The correlation between GICIX and FKEMX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GICIX vs. FKEMX - Performance Comparison
In the year-to-date period, GICIX achieves a 8.13% return, which is significantly lower than FKEMX's 16.07% return. Over the past 10 years, GICIX has underperformed FKEMX with an annualized return of 5.45%, while FKEMX has yielded a comparatively higher 6.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GICIX vs. FKEMX - Expense Ratio Comparison
GICIX has a 0.87% expense ratio, which is higher than FKEMX's 0.77% expense ratio.
Risk-Adjusted Performance
GICIX vs. FKEMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Small Cap Insights Fund (GICIX) and Fidelity Emerging Markets K (FKEMX). 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.
Dividends
GICIX vs. FKEMX - Dividend Comparison
GICIX's dividend yield for the trailing twelve months is around 2.81%, more than FKEMX's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GICIX Goldman Sachs International Small Cap Insights Fund | 2.81% | 3.04% | 3.10% | 3.39% | 1.87% | 3.47% | 1.69% | 1.77% | 2.79% | 1.68% | 2.10% | 3.25% |
FKEMX Fidelity Emerging Markets K | 1.07% | 1.24% | 0.89% | 1.23% | 0.27% | 1.85% | 0.99% | 0.61% | 0.84% | 0.70% | 1.67% | 0.16% |
Drawdowns
GICIX vs. FKEMX - Drawdown Comparison
The maximum GICIX drawdown since its inception was -61.70%, smaller than the maximum FKEMX drawdown of -69.07%. Use the drawdown chart below to compare losses from any high point for GICIX and FKEMX. For additional features, visit the drawdowns tool.
Volatility
GICIX vs. FKEMX - Volatility Comparison
The current volatility for Goldman Sachs International Small Cap Insights Fund (GICIX) is 2.67%, while Fidelity Emerging Markets K (FKEMX) has a volatility of 4.50%. This indicates that GICIX experiences smaller price fluctuations and is considered to be less risky than FKEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.