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GICIX vs. FKEMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

GICIX vs. FKEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Small Cap Insights Fund (GICIX) and Fidelity Emerging Markets K (FKEMX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
112.74%
53.45%
GICIX
FKEMX

Key characteristics

Sharpe Ratio

GICIX:

0.17

FKEMX:

0.71

Sortino Ratio

GICIX:

0.32

FKEMX:

1.11

Omega Ratio

GICIX:

1.04

FKEMX:

1.13

Calmar Ratio

GICIX:

0.18

FKEMX:

0.40

Martin Ratio

GICIX:

0.69

FKEMX:

2.95

Ulcer Index

GICIX:

3.70%

FKEMX:

3.74%

Daily Std Dev

GICIX:

14.61%

FKEMX:

15.54%

Max Drawdown

GICIX:

-61.70%

FKEMX:

-69.07%

Current Drawdown

GICIX:

-14.02%

FKEMX:

-18.54%

Returns By Period

In the year-to-date period, GICIX achieves a -0.25% return, which is significantly lower than FKEMX's 8.02% return. Over the past 10 years, GICIX has underperformed FKEMX with an annualized return of 4.68%, while FKEMX has yielded a comparatively higher 6.38% annualized return.


GICIX

YTD

-0.25%

1M

-5.67%

6M

-4.63%

1Y

1.00%

5Y*

2.79%

10Y*

4.68%

FKEMX

YTD

8.02%

1M

-1.98%

6M

-2.42%

1Y

9.52%

5Y*

4.11%

10Y*

6.38%

Compare stocks, funds, or ETFs

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


GICIX vs. FKEMX - Expense Ratio Comparison

GICIX has a 0.87% expense ratio, which is higher than FKEMX's 0.77% expense ratio.


GICIX
Goldman Sachs International Small Cap Insights Fund
Expense ratio chart for GICIX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%
Expense ratio chart for FKEMX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

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.


Sharpe ratio
The chart of Sharpe ratio for GICIX, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.000.170.71
The chart of Sortino ratio for GICIX, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.0010.000.321.11
The chart of Omega ratio for GICIX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.13
The chart of Calmar ratio for GICIX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.000.180.40
The chart of Martin ratio for GICIX, currently valued at 0.69, compared to the broader market0.0020.0040.0060.000.692.95
GICIX
FKEMX

The current GICIX Sharpe Ratio is 0.17, which is lower than the FKEMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GICIX and FKEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.17
0.71
GICIX
FKEMX

Dividends

GICIX vs. FKEMX - Dividend Comparison

GICIX has not paid dividends to shareholders, while FKEMX's dividend yield for the trailing twelve months is around 0.05%.


TTM20232022202120202019201820172016201520142013
GICIX
Goldman Sachs International Small Cap Insights Fund
0.00%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
0.05%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.02%
-18.54%
GICIX
FKEMX

Volatility

GICIX vs. FKEMX - Volatility Comparison

Goldman Sachs International Small Cap Insights Fund (GICIX) has a higher volatility of 6.35% compared to Fidelity Emerging Markets K (FKEMX) at 3.45%. This indicates that GICIX's price experiences larger fluctuations and is considered to be riskier than FKEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.35%
3.45%
GICIX
FKEMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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