Correlation
The correlation between GICIX and SPY is 0.74, 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.
GICIX vs. SPY
Compare and contrast key facts about Goldman Sachs International Small Cap Insights Fund (GICIX) and SPDR S&P 500 ETF (SPY).
GICIX is managed by Goldman Sachs. It was launched on Sep 27, 2007. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GICIX or SPY.
Performance
GICIX vs. SPY - Performance Comparison
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Key characteristics
GICIX:
1.14
SPY:
0.70
GICIX:
1.53
SPY:
1.02
GICIX:
1.21
SPY:
1.15
GICIX:
1.45
SPY:
0.68
GICIX:
3.78
SPY:
2.57
GICIX:
4.82%
SPY:
4.93%
GICIX:
16.44%
SPY:
20.42%
GICIX:
-61.70%
SPY:
-55.19%
GICIX:
0.00%
SPY:
-3.55%
Returns By Period
In the year-to-date period, GICIX achieves a 20.80% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, GICIX has underperformed SPY with an annualized return of 6.67%, while SPY has yielded a comparatively higher 12.73% annualized return.
GICIX
20.80%
6.85%
17.31%
18.66%
10.84%
11.20%
6.67%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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GICIX vs. SPY - Expense Ratio Comparison
GICIX has a 0.87% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
GICIX vs. SPY — Risk-Adjusted Performance Rank
GICIX
SPY
GICIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Small Cap Insights Fund (GICIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
GICIX vs. SPY - Dividend Comparison
GICIX's dividend yield for the trailing twelve months is around 3.95%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GICIX Goldman Sachs International Small Cap Insights Fund | 3.95% | 4.77% | 3.04% | 3.10% | 3.39% | 1.87% | 3.47% | 1.69% | 8.29% | 2.79% | 1.68% | 3.12% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
GICIX vs. SPY - Drawdown Comparison
The maximum GICIX drawdown since its inception was -61.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GICIX and SPY.
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Volatility
GICIX vs. SPY - Volatility Comparison
The current volatility for Goldman Sachs International Small Cap Insights Fund (GICIX) is 2.54%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that GICIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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