GICIX vs. YASLX

Last updated Jun 24, 2026

GICIX (Goldman Sachs International Small Cap Insights Fund) and YASLX (AMG Yacktman Special Opportunities Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, GICIX returned 10.83%/yr vs 11.33%/yr for YASLX. A 0.67 correlation means they provide meaningful diversification when combined. GICIX charges 0.87%/yr vs 1.86%/yr for YASLX.

Performance

GICIX vs. YASLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Small Cap Insights Fund (GICIX) and AMG Yacktman Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GICIX having a 14.59% return and YASLX slightly lower at 14.10%. Both investments have delivered pretty close results over the past 10 years, with GICIX having a 10.83% annualized return and YASLX not far ahead at 11.33%.

GICIX

• 1D: 0.00%
• 1M: 1.26%
• YTD: 14.59%
• 6M: 13.81%
• 1Y: 34.84%
• 3Y*: 24.00%
• 5Y*: 10.25%
• 10Y*: 10.83%

YASLX

• 1D: 0.08%
• 1M: -1.75%
• YTD: 14.10%
• 6M: 15.27%
• 1Y: 14.00%
• 3Y*: 11.68%
• 5Y*: 3.90%
• 10Y*: 11.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GICIX vs. YASLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GICIX Goldman Sachs International Small Cap Insights Fund	14.59%	42.83%	5.57%	15.11%	-18.53%	13.03%	7.69%	21.59%	-18.80%	33.05%
YASLX AMG Yacktman Special Opportunities Fund	14.10%	6.27%	11.23%	3.65%	-13.59%	24.45%	12.82%	17.07%	-10.15%	34.85%

Correlation

The correlation between GICIX and YASLX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.67

The correlation between GICIX and YASLX shifts across timeframes, from 0.58 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

GICIX vs. YASLX — Risk / Return Rank

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

GICIX

GICIX Risk / Return Rank: 64
GICIX Sharpe Ratio Rank: 75
GICIX Sortino Ratio Rank: 71
GICIX Omega Ratio Rank: 70
GICIX Calmar Ratio Rank: 54
GICIX Martin Ratio Rank: 52

YASLX

YASLX Risk / Return Rank: 21
YASLX Sharpe Ratio Rank: 24
YASLX Sortino Ratio Rank: 22
YASLX Omega Ratio Rank: 25
YASLX Calmar Ratio Rank: 18
YASLX Martin Ratio Rank: 16

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.

GICIX vs. YASLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Small Cap Insights Fund (GICIX) and AMG Yacktman Special Opportunities Fund (YASLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GICIX	YASLX	Difference
Sharpe ratio: Return per unit of total volatility	2.32	1.29	+1.02
Sortino ratio: Return per unit of downside risk	3.18	1.78	+1.40
Omega ratio: Gain probability vs. loss probability	1.43	1.24	+0.19
Calmar ratio: Return relative to maximum drawdown	2.70	1.41	+1.28
Martin ratio: Return relative to average drawdown	10.01	4.03	+5.98

GICIX vs. YASLX - Sharpe Ratio Comparison

The current GICIX Sharpe Ratio is 2.32, which is higher than the YASLX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GICIX and YASLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GICIX vs. YASLX - Drawdown Comparison

The maximum GICIX drawdown since its inception was -56.71%, which is greater than YASLX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for GICIX and YASLX.

Drawdown Indicators

	GICIX	YASLX	Difference
Max Drawdown Largest peak-to-trough decline	-56.71%	-38.91%	-17.80%
Max Drawdown (1Y) Largest decline over 1 year	-13.39%	-10.18%	-3.21%
Max Drawdown (3Y) Largest decline over 3 years	-13.39%	-16.65%	+3.26%
Max Drawdown (5Y) Largest decline over 5 years	-34.53%	-27.74%	-6.79%
Max Drawdown (10Y) Largest decline over 10 years	-43.84%	-38.91%	-4.93%
Current Drawdown Current decline from peak	-0.86%	-3.13%	+2.27%
Average Drawdown Average peak-to-trough decline	-10.91%	-8.19%	-2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	3.56%	+0.03%

Volatility

GICIX vs. YASLX - Volatility Comparison

Goldman Sachs International Small Cap Insights Fund (GICIX) has a higher volatility of 4.90% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 3.13%. This indicates that GICIX's price experiences larger fluctuations and is considered to be riskier than YASLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GICIX	YASLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	3.13%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	13.18%	8.75%	+4.43%
Volatility (1Y) Calculated over the trailing 1-year period	15.61%	11.14%	+4.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	16.33%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.77%	15.03%	+1.74%

GICIX vs. YASLX - Expense Ratio Comparison

GICIX has a 0.87% expense ratio, which is lower than YASLX's 1.86% expense ratio.

Dividends

GICIX vs. YASLX - Dividend Comparison

GICIX's dividend yield for the trailing twelve months is around 7.06%, while YASLX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GICIX Goldman Sachs International Small Cap Insights Fund	7.06%	8.08%	4.77%	3.04%	3.10%	3.39%	1.87%	3.47%	1.68%	8.29%	2.79%	1.69%
YASLX AMG Yacktman Special Opportunities Fund	0.00%	0.00%	15.82%	8.97%	0.94%	3.85%	2.62%	12.95%	9.89%	4.86%	3.28%	4.59%

Frequently Asked Questions

Can I hold both GICIX and YASLX in my portfolio?

GICIX and YASLX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GICIX or YASLX?

GICIX has higher volatility (4.90%) compared to YASLX (3.13%). In terms of maximum drawdown, GICIX dropped -56.71% vs YASLX's -38.91%.

Which has better risk-adjusted returns?

GICIX currently has the higher Sharpe Ratio (2.32 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.