GIDGX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GIDGX is managed by Goldman Sachs. It was launched on Apr 29, 2008. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GIDGX vs. GSIFX - Performance Comparison
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GIDGX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | -0.77% | 15.74% | 20.59% | 17.92% | -12.75% | 18.46% | 8.41% | 19.97% | -8.26% | 15.18% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -2.68% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Returns By Period
In the year-to-date period, GIDGX achieves a -0.77% return, which is significantly higher than GSIFX's -2.68% return. Over the past 10 years, GIDGX has outperformed GSIFX with an annualized return of 9.89%, while GSIFX has yielded a comparatively lower 8.66% annualized return.
GIDGX
- 1D
- 2.51%
- 1M
- -4.19%
- YTD
- -0.77%
- 6M
- 2.10%
- 1Y
- 16.31%
- 3Y*
- 15.56%
- 5Y*
- 9.42%
- 10Y*
- 9.89%
GSIFX
- 1D
- 3.00%
- 1M
- -6.64%
- YTD
- -2.68%
- 6M
- 0.04%
- 1Y
- 13.98%
- 3Y*
- 8.87%
- 5Y*
- 5.60%
- 10Y*
- 8.66%
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GIDGX vs. GSIFX - Expense Ratio Comparison
GIDGX has a 0.17% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
GIDGX vs. GSIFX — Risk / Return Rank
GIDGX
GSIFX
GIDGX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.
| GIDGX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.85 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.24 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.03 | +0.34 |
Martin ratioReturn relative to average drawdown | 6.79 | 4.10 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GIDGX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.85 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.34 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.50 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.31 | +0.33 |
Correlation
The correlation between GIDGX and GSIFX is 0.85, 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.
Dividends
GIDGX vs. GSIFX - Dividend Comparison
GIDGX's dividend yield for the trailing twelve months is around 6.22%, more than GSIFX's 2.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | 6.22% | 5.92% | 12.06% | 4.32% | 8.89% | 8.41% | 1.99% | 4.85% | 5.67% | 3.35% | 2.97% | 3.21% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.24% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
GIDGX vs. GSIFX - Drawdown Comparison
The maximum GIDGX drawdown since its inception was -31.63%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GIDGX and GSIFX.
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Drawdown Indicators
| GIDGX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.63% | -59.25% | +27.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -12.15% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -31.94% | +11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -31.63% | -35.00% | +3.37% |
Current DrawdownCurrent decline from peak | -4.81% | -8.82% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -15.30% | +11.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 3.06% | -0.86% |
Volatility
GIDGX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) is 5.00%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 7.31%. This indicates that GIDGX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIDGX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 7.31% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 11.47% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.14% | 17.09% | -3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.96% | 16.77% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 17.34% | -3.18% |