GIDGX vs. VMVFX
GIDGX (Goldman Sachs Enhanced Dividend Global Equity Portfolio) and VMVFX (Vanguard Global Minimum Volatility Fund Investor Shares) are both Global Equities funds. Over the past 10 years, GIDGX returned 10.87%/yr vs 9.51%/yr for VMVFX. Their correlation of 0.81 suggests significant overlap in exposure. GIDGX charges 0.17%/yr vs 0.21%/yr for VMVFX.
Performance
GIDGX vs. VMVFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GIDGX achieves a 11.66% return, which is significantly higher than VMVFX's 8.43% return. Over the past 10 years, GIDGX has outperformed VMVFX with an annualized return of 10.87%, while VMVFX has yielded a comparatively lower 9.51% annualized return.
GIDGX
- 1D
- 0.18%
- 1M
- 4.42%
- YTD
- 11.66%
- 6M
- 12.37%
- 1Y
- 25.28%
- 3Y*
- 19.10%
- 5Y*
- 11.18%
- 10Y*
- 10.87%
VMVFX
- 1D
- 0.06%
- 1M
- 2.52%
- YTD
- 8.43%
- 6M
- 8.94%
- 1Y
- 13.14%
- 3Y*
- 13.60%
- 5Y*
- 10.78%
- 10Y*
- 9.51%
GIDGX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | 11.66% | 15.74% | 20.59% | 17.92% | -12.75% | 18.46% | 8.41% | 19.97% | -8.26% | 15.18% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 8.43% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Correlation
The correlation between GIDGX and VMVFX is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2013 | 0.81 |
Over the past year, the correlation between GIDGX and VMVFX has dropped to 0.60 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GIDGX vs. VMVFX — Risk / Return Rank
GIDGX
VMVFX
GIDGX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.34 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.08 | +1.54 |
| Martin ratioReturn relative to average drawdown | 17.38 | 8.13 | +9.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GIDGX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 1.92 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.01 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.76 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.82 | -0.13 |
Drawdowns
GIDGX vs. VMVFX - Drawdown Comparison
The maximum GIDGX drawdown since its inception was -31.63%, roughly equal to the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for GIDGX and VMVFX.
Loading charts...
Drawdown Indicators
| GIDGX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.63% | -33.09% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.27% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -7.96% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -13.02% | -7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -31.63% | -33.09% | +1.46% |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -2.83% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 1.60% | -0.12% |
Volatility
GIDGX vs. VMVFX - Volatility Comparison
Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) has a higher volatility of 2.46% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 1.94%. This indicates that GIDGX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GIDGX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 1.94% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 5.17% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.65% | 6.81% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 10.76% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 12.48% | +1.68% |
GIDGX vs. VMVFX - Expense Ratio Comparison
GIDGX has a 0.17% expense ratio, which is lower than VMVFX's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GIDGX vs. VMVFX - Dividend Comparison
GIDGX's dividend yield for the trailing twelve months is around 5.53%, less than VMVFX's 9.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | 5.53% | 5.92% | 12.06% | 4.32% | 8.89% | 8.41% | 1.99% | 4.85% | 5.67% | 3.35% | 2.97% | 3.21% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.20% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Frequently Asked Questions
GIDGX and VMVFX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIDGX has higher volatility (2.46%) compared to VMVFX (1.94%). In terms of maximum drawdown, GIDGX dropped -31.63% vs VMVFX's -33.09%.
GIDGX currently has the higher Sharpe Ratio (2.68 vs 1.92), 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.
Find the right allocation for GIDGX and VMVFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer