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GIDHX vs. BOE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIDHX vs. BOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) and BlackRock Enhanced Global Dividend Trust (BOE). The values are adjusted to include any dividend payments, if applicable.

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GIDHX vs. BOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIDHX
Goldman Sachs International Equity Dividend and Premium Fund
4.55%28.92%-2.17%16.16%-13.41%9.36%1.20%14.82%-12.96%23.84%
BOE
BlackRock Enhanced Global Dividend Trust
-3.09%18.77%16.76%12.00%-15.49%18.94%7.39%26.08%-19.23%29.71%

Returns By Period

In the year-to-date period, GIDHX achieves a 4.55% return, which is significantly higher than BOE's -3.09% return. Over the past 10 years, GIDHX has underperformed BOE with an annualized return of 6.54%, while BOE has yielded a comparatively higher 8.35% annualized return.


GIDHX

1D
2.66%
1M
-3.38%
YTD
4.55%
6M
8.38%
1Y
25.20%
3Y*
12.81%
5Y*
6.92%
10Y*
6.54%

BOE

1D
1.37%
1M
-6.73%
YTD
-3.09%
6M
-0.73%
1Y
11.29%
3Y*
12.46%
5Y*
7.06%
10Y*
8.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIDHX vs. BOE - Expense Ratio Comparison

GIDHX has a 0.89% expense ratio, which is lower than BOE's 1.11% expense ratio.


Return for Risk

GIDHX vs. BOE — Risk / Return Rank

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

GIDHX
GIDHX Risk / Return Rank: 8383
Overall Rank
GIDHX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GIDHX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GIDHX Omega Ratio Rank: 8181
Omega Ratio Rank
GIDHX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GIDHX Martin Ratio Rank: 8989
Martin Ratio Rank

BOE
BOE Risk / Return Rank: 2929
Overall Rank
BOE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BOE Sortino Ratio Rank: 2525
Sortino Ratio Rank
BOE Omega Ratio Rank: 2727
Omega Ratio Rank
BOE Calmar Ratio Rank: 3232
Calmar Ratio Rank
BOE Martin Ratio Rank: 3434
Martin Ratio Rank
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.

GIDHX vs. BOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) and BlackRock Enhanced Global Dividend Trust (BOE). 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.


GIDHXBOEDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.69

+0.93

Sortino ratio

Return per unit of downside risk

2.25

1.08

+1.17

Omega ratio

Gain probability vs. loss probability

1.33

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

2.16

1.02

+1.14

Martin ratio

Return relative to average drawdown

10.26

4.07

+6.19

GIDHX vs. BOE - Sharpe Ratio Comparison

The current GIDHX Sharpe Ratio is 1.62, which is higher than the BOE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GIDHX and BOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GIDHXBOEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.69

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.49

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.51

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.27

+0.06

Correlation

The correlation between GIDHX and BOE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GIDHX vs. BOE - Dividend Comparison

GIDHX's dividend yield for the trailing twelve months is around 2.78%, less than BOE's 8.93% yield.


TTM20252024202320222021202020192018201720162015
GIDHX
Goldman Sachs International Equity Dividend and Premium Fund
2.78%2.58%3.27%3.56%0.58%3.09%2.65%3.24%3.42%2.54%3.08%4.13%
BOE
BlackRock Enhanced Global Dividend Trust
8.93%8.47%7.20%7.62%7.91%6.21%6.93%6.88%9.03%18.90%9.08%9.12%

Drawdowns

GIDHX vs. BOE - Drawdown Comparison

The maximum GIDHX drawdown since its inception was -36.19%, smaller than the maximum BOE drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for GIDHX and BOE.


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Drawdown Indicators


GIDHXBOEDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-59.39%

+23.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-11.51%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-28.46%

-26.13%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-36.55%

+0.36%

Current Drawdown

Current decline from peak

-4.62%

-7.43%

+2.81%

Average Drawdown

Average peak-to-trough decline

-8.24%

-9.42%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.87%

-0.61%

Volatility

GIDHX vs. BOE - Volatility Comparison

Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a higher volatility of 7.05% compared to BlackRock Enhanced Global Dividend Trust (BOE) at 6.04%. This indicates that GIDHX's price experiences larger fluctuations and is considered to be riskier than BOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIDHXBOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

6.04%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

9.22%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

16.39%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

14.51%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

16.32%

-0.93%