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GIDHX vs. FFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIDHX vs. FFA - 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 First Trust Enhanced Equity Income Fund (FFA). The values are adjusted to include any dividend payments, if applicable.

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GIDHX vs. FFA - 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%
FFA
First Trust Enhanced Equity Income Fund
-4.40%14.23%21.46%24.73%-20.26%28.69%10.82%43.35%-13.93%28.97%

Returns By Period

In the year-to-date period, GIDHX achieves a 4.55% return, which is significantly higher than FFA's -4.40% return. Over the past 10 years, GIDHX has underperformed FFA with an annualized return of 6.54%, while FFA has yielded a comparatively higher 12.80% 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%

FFA

1D
1.27%
1M
-3.97%
YTD
-4.40%
6M
-1.23%
1Y
14.45%
3Y*
15.69%
5Y*
9.47%
10Y*
12.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIDHX vs. FFA - Expense Ratio Comparison

GIDHX has a 0.89% expense ratio, which is lower than FFA's 1.22% expense ratio.


Return for Risk

GIDHX vs. FFA — 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

FFA
FFA Risk / Return Rank: 3333
Overall Rank
FFA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FFA Sortino Ratio Rank: 2828
Sortino Ratio Rank
FFA Omega Ratio Rank: 3838
Omega Ratio Rank
FFA Calmar Ratio Rank: 2828
Calmar Ratio Rank
FFA Martin Ratio Rank: 4242
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. FFA - 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 First Trust Enhanced Equity Income Fund (FFA). 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.


GIDHXFFADifference

Sharpe ratio

Return per unit of total volatility

1.62

0.79

+0.83

Sortino ratio

Return per unit of downside risk

2.25

1.20

+1.05

Omega ratio

Gain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratio

Return relative to maximum drawdown

2.16

1.01

+1.14

Martin ratio

Return relative to average drawdown

10.26

5.06

+5.21

GIDHX vs. FFA - Sharpe Ratio Comparison

The current GIDHX Sharpe Ratio is 1.62, which is higher than the FFA Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of GIDHX and FFA, 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


GIDHXFFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.79

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.55

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.65

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Correlation

The correlation between GIDHX and FFA is 0.64, 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. FFA - Dividend Comparison

GIDHX's dividend yield for the trailing twelve months is around 2.78%, less than FFA's 7.32% 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%
FFA
First Trust Enhanced Equity Income Fund
7.32%6.70%6.59%6.90%7.99%5.92%6.47%6.61%8.82%6.83%7.07%7.12%

Drawdowns

GIDHX vs. FFA - Drawdown Comparison

The maximum GIDHX drawdown since its inception was -36.19%, smaller than the maximum FFA drawdown of -57.51%. Use the drawdown chart below to compare losses from any high point for GIDHX and FFA.


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Drawdown Indicators


GIDHXFFADifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-57.51%

+21.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-14.81%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.46%

-29.96%

+1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-44.35%

+8.16%

Current Drawdown

Current decline from peak

-4.62%

-5.39%

+0.77%

Average Drawdown

Average peak-to-trough decline

-8.24%

-8.48%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.96%

-0.70%

Volatility

GIDHX vs. FFA - Volatility Comparison

Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a higher volatility of 7.05% compared to First Trust Enhanced Equity Income Fund (FFA) at 6.52%. This indicates that GIDHX's price experiences larger fluctuations and is considered to be riskier than FFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIDHXFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

6.52%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

9.77%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

18.33%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

17.35%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

19.69%

-4.30%