GIDHX vs. GCIIX
GIDHX (Goldman Sachs International Equity Dividend and Premium Fund) and GCIIX (Goldman Sachs International Equity Insights Fund) are both mutual funds - GIDHX is a Derivative Income fund managed by Goldman Sachs, while GCIIX is a Foreign Large Cap Equities fund managed by Goldman Sachs. Over the past 10 years, GIDHX returned 6.58%/yr vs 10.88%/yr for GCIIX. With a 0.96 correlation, they move nearly in lockstep. GIDHX charges 0.89%/yr vs 0.80%/yr for GCIIX.
Performance
GIDHX vs. GCIIX - Performance Comparison
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Returns By Period
In the year-to-date period, GIDHX achieves a 8.44% return, which is significantly lower than GCIIX's 11.72% return. Over the past 10 years, GIDHX has underperformed GCIIX with an annualized return of 6.58%, while GCIIX has yielded a comparatively higher 10.88% annualized return.
GIDHX
- 1D
- -0.97%
- 1M
- -0.22%
- YTD
- 8.44%
- 6M
- 11.07%
- 1Y
- 18.80%
- 3Y*
- 14.07%
- 5Y*
- 6.55%
- 10Y*
- 6.58%
GCIIX
- 1D
- -0.78%
- 1M
- 3.94%
- YTD
- 11.72%
- 6M
- 14.36%
- 1Y
- 29.06%
- 3Y*
- 23.87%
- 5Y*
- 11.82%
- 10Y*
- 10.88%
GIDHX vs. GCIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIDHX Goldman Sachs International Equity Dividend and Premium Fund | 8.44% | 28.92% | -2.17% | 16.16% | -13.41% | 9.36% | 1.20% | 14.82% | -12.96% | 23.84% |
GCIIX Goldman Sachs International Equity Insights Fund | 11.72% | 40.72% | 9.65% | 20.80% | -14.91% | 11.71% | 7.83% | 18.52% | -15.82% | 29.65% |
Correlation
The correlation between GIDHX and GCIIX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009 | 0.96 |
The correlation between GIDHX and GCIIX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
GIDHX vs. GCIIX — Risk / Return Rank
GIDHX
GCIIX
GIDHX vs. GCIIX - 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 Goldman Sachs International Equity Insights Fund (GCIIX). 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.
| GIDHX | GCIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.41 | -0.05 |
| Martin ratioReturn relative to average drawdown | 9.50 | 9.02 | +0.48 |
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
| GIDHX | GCIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.95 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.74 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.65 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.31 | +0.03 |
Drawdowns
GIDHX vs. GCIIX - Drawdown Comparison
The maximum GIDHX drawdown since its inception was -36.19%, smaller than the maximum GCIIX drawdown of -61.08%. Use the drawdown chart below to compare losses from any high point for GIDHX and GCIIX.
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Drawdown Indicators
| GIDHX | GCIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -61.08% | +24.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -12.33% | +4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -13.25% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -28.46% | -30.58% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -39.85% | +3.66% |
Current DrawdownCurrent decline from peak | -2.23% | -0.78% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -15.04% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 3.29% | -1.27% |
Volatility
GIDHX vs. GCIIX - Volatility Comparison
The current volatility for Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) is 4.12%, while Goldman Sachs International Equity Insights Fund (GCIIX) has a volatility of 4.75%. This indicates that GIDHX experiences smaller price fluctuations and is considered to be less risky than GCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIDHX | GCIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.75% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 12.73% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 15.29% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 16.11% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 16.79% | -1.37% |
GIDHX vs. GCIIX - Expense Ratio Comparison
GIDHX has a 0.89% expense ratio, which is higher than GCIIX's 0.80% expense ratio.
Dividends
GIDHX vs. GCIIX - Dividend Comparison
GIDHX's dividend yield for the trailing twelve months is around 2.68%, less than GCIIX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCIIX Goldman Sachs International Equity Insights Fund | 6.97% | 7.78% | 9.24% | 2.81% | 3.94% | 6.33% | 1.86% | 2.46% | 1.94% | 1.62% | 2.51% | 1.45% |
GIDHX Goldman Sachs International Equity Dividend and Premium Fund | 2.68% | 2.58% | 3.27% | 3.56% | 0.58% | 3.09% | 2.65% | 3.24% | 3.42% | 2.54% | 3.08% | 4.13% |
Frequently Asked Questions
With a correlation of 0.94, GIDHX and GCIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GCIIX has higher volatility (4.75%) compared to GIDHX (4.12%). In terms of maximum drawdown, GIDHX dropped -36.19% vs GCIIX's -61.08%.
GCIIX currently has the higher Sharpe Ratio (1.95 vs 1.46), 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.
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