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GIDHX vs. GSRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIDHX vs. GSRAX - 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 Goldman Sachs Rising Dividend Growth Fund (GSRAX). The values are adjusted to include any dividend payments, if applicable.

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GIDHX vs. GSRAX - 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%
GSRAX
Goldman Sachs Rising Dividend Growth Fund
0.62%6.66%26.07%17.49%-7.78%31.47%8.75%25.63%-6.65%17.59%

Returns By Period

In the year-to-date period, GIDHX achieves a 4.55% return, which is significantly higher than GSRAX's 0.62% return. Over the past 10 years, GIDHX has underperformed GSRAX with an annualized return of 6.54%, while GSRAX has yielded a comparatively higher 11.76% 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%

GSRAX

1D
2.02%
1M
-5.28%
YTD
0.62%
6M
-0.45%
1Y
8.88%
3Y*
15.25%
5Y*
11.46%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIDHX vs. GSRAX - Expense Ratio Comparison

GIDHX has a 0.89% expense ratio, which is lower than GSRAX's 1.03% expense ratio.


Return for Risk

GIDHX vs. GSRAX — 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

GSRAX
GSRAX Risk / Return Rank: 1919
Overall Rank
GSRAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GSRAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GSRAX Omega Ratio Rank: 1818
Omega Ratio Rank
GSRAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
GSRAX Martin Ratio Rank: 2323
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. GSRAX - 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 Rising Dividend Growth Fund (GSRAX). 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.


GIDHXGSRAXDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.53

+1.10

Sortino ratio

Return per unit of downside risk

2.25

0.86

+1.38

Omega ratio

Gain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratio

Return relative to maximum drawdown

2.16

0.60

+1.56

Martin ratio

Return relative to average drawdown

10.26

2.74

+7.53

GIDHX vs. GSRAX - Sharpe Ratio Comparison

The current GIDHX Sharpe Ratio is 1.62, which is higher than the GSRAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of GIDHX and GSRAX, 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


GIDHXGSRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.53

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.57

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.59

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.47

-0.13

Correlation

The correlation between GIDHX and GSRAX is 0.76, 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

GIDHX vs. GSRAX - Dividend Comparison

GIDHX's dividend yield for the trailing twelve months is around 2.78%, less than GSRAX's 12.57% 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%
GSRAX
Goldman Sachs Rising Dividend Growth Fund
12.57%12.17%25.88%9.60%14.01%11.55%4.39%11.85%97.89%21.56%3.16%0.92%

Drawdowns

GIDHX vs. GSRAX - Drawdown Comparison

The maximum GIDHX drawdown since its inception was -36.19%, smaller than the maximum GSRAX drawdown of -44.40%. Use the drawdown chart below to compare losses from any high point for GIDHX and GSRAX.


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Drawdown Indicators


GIDHXGSRAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-44.40%

+8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-12.84%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-28.46%

-25.43%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-38.97%

+2.78%

Current Drawdown

Current decline from peak

-4.62%

-7.52%

+2.90%

Average Drawdown

Average peak-to-trough decline

-8.24%

-6.10%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.82%

-0.56%

Volatility

GIDHX vs. GSRAX - Volatility Comparison

Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a higher volatility of 7.05% compared to Goldman Sachs Rising Dividend Growth Fund (GSRAX) at 4.61%. This indicates that GIDHX's price experiences larger fluctuations and is considered to be riskier than GSRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIDHXGSRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

4.61%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

8.95%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

17.38%

-1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

20.24%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

19.86%

-4.47%