GIDHX vs. VDADX
Compare and contrast key facts about Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX).
GIDHX is managed by Goldman Sachs. It was launched on Jan 30, 2008. VDADX is managed by Vanguard. It was launched on Dec 19, 2013.
Performance
GIDHX vs. VDADX - Performance Comparison
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GIDHX vs. VDADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | -1.77% | 14.17% | 16.99% | 14.44% | -9.80% | 23.59% | 15.47% | 29.68% | -2.06% | 22.22% |
Returns By Period
In the year-to-date period, GIDHX achieves a 4.55% return, which is significantly higher than VDADX's -1.77% return. Over the past 10 years, GIDHX has underperformed VDADX with an annualized return of 6.54%, while VDADX has yielded a comparatively higher 12.24% 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%
VDADX
- 1D
- 2.08%
- 1M
- -4.97%
- YTD
- -1.77%
- 6M
- -0.04%
- 1Y
- 12.87%
- 3Y*
- 13.78%
- 5Y*
- 9.75%
- 10Y*
- 12.24%
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GIDHX vs. VDADX - Expense Ratio Comparison
GIDHX has a 0.89% expense ratio, which is higher than VDADX's 0.08% expense ratio.
Return for Risk
GIDHX vs. VDADX — Risk / Return Rank
GIDHX
VDADX
GIDHX vs. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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 | VDADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.83 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.28 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.28 | +0.88 |
Martin ratioReturn relative to average drawdown | 10.26 | 5.71 | +4.55 |
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 | VDADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.83 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.68 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.76 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.72 | -0.39 |
Correlation
The correlation between GIDHX and VDADX is 0.73, 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. VDADX - Dividend Comparison
GIDHX's dividend yield for the trailing twelve months is around 2.78%, more than VDADX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.58% | 1.60% | 1.71% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% |
Drawdowns
GIDHX vs. VDADX - Drawdown Comparison
The maximum GIDHX drawdown since its inception was -36.19%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for GIDHX and VDADX.
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Drawdown Indicators
| GIDHX | VDADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -31.70% | -4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -10.87% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -28.46% | -20.42% | -8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -31.70% | -4.49% |
Current DrawdownCurrent decline from peak | -4.62% | -6.01% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -3.44% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.43% | -0.17% |
Volatility
GIDHX vs. VDADX - Volatility Comparison
Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a higher volatility of 7.05% compared to Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) at 4.12%. This indicates that GIDHX's price experiences larger fluctuations and is considered to be riskier than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIDHX | VDADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 4.12% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 7.86% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 15.33% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 14.30% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 16.19% | -0.80% |