GIPIX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Balanced Strategy Portfolio (GIPIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GIPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GIPIX vs. GSIFX - Performance Comparison
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GIPIX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIPIX Goldman Sachs Balanced Strategy Portfolio | -2.44% | 10.80% | 8.51% | 12.49% | -14.43% | 7.94% | 11.09% | 15.68% | -6.52% | 11.63% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Returns By Period
In the year-to-date period, GIPIX achieves a -2.44% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GIPIX has underperformed GSIFX with an annualized return of 5.45%, while GSIFX has yielded a comparatively higher 8.34% annualized return.
GIPIX
- 1D
- 0.09%
- 1M
- -5.43%
- YTD
- -2.44%
- 6M
- -0.36%
- 1Y
- 8.91%
- 3Y*
- 8.13%
- 5Y*
- 3.82%
- 10Y*
- 5.45%
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
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GIPIX vs. GSIFX - Expense Ratio Comparison
GIPIX has a 0.19% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
GIPIX vs. GSIFX — Risk / Return Rank
GIPIX
GSIFX
GIPIX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Balanced Strategy Portfolio (GIPIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.
| GIPIX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.60 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.60 | 0.91 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.81 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.10 | 3.23 | +0.87 |
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
| GIPIX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.60 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.32 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.48 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.30 | +0.33 |
Correlation
The correlation between GIPIX and GSIFX is 0.80, 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
GIPIX vs. GSIFX - Dividend Comparison
GIPIX's dividend yield for the trailing twelve months is around 5.95%, more than GSIFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIPIX Goldman Sachs Balanced Strategy Portfolio | 5.95% | 5.22% | 4.06% | 2.12% | 4.56% | 6.37% | 2.25% | 2.51% | 4.70% | 4.51% | 1.46% | 5.73% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
GIPIX vs. GSIFX - Drawdown Comparison
The maximum GIPIX drawdown since its inception was -29.46%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GIPIX and GSIFX.
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Drawdown Indicators
| GIPIX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -59.25% | +29.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -12.15% | +5.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.65% | -31.94% | +11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -20.65% | -35.00% | +14.35% |
Current DrawdownCurrent decline from peak | -5.50% | -11.48% | +5.98% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -15.30% | +11.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.06% | -1.41% |
Volatility
GIPIX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Balanced Strategy Portfolio (GIPIX) is 2.94%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that GIPIX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIPIX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 6.71% | -3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 11.13% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.09% | 16.87% | -8.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.93% | 16.71% | -8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 17.32% | -9.26% |