GJRTX vs. GSINX
GJRTX (Goldman Sachs Absolute Return Tracker Fund Institutional Class) and GSINX (Goldman Sachs GQG Partners International Opportunities Fund) are both mutual funds - GJRTX is a Multistrategy fund actively managed by Goldman Sachs, while GSINX is a Foreign Large Cap Equities fund managed by Goldman Sachs. Over the past 5 years, GJRTX returned 5.49%/yr vs 9.09%/yr for GSINX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. GJRTX charges 0.74%/yr vs 0.89%/yr for GSINX.
Performance
GJRTX vs. GSINX - Performance Comparison
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Returns By Period
In the year-to-date period, GJRTX achieves a 5.70% return, which is significantly lower than GSINX's 8.09% return.
GJRTX
- 1D
- 0.80%
- 1M
- -0.35%
- 6M
- 4.14%
- YTD
- 5.70%
- 1Y
- 12.03%
- 3Y*
- 8.24%
- 5Y*
- 5.49%
- 10Y*
- 5.37%
- ALL TIME*
- 4.15%
GSINX
- 1D
- 0.62%
- 1M
- 2.07%
- 6M
- 4.40%
- YTD
- 8.09%
- 1Y
- 15.57%
- 3Y*
- 15.35%
- 5Y*
- 9.09%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GJRTX vs. GSINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GJRTX Goldman Sachs Absolute Return Tracker Fund Institutional Class | 5.70% | 9.71% | 7.04% | 10.82% | -6.26% | 6.45% | 3.61% | 10.91% | -2.47% | 7.46% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 8.09% | 20.76% | 9.53% | 21.93% | -11.14% | 12.35% | 15.64% | 27.41% | -6.14% | 29.66% |
Correlation
The correlation between GJRTX and GSINX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.75 |
Over the past year, the correlation between GJRTX and GSINX has dropped to 0.33 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
GJRTX vs. GSINX — Risk / Return Rank
GJRTX
GSINX
GJRTX vs. GSINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund Institutional Class (GJRTX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GJRTX | GSINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.01 | +0.62 |
| Martin ratioReturn relative to average drawdown | 10.69 | 5.47 | +5.22 |
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Drawdowns
GJRTX vs. GSINX - Drawdown Comparison
The maximum GJRTX drawdown since its inception was -13.23%, smaller than the maximum GSINX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for GJRTX and GSINX.
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Drawdown Indicators
| GJRTX | GSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.23% | -28.80% | +15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -7.80% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -8.48% | -10.32% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -10.82% | -25.46% | +14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -13.23% | — | — |
Current DrawdownCurrent decline from peak | -1.14% | -2.18% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -4.84% | +2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.85% | -1.80% |
Volatility
GJRTX vs. GSINX - Volatility Comparison
The current volatility for Goldman Sachs Absolute Return Tracker Fund Institutional Class (GJRTX) is 1.96%, while Goldman Sachs GQG Partners International Opportunities Fund (GSINX) has a volatility of 2.72%. This indicates that GJRTX experiences smaller price fluctuations and is considered to be less risky than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GJRTX | GSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 2.72% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 5.26% | 8.18% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.48% | 9.87% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.77% | 14.26% | -7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.50% | 15.61% | -9.11% |
GJRTX vs. GSINX - Expense Ratio Comparison
GJRTX has a 0.74% expense ratio, which is lower than GSINX's 0.89% expense ratio.
Dividends
GJRTX vs. GSINX - Dividend Comparison
GJRTX's dividend yield for the trailing twelve months is around 2.01%, less than GSINX's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GJRTX Goldman Sachs Absolute Return Tracker Fund Institutional Class | 2.01% | 2.13% | 1.14% | 2.71% | 5.24% | 8.88% | 0.61% | 3.60% | 2.69% | 3.52% | 0.64% | 1.80% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.65% | 5.03% | 11.11% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.00% | 0.00% |
Frequently Asked Questions
GJRTX and GSINX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSINX has higher volatility (2.72%) compared to GJRTX (1.96%). In terms of maximum drawdown, GJRTX dropped -13.23% vs GSINX's -28.80%.
GJRTX currently has the higher Sharpe Ratio (1.74 vs 1.59), 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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