PortfoliosLab logoPortfoliosLab logo
GMGEX vs. GIDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMGEX vs. GIDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Global Equity Allocation Fund (GMGEX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GMGEX vs. GIDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMGEX
GMO Global Equity Allocation Fund
3.72%29.14%4.12%22.27%-17.07%14.99%9.55%25.45%-13.04%26.39%
GIDGX
Goldman Sachs Enhanced Dividend Global Equity Portfolio
-0.77%15.74%20.59%17.92%-12.75%18.46%8.41%19.97%-8.26%15.18%

Returns By Period

In the year-to-date period, GMGEX achieves a 3.72% return, which is significantly higher than GIDGX's -0.77% return. Both investments have delivered pretty close results over the past 10 years, with GMGEX having a 9.93% annualized return and GIDGX not far behind at 9.89%.


GMGEX

1D
2.68%
1M
-5.76%
YTD
3.72%
6M
10.13%
1Y
30.15%
3Y*
16.98%
5Y*
8.06%
10Y*
9.93%

GIDGX

1D
2.51%
1M
-4.19%
YTD
-0.77%
6M
2.10%
1Y
16.31%
3Y*
15.56%
5Y*
9.42%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GMGEX vs. GIDGX - Expense Ratio Comparison

GMGEX has a 0.01% expense ratio, which is lower than GIDGX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GMGEX vs. GIDGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GMGEX
GMGEX Risk / Return Rank: 9090
Overall Rank
GMGEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GMGEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GMGEX Omega Ratio Rank: 8888
Omega Ratio Rank
GMGEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
GMGEX Martin Ratio Rank: 9191
Martin Ratio Rank

GIDGX
GIDGX Risk / Return Rank: 6161
Overall Rank
GIDGX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GIDGX Sortino Ratio Rank: 6262
Sortino Ratio Rank
GIDGX Omega Ratio Rank: 6767
Omega Ratio Rank
GIDGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
GIDGX Martin Ratio Rank: 6363
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.

GMGEX vs. GIDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Global Equity Allocation Fund (GMGEX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX). 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.


GMGEXGIDGXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.28

+0.66

Sortino ratio

Return per unit of downside risk

2.63

1.74

+0.89

Omega ratio

Gain probability vs. loss probability

1.39

1.28

+0.12

Calmar ratio

Return relative to maximum drawdown

2.59

1.37

+1.22

Martin ratio

Return relative to average drawdown

11.30

6.79

+4.51

GMGEX vs. GIDGX - Sharpe Ratio Comparison

The current GMGEX Sharpe Ratio is 1.94, which is higher than the GIDGX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GMGEX and GIDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GMGEXGIDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.28

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.73

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.70

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.64

-0.42

Correlation

The correlation between GMGEX and GIDGX is 0.92, 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

GMGEX vs. GIDGX - Dividend Comparison

GMGEX's dividend yield for the trailing twelve months is around 4.52%, less than GIDGX's 6.22% yield.


TTM20252024202320222021202020192018201720162015
GMGEX
GMO Global Equity Allocation Fund
4.52%4.69%0.29%5.62%7.81%7.76%3.83%3.14%3.14%2.90%3.71%4.20%
GIDGX
Goldman Sachs Enhanced Dividend Global Equity Portfolio
6.22%5.92%12.06%4.32%8.89%8.41%1.99%4.85%5.67%3.35%2.97%3.21%

Drawdowns

GMGEX vs. GIDGX - Drawdown Comparison

The maximum GMGEX drawdown since its inception was -58.47%, which is greater than GIDGX's maximum drawdown of -31.63%. Use the drawdown chart below to compare losses from any high point for GMGEX and GIDGX.


Loading graphics...

Drawdown Indicators


GMGEXGIDGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-31.63%

-26.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-10.90%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

-20.39%

-8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-31.63%

-3.35%

Current Drawdown

Current decline from peak

-6.81%

-4.81%

-2.00%

Average Drawdown

Average peak-to-trough decline

-16.84%

-3.90%

-12.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.20%

+0.46%

Volatility

GMGEX vs. GIDGX - Volatility Comparison

GMO Global Equity Allocation Fund (GMGEX) has a higher volatility of 6.09% compared to Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) at 5.00%. This indicates that GMGEX's price experiences larger fluctuations and is considered to be riskier than GIDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GMGEXGIDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

5.00%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

7.79%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

13.14%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

12.96%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

14.16%

+1.86%