GREIX vs. GSIFX
GREIX (Goldman Sachs Real Estate Securities Fund) and GSIFX (Goldman Sachs International Equity ESG Fund Class A) are both mutual funds - GREIX is a REIT fund managed by Goldman Sachs, while GSIFX is a Foreign Large Cap Equities fund managed by Goldman Sachs. Over the past 10 years, GREIX returned 5.04%/yr vs 9.76%/yr for GSIFX. At a 0.49 correlation, their price movements are largely independent. GREIX charges 0.91%/yr vs 1.35%/yr for GSIFX.
Performance
GREIX vs. GSIFX - Performance Comparison
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Returns By Period
In the year-to-date period, GREIX achieves a 14.38% return, which is significantly higher than GSIFX's 7.14% return. Over the past 10 years, GREIX has underperformed GSIFX with an annualized return of 5.04%, while GSIFX has yielded a comparatively higher 9.76% annualized return.
GREIX
- 1D
- 0.41%
- 1M
- -0.27%
- 6M
- 13.61%
- YTD
- 14.38%
- 1Y
- 13.16%
- 3Y*
- 10.56%
- 5Y*
- 3.86%
- 10Y*
- 5.04%
GSIFX
- 1D
- 0.12%
- 1M
- -0.06%
- 6M
- 3.84%
- YTD
- 7.14%
- 1Y
- 13.63%
- 3Y*
- 11.81%
- 5Y*
- 6.33%
- 10Y*
- 9.76%
GREIX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 14.38% | -0.70% | 11.77% | 17.05% | -28.76% | 44.65% | -7.53% | 25.70% | -5.03% | 2.55% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 7.14% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Correlation
The correlation between GREIX and GSIFX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.49 |
The correlation between GREIX and GSIFX shifts across timeframes, from 0.40 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GREIX vs. GSIFX — Risk / Return Rank
GREIX
GSIFX
GREIX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Real Estate Securities Fund (GREIX) 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.
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.
| GREIX | GSIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.03 | +0.61 |
| Martin ratioReturn relative to average drawdown | 4.72 | 3.95 | +0.77 |
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Drawdowns
GREIX vs. GSIFX - Drawdown Comparison
The maximum GREIX drawdown since its inception was -74.21%, which is greater than GSIFX's maximum drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GREIX and GSIFX.
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Drawdown Indicators
| GREIX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.21% | -59.25% | -14.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.13% | -12.15% | +4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.73% | -13.67% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -34.43% | -31.94% | -2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.98% | -35.00% | -7.98% |
Current DrawdownCurrent decline from peak | -1.26% | -1.46% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -15.19% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.17% | -0.35% |
Volatility
GREIX vs. GSIFX - Volatility Comparison
Goldman Sachs Real Estate Securities Fund (GREIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX) have volatilities of 4.90% and 4.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GREIX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.67% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 13.06% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 15.81% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.44% | 16.99% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 17.11% | +3.91% |
GREIX vs. GSIFX - Expense Ratio Comparison
GREIX has a 0.91% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Dividends
GREIX vs. GSIFX - Dividend Comparison
GREIX's dividend yield for the trailing twelve months is around 32.28%, more than GSIFX's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GREIX Goldman Sachs Real Estate Securities Fund | 32.28% | 35.97% | 12.22% | 4.00% | 3.54% | 6.27% | 10.16% | 18.31% | 17.65% | 20.54% | 12.29% | 4.46% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.04% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Frequently Asked Questions
GREIX and GSIFX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GREIX has higher volatility (4.90%) compared to GSIFX (4.67%). In terms of maximum drawdown, GREIX dropped -74.21% vs GSIFX's -59.25%.
GREIX currently has the higher Sharpe Ratio (0.95 vs 0.79), 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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