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GSAKX vs. BKIE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSAKX and BKIE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GSAKX vs. BKIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Equity Income Fund Class A (GSAKX) and BNY Mellon International Equity ETF (BKIE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GSAKX:

0.91

BKIE:

0.72

Sortino Ratio

GSAKX:

1.32

BKIE:

1.08

Omega Ratio

GSAKX:

1.18

BKIE:

1.15

Calmar Ratio

GSAKX:

1.01

BKIE:

0.90

Martin Ratio

GSAKX:

4.11

BKIE:

2.86

Ulcer Index

GSAKX:

3.39%

BKIE:

4.16%

Daily Std Dev

GSAKX:

15.14%

BKIE:

16.99%

Max Drawdown

GSAKX:

-75.31%

BKIE:

-28.19%

Current Drawdown

GSAKX:

0.00%

BKIE:

0.00%

Returns By Period

In the year-to-date period, GSAKX achieves a 16.02% return, which is significantly higher than BKIE's 15.18% return.


GSAKX

YTD

16.02%

1M

6.97%

6M

14.64%

1Y

13.67%

3Y*

13.82%

5Y*

14.64%

10Y*

5.60%

BKIE

YTD

15.18%

1M

8.56%

6M

13.57%

1Y

12.09%

3Y*

12.35%

5Y*

12.42%

10Y*

N/A

*Annualized

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GSAKX vs. BKIE - Expense Ratio Comparison

GSAKX has a 1.40% expense ratio, which is higher than BKIE's 0.04% expense ratio.


Risk-Adjusted Performance

GSAKX vs. BKIE — Risk-Adjusted Performance Rank

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

GSAKX
The Risk-Adjusted Performance Rank of GSAKX is 7979
Overall Rank
The Sharpe Ratio Rank of GSAKX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GSAKX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of GSAKX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GSAKX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GSAKX is 8282
Martin Ratio Rank

BKIE
The Risk-Adjusted Performance Rank of BKIE is 6868
Overall Rank
The Sharpe Ratio Rank of BKIE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BKIE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BKIE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BKIE is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BKIE is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSAKX vs. BKIE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Income Fund Class A (GSAKX) and BNY Mellon International Equity ETF (BKIE). 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.


The current GSAKX Sharpe Ratio is 0.91, which is comparable to the BKIE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GSAKX and BKIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GSAKX vs. BKIE - Dividend Comparison

GSAKX's dividend yield for the trailing twelve months is around 2.53%, less than BKIE's 2.69% yield.


TTM20242023202220212020201920182017201620152014
GSAKX
Goldman Sachs International Equity Income Fund Class A
2.53%2.93%2.68%1.99%2.74%1.74%2.65%3.72%1.41%2.01%0.78%3.92%
BKIE
BNY Mellon International Equity ETF
2.69%3.31%2.88%2.97%2.58%1.49%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSAKX vs. BKIE - Drawdown Comparison

The maximum GSAKX drawdown since its inception was -75.31%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for GSAKX and BKIE. For additional features, visit the drawdowns tool.


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Volatility

GSAKX vs. BKIE - Volatility Comparison

Goldman Sachs International Equity Income Fund Class A (GSAKX) and BNY Mellon International Equity ETF (BKIE) have volatilities of 3.24% and 3.16%, 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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