GSAKX vs. DFIVX
Compare and contrast key facts about Goldman Sachs International Equity Income Fund Class A (GSAKX) and DFA International Value Portfolio (DFIVX).
GSAKX is managed by Goldman Sachs. It was launched on Jun 25, 2007. DFIVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSAKX or DFIVX.
Performance
GSAKX vs. DFIVX - Performance Comparison
Returns By Period
In the year-to-date period, GSAKX achieves a 9.74% return, which is significantly higher than DFIVX's 9.03% return. Over the past 10 years, GSAKX has underperformed DFIVX with an annualized return of 5.01%, while DFIVX has yielded a comparatively higher 5.40% annualized return.
GSAKX
9.74%
-3.26%
-0.73%
14.99%
7.64%
5.01%
DFIVX
9.03%
-2.75%
-1.24%
14.86%
8.28%
5.40%
Key characteristics
| GSAKX | DFIVX | |
|---|---|---|
| Sharpe Ratio | 1.40 | 1.21 |
| Sortino Ratio | 1.96 | 1.65 |
| Omega Ratio | 1.24 | 1.21 |
| Calmar Ratio | 0.69 | 2.07 |
| Martin Ratio | 7.26 | 6.37 |
| Ulcer Index | 2.12% | 2.37% |
| Daily Std Dev | 10.96% | 12.44% |
| Max Drawdown | -75.31% | -65.67% |
| Current Drawdown | -10.02% | -4.85% |
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GSAKX vs. DFIVX - Expense Ratio Comparison
GSAKX has a 1.40% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Correlation
The correlation between GSAKX and DFIVX is 0.93, 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.
Risk-Adjusted Performance
GSAKX vs. DFIVX - 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 DFA International Value Portfolio (DFIVX). 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.
Dividends
GSAKX vs. DFIVX - Dividend Comparison
GSAKX's dividend yield for the trailing twelve months is around 3.29%, less than DFIVX's 4.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSAKX Goldman Sachs International Equity Income Fund Class A | 3.29% | 2.68% | 1.99% | 2.74% | 1.74% | 2.65% | 3.72% | 1.41% | 2.01% | 0.78% | 3.92% | 0.76% |
DFIVX DFA International Value Portfolio | 4.22% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
Drawdowns
GSAKX vs. DFIVX - Drawdown Comparison
The maximum GSAKX drawdown since its inception was -75.31%, which is greater than DFIVX's maximum drawdown of -65.67%. Use the drawdown chart below to compare losses from any high point for GSAKX and DFIVX. For additional features, visit the drawdowns tool.
Volatility
GSAKX vs. DFIVX - Volatility Comparison
The current volatility for Goldman Sachs International Equity Income Fund Class A (GSAKX) is 3.25%, while DFA International Value Portfolio (DFIVX) has a volatility of 3.71%. This indicates that GSAKX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.