GSAKX vs. FNDF
Compare and contrast key facts about Goldman Sachs International Equity Income Fund Class A (GSAKX) and Schwab Fundamental International Large Company Index ETF (FNDF).
GSAKX is managed by Goldman Sachs. It was launched on Jun 25, 2007. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSAKX or FNDF.
Performance
GSAKX vs. FNDF - Performance Comparison
Returns By Period
In the year-to-date period, GSAKX achieves a 9.74% return, which is significantly higher than FNDF's 4.26% return. Over the past 10 years, GSAKX has underperformed FNDF with an annualized return of 5.01%, while FNDF has yielded a comparatively higher 5.44% annualized return.
GSAKX
9.74%
-2.19%
-0.16%
15.29%
7.62%
5.01%
FNDF
4.26%
-3.73%
-2.42%
10.19%
7.26%
5.44%
Key characteristics
| GSAKX | FNDF | |
|---|---|---|
| Sharpe Ratio | 1.37 | 0.76 |
| Sortino Ratio | 1.91 | 1.09 |
| Omega Ratio | 1.24 | 1.14 |
| Calmar Ratio | 0.68 | 1.15 |
| Martin Ratio | 6.99 | 3.59 |
| Ulcer Index | 2.14% | 2.67% |
| Daily Std Dev | 10.95% | 12.62% |
| Max Drawdown | -75.31% | -40.14% |
| Current Drawdown | -10.02% | -7.58% |
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GSAKX vs. FNDF - Expense Ratio Comparison
GSAKX has a 1.40% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Correlation
The correlation between GSAKX and FNDF 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.
Risk-Adjusted Performance
GSAKX vs. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). 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. FNDF - Dividend Comparison
GSAKX's dividend yield for the trailing twelve months is around 3.29%, more than FNDF's 3.12% 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% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.12% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
GSAKX vs. FNDF - Drawdown Comparison
The maximum GSAKX drawdown since its inception was -75.31%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for GSAKX and FNDF. For additional features, visit the drawdowns tool.
Volatility
GSAKX vs. FNDF - Volatility Comparison
The current volatility for Goldman Sachs International Equity Income Fund Class A (GSAKX) is 3.19%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 3.97%. This indicates that GSAKX experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.