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GSAKX vs. GSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSAKX vs. GSIFX - 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 Goldman Sachs International Equity ESG Fund Class A (GSIFX). The values are adjusted to include any dividend payments, if applicable.

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GSAKX vs. GSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSAKX
Goldman Sachs International Equity Income Fund Class A
0.47%33.81%8.50%17.26%-8.28%13.26%2.22%26.54%-12.40%26.04%
GSIFX
Goldman Sachs International Equity ESG Fund Class A
-5.52%25.51%0.33%15.44%-17.69%16.23%22.89%27.68%-14.85%25.29%

Returns By Period

In the year-to-date period, GSAKX achieves a 0.47% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GSAKX has outperformed GSIFX with an annualized return of 9.79%, while GSIFX has yielded a comparatively lower 8.34% annualized return.


GSAKX

1D
0.80%
1M
-10.47%
YTD
0.47%
6M
8.32%
1Y
22.32%
3Y*
16.61%
5Y*
11.53%
10Y*
9.79%

GSIFX

1D
0.76%
1M
-11.48%
YTD
-5.52%
6M
-2.26%
1Y
11.02%
3Y*
7.80%
5Y*
5.33%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSAKX vs. GSIFX - Expense Ratio Comparison

GSAKX has a 1.40% expense ratio, which is higher than GSIFX's 1.35% expense ratio.


Return for Risk

GSAKX vs. GSIFX — Risk / Return Rank

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

GSAKX
GSAKX Risk / Return Rank: 7575
Overall Rank
GSAKX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GSAKX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GSAKX Omega Ratio Rank: 7171
Omega Ratio Rank
GSAKX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GSAKX Martin Ratio Rank: 7474
Martin Ratio Rank

GSIFX
GSIFX Risk / Return Rank: 2626
Overall Rank
GSIFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GSIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GSIFX Omega Ratio Rank: 2121
Omega Ratio Rank
GSIFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GSIFX Martin Ratio Rank: 3030
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.

GSAKX vs. GSIFX - Risk-Adjusted Trends Comparison

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


GSAKXGSIFXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.60

+0.75

Sortino ratio

Return per unit of downside risk

1.80

0.91

+0.88

Omega ratio

Gain probability vs. loss probability

1.26

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

1.89

0.81

+1.08

Martin ratio

Return relative to average drawdown

7.07

3.23

+3.84

GSAKX vs. GSIFX - Sharpe Ratio Comparison

The current GSAKX Sharpe Ratio is 1.35, which is higher than the GSIFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GSAKX and GSIFX, 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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Sharpe Ratios by Period


GSAKXGSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.60

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.32

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.48

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.30

-0.07

Correlation

The correlation between GSAKX and GSIFX is 0.96, 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

GSAKX vs. GSIFX - Dividend Comparison

GSAKX's dividend yield for the trailing twelve months is around 3.73%, more than GSIFX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
GSAKX
Goldman Sachs International Equity Income Fund Class A
3.73%3.75%2.93%2.68%0.51%2.74%1.73%2.69%15.27%1.41%2.01%0.77%
GSIFX
Goldman Sachs International Equity ESG Fund Class A
2.31%2.18%2.30%1.37%0.82%6.29%0.00%1.67%1.45%1.25%2.79%1.16%

Drawdowns

GSAKX vs. GSIFX - Drawdown Comparison

The maximum GSAKX drawdown since its inception was -56.96%, roughly equal to the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GSAKX and GSIFX.


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Drawdown Indicators


GSAKXGSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.96%

-59.25%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-12.15%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-31.94%

+5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.49%

-35.00%

+0.51%

Current Drawdown

Current decline from peak

-10.47%

-11.48%

+1.01%

Average Drawdown

Average peak-to-trough decline

-12.36%

-15.30%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.06%

-0.03%

Volatility

GSAKX vs. GSIFX - Volatility Comparison

Goldman Sachs International Equity Income Fund Class A (GSAKX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX) have volatilities of 6.86% and 6.71%, 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


GSAKXGSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

6.71%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

11.13%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

16.87%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

16.71%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

17.32%

-1.24%