GSAKX vs. THOIX
GSAKX (Goldman Sachs International Equity Income Fund Class A) and THOIX (Thornburg Global Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, GSAKX returned 11.21%/yr vs 13.90%/yr for THOIX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. GSAKX charges 1.40%/yr vs 0.99%/yr for THOIX.
Performance
GSAKX vs. THOIX - Performance Comparison
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Returns By Period
In the year-to-date period, GSAKX achieves a 15.60% return, which is significantly higher than THOIX's 13.61% return. Over the past 10 years, GSAKX has underperformed THOIX with an annualized return of 11.21%, while THOIX has yielded a comparatively higher 13.90% annualized return.
GSAKX
- 1D
- -0.20%
- 1M
- 2.18%
- 6M
- 8.99%
- YTD
- 15.60%
- 1Y
- 31.50%
- 3Y*
- 20.13%
- 5Y*
- 13.18%
- 10Y*
- 11.21%
- ALL TIME*
- 5.33%
THOIX
- 1D
- 2.44%
- 1M
- 3.95%
- 6M
- 6.21%
- YTD
- 13.61%
- 1Y
- 33.45%
- 3Y*
- 22.82%
- 5Y*
- 14.03%
- 10Y*
- 13.90%
- ALL TIME*
- 10.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSAKX vs. THOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSAKX Goldman Sachs International Equity Income Fund Class A | 15.60% | 33.81% | 8.50% | 17.26% | -8.28% | 13.26% | 2.22% | 26.54% | -12.40% | 26.04% |
THOIX Thornburg Global Opportunities Fund | 13.61% | 41.04% | 13.08% | 16.26% | -10.12% | 14.72% | 22.50% | 28.74% | -20.72% | 22.03% |
Correlation
The correlation between GSAKX and THOIX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.78 |
Over the past year, the correlation between GSAKX and THOIX has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
GSAKX vs. THOIX — Risk / Return Rank
GSAKX
THOIX
GSAKX vs. THOIX - 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 Thornburg Global Opportunities Fund (THOIX). 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.
| GSAKX | THOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.50 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 3.70 | -0.89 |
| Martin ratioReturn relative to average drawdown | 10.16 | 12.83 | -2.67 |
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Drawdowns
GSAKX vs. THOIX - Drawdown Comparison
The maximum GSAKX drawdown since its inception was -56.96%, smaller than the maximum THOIX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for GSAKX and THOIX.
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Drawdown Indicators
| GSAKX | THOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.96% | -64.58% | +7.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -8.62% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.18% | -13.71% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -30.18% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.49% | -35.22% | +0.73% |
Current DrawdownCurrent decline from peak | -0.20% | -0.97% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -11.40% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.48% | +0.63% |
Volatility
GSAKX vs. THOIX - Volatility Comparison
The current volatility for Goldman Sachs International Equity Income Fund Class A (GSAKX) is 3.87%, while Thornburg Global Opportunities Fund (THOIX) has a volatility of 4.09%. This indicates that GSAKX experiences smaller price fluctuations and is considered to be less risky than THOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSAKX | THOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 4.09% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 9.66% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 12.10% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 16.51% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 17.35% | -1.54% |
GSAKX vs. THOIX - Expense Ratio Comparison
GSAKX has a 1.40% expense ratio, which is higher than THOIX's 0.99% expense ratio.
Dividends
GSAKX vs. THOIX - Dividend Comparison
GSAKX's dividend yield for the trailing twelve months is around 3.26%, less than THOIX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSAKX Goldman Sachs International Equity Income Fund Class A | 3.26% | 3.75% | 2.93% | 2.68% | 0.51% | 2.74% | 1.73% | 2.69% | 15.27% | 1.41% | 2.01% | 0.77% |
THOIX Thornburg Global Opportunities Fund | 5.65% | 6.42% | 5.70% | 5.70% | 4.00% | 14.39% | 6.70% | 1.47% | 2.65% | 0.67% | 0.82% | 0.59% |
Frequently Asked Questions
GSAKX and THOIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THOIX has higher volatility (4.09%) compared to GSAKX (3.87%). In terms of maximum drawdown, GSAKX dropped -56.96% vs THOIX's -64.58%.
THOIX currently has the higher Sharpe Ratio (2.63 vs 2.19), 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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