GSCGX vs. DFIEX
Compare and contrast key facts about Goldman Sachs Large Cap Core Fund (GSCGX) and DFA International Core Equity Portfolio I (DFIEX).
GSCGX is managed by Goldman Sachs. It was launched on Apr 20, 1990. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GSCGX vs. DFIEX - Performance Comparison
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GSCGX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSCGX Goldman Sachs Large Cap Core Fund | -4.98% | 15.70% | 38.33% | 26.49% | -19.82% | 24.47% | 22.78% | 32.33% | -2.82% | 31.84% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GSCGX achieves a -4.98% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, GSCGX has outperformed DFIEX with an annualized return of 15.15%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
GSCGX
- 1D
- 3.06%
- 1M
- -5.09%
- YTD
- -4.98%
- 6M
- -4.08%
- 1Y
- 15.52%
- 3Y*
- 21.37%
- 5Y*
- 12.84%
- 10Y*
- 15.15%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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GSCGX vs. DFIEX - Expense Ratio Comparison
GSCGX has a 1.04% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GSCGX vs. DFIEX — Risk / Return Rank
GSCGX
DFIEX
GSCGX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Core Fund (GSCGX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| GSCGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.95 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.55 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.57 | -1.41 |
Martin ratioReturn relative to average drawdown | 5.31 | 10.07 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSCGX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.95 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.21 |
Correlation
The correlation between GSCGX and DFIEX is 0.77, 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
GSCGX vs. DFIEX - Dividend Comparison
GSCGX's dividend yield for the trailing twelve months is around 12.75%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSCGX Goldman Sachs Large Cap Core Fund | 12.75% | 12.12% | 25.42% | 0.46% | 8.75% | 10.68% | 3.70% | 4.03% | 49.12% | 8.67% | 1.45% | 8.72% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GSCGX vs. DFIEX - Drawdown Comparison
The maximum GSCGX drawdown since its inception was -57.27%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GSCGX and DFIEX.
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Drawdown Indicators
| GSCGX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -62.22% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -11.01% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -28.66% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -41.04% | +6.95% |
Current DrawdownCurrent decline from peak | -6.77% | -7.75% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -11.04% | -12.26% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.81% | -0.14% |
Volatility
GSCGX vs. DFIEX - Volatility Comparison
The current volatility for Goldman Sachs Large Cap Core Fund (GSCGX) is 5.69%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that GSCGX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSCGX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 7.09% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 10.45% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 15.90% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 15.65% | +6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 16.35% | +4.32% |