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GSGDX vs. GCIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSGDX vs. GCIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Investment Grade Credit Fund (GSGDX) and Goldman Sachs International Equity Insights Fund (GCIIX). The values are adjusted to include any dividend payments, if applicable.

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GSGDX vs. GCIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSGDX
Goldman Sachs Investment Grade Credit Fund
-1.55%8.23%1.93%8.81%-17.33%-0.97%10.12%16.83%-2.55%6.49%
GCIIX
Goldman Sachs International Equity Insights Fund
-0.88%40.72%9.65%20.80%-14.91%11.71%7.83%18.52%-15.82%29.65%

Returns By Period

In the year-to-date period, GSGDX achieves a -1.55% return, which is significantly lower than GCIIX's -0.88% return. Over the past 10 years, GSGDX has underperformed GCIIX with an annualized return of 2.78%, while GCIIX has yielded a comparatively higher 10.01% annualized return.


GSGDX

1D
0.50%
1M
-3.03%
YTD
-1.55%
6M
-0.62%
1Y
3.97%
3Y*
4.21%
5Y*
0.35%
10Y*
2.78%

GCIIX

1D
0.22%
1M
-11.76%
YTD
-0.88%
6M
5.26%
1Y
27.58%
3Y*
19.39%
5Y*
10.91%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSGDX vs. GCIIX - Expense Ratio Comparison

GSGDX has a 0.38% expense ratio, which is lower than GCIIX's 0.80% expense ratio.


Return for Risk

GSGDX vs. GCIIX — Risk / Return Rank

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

GSGDX
GSGDX Risk / Return Rank: 4444
Overall Rank
GSGDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GSGDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
GSGDX Omega Ratio Rank: 3333
Omega Ratio Rank
GSGDX Calmar Ratio Rank: 5858
Calmar Ratio Rank
GSGDX Martin Ratio Rank: 4545
Martin Ratio Rank

GCIIX
GCIIX Risk / Return Rank: 8383
Overall Rank
GCIIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GCIIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GCIIX Omega Ratio Rank: 8181
Omega Ratio Rank
GCIIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
GCIIX Martin Ratio Rank: 8282
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.

GSGDX vs. GCIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Investment Grade Credit Fund (GSGDX) and Goldman Sachs International Equity Insights Fund (GCIIX). 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.


GSGDXGCIIXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.60

-0.70

Sortino ratio

Return per unit of downside risk

1.25

2.11

-0.85

Omega ratio

Gain probability vs. loss probability

1.16

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

1.37

2.08

-0.71

Martin ratio

Return relative to average drawdown

4.55

8.19

-3.64

GSGDX vs. GCIIX - Sharpe Ratio Comparison

The current GSGDX Sharpe Ratio is 0.90, which is lower than the GCIIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of GSGDX and GCIIX, 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


GSGDXGCIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.60

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.69

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.60

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.29

+0.36

Correlation

The correlation between GSGDX and GCIIX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GSGDX vs. GCIIX - Dividend Comparison

GSGDX's dividend yield for the trailing twelve months is around 4.46%, less than GCIIX's 7.85% yield.


TTM20252024202320222021202020192018201720162015
GSGDX
Goldman Sachs Investment Grade Credit Fund
4.46%4.75%3.94%3.52%2.74%5.10%4.18%5.89%3.56%3.19%3.38%3.76%
GCIIX
Goldman Sachs International Equity Insights Fund
7.85%7.78%9.24%2.81%3.94%6.33%1.86%2.46%1.94%1.62%2.51%1.45%

Drawdowns

GSGDX vs. GCIIX - Drawdown Comparison

The maximum GSGDX drawdown since its inception was -23.48%, smaller than the maximum GCIIX drawdown of -61.08%. Use the drawdown chart below to compare losses from any high point for GSGDX and GCIIX.


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Drawdown Indicators


GSGDXGCIIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-61.08%

+37.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-12.33%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.48%

-30.58%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.48%

-39.85%

+16.37%

Current Drawdown

Current decline from peak

-3.53%

-11.85%

+8.32%

Average Drawdown

Average peak-to-trough decline

-3.89%

-15.11%

+11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

3.14%

-2.06%

Volatility

GSGDX vs. GCIIX - Volatility Comparison

The current volatility for Goldman Sachs Investment Grade Credit Fund (GSGDX) is 1.92%, while Goldman Sachs International Equity Insights Fund (GCIIX) has a volatility of 7.14%. This indicates that GSGDX experiences smaller price fluctuations and is considered to be less risky than GCIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSGDXGCIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

7.14%

-5.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

10.99%

-8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.05%

16.67%

-11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

15.89%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.38%

16.67%

-10.29%