GSGIX vs. VTIBX
GSGIX (Goldman Sachs Global Core Fixed Income Fund) and VTIBX (Vanguard Total International Bond Index Fund) are both Global Bonds funds. Over the past 10 years, GSGIX returned 1.49%/yr vs 1.45%/yr for VTIBX. Their correlation of 0.81 means they have usually moved in the same direction. GSGIX charges 0.91%/yr vs 0.13%/yr for VTIBX.
Performance
GSGIX vs. VTIBX - Performance Comparison
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Returns By Period
In the year-to-date period, GSGIX achieves a -0.38% return, which is significantly lower than VTIBX's 0.20% return. Both investments have delivered pretty close results over the past 10 years, with GSGIX having a 1.49% annualized return and VTIBX not far behind at 1.45%.
GSGIX
- 1D
- 0.18%
- 1M
- -1.05%
- 6M
- -0.62%
- YTD
- -0.38%
- 1Y
- 1.81%
- 3Y*
- 3.17%
- 5Y*
- -0.48%
- 10Y*
- 1.49%
- ALL TIME*
- 4.16%
VTIBX
- 1D
- 0.10%
- 1M
- -0.73%
- 6M
- -0.11%
- YTD
- 0.20%
- 1Y
- 1.30%
- 3Y*
- 3.98%
- 5Y*
- -0.03%
- 10Y*
- 1.45%
- ALL TIME*
- 2.32%
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 |
GSGIX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSGIX Goldman Sachs Global Core Fixed Income Fund | -0.38% | 5.09% | 0.86% | 7.66% | -12.98% | -2.59% | 8.90% | 10.17% | -0.12% | 2.43% |
VTIBX Vanguard Total International Bond Index Fund | 0.20% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Correlation
The correlation between GSGIX and VTIBX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.81 |
The correlation between GSGIX and VTIBX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
GSGIX vs. VTIBX — Risk / Return Rank
GSGIX
VTIBX
GSGIX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Core Fixed Income Fund (GSGIX) and Vanguard Total International Bond Index Fund (VTIBX). 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.
| GSGIX | VTIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.08 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 0.48 | +0.31 |
| Martin ratioReturn relative to average drawdown | 2.04 | 1.20 | +0.84 |
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Drawdowns
GSGIX vs. VTIBX - Drawdown Comparison
The maximum GSGIX drawdown since its inception was -19.90%, which is greater than VTIBX's maximum drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for GSGIX and VTIBX.
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Drawdown Indicators
| GSGIX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -16.15% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -2.95% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -4.49% | -2.95% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -15.81% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | -16.15% | -3.75% |
Current DrawdownCurrent decline from peak | -5.69% | -1.65% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -3.05% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 1.17% | +0.06% |
Volatility
GSGIX vs. VTIBX - Volatility Comparison
Goldman Sachs Global Core Fixed Income Fund (GSGIX) and Vanguard Total International Bond Index Fund (VTIBX) have volatilities of 0.92% and 0.89%, 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
| GSGIX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 0.89% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 2.76% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 3.20% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 4.51% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.12% | 3.66% | +0.46% |
GSGIX vs. VTIBX - Expense Ratio Comparison
GSGIX has a 0.91% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Dividends
GSGIX vs. VTIBX - Dividend Comparison
GSGIX's dividend yield for the trailing twelve months is around 2.80%, less than VTIBX's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGIX Goldman Sachs Global Core Fixed Income Fund | 2.80% | 3.01% | 2.64% | 2.12% | 1.60% | 1.32% | 5.04% | 4.13% | 1.28% | 1.74% | 1.40% | 5.97% |
VTIBX Vanguard Total International Bond Index Fund | 4.25% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Frequently Asked Questions
GSGIX and VTIBX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSGIX has higher volatility (0.92%) compared to VTIBX (0.89%). In terms of maximum drawdown, GSGIX dropped -19.90% vs VTIBX's -16.15%.
GSGIX currently has the higher Sharpe Ratio (0.76 vs 0.44), 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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