GSGIX vs. VTILX
Compare and contrast key facts about Goldman Sachs Global Core Fixed Income Fund (GSGIX) and Vanguard Total International Bond II Index Fund (VTILX).
GSGIX is managed by Goldman Sachs. It was launched on Aug 1, 1991. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
GSGIX vs. VTILX - Performance Comparison
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GSGIX vs. VTILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GSGIX Goldman Sachs Global Core Fixed Income Fund | -1.27% | 5.09% | 0.86% | 7.66% | -12.98% | 1.20% |
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, GSGIX achieves a -1.27% return, which is significantly lower than VTILX's -0.76% return.
GSGIX
- 1D
- 0.36%
- 1M
- -2.84%
- YTD
- -1.27%
- 6M
- -0.19%
- 1Y
- 2.58%
- 3Y*
- 2.91%
- 5Y*
- -0.20%
- 10Y*
- 1.66%
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
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GSGIX vs. VTILX - Expense Ratio Comparison
GSGIX has a 0.91% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Return for Risk
GSGIX vs. VTILX — Risk / Return Rank
GSGIX
VTILX
GSGIX vs. VTILX - 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 II Index Fund (VTILX). 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.
| GSGIX | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.79 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.10 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.92 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.14 | 3.92 | +0.23 |
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
| GSGIX | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.79 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.03 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.04 | +1.12 |
Correlation
The correlation between GSGIX and VTILX is 0.87, 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
GSGIX vs. VTILX - Dividend Comparison
GSGIX's dividend yield for the trailing twelve months is around 2.75%, less than VTILX's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSGIX Goldman Sachs Global Core Fixed Income Fund | 2.75% | 3.01% | 2.64% | 2.12% | 1.60% | 1.32% | 5.04% | 4.13% | 1.28% | 1.74% | 1.40% | 5.97% |
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSGIX vs. VTILX - Drawdown Comparison
The maximum GSGIX drawdown since its inception was -19.90%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for GSGIX and VTILX.
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Drawdown Indicators
| GSGIX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.90% | -15.85% | -4.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -2.90% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -15.85% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -19.90% | — | — |
Current DrawdownCurrent decline from peak | -6.52% | -2.59% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -6.05% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.68% | +0.12% |
Volatility
GSGIX vs. VTILX - Volatility Comparison
Goldman Sachs Global Core Fixed Income Fund (GSGIX) and Vanguard Total International Bond II Index Fund (VTILX) have volatilities of 1.45% and 1.41%, 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 | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.41% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 2.02% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.33% | 3.04% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 4.39% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 4.37% | -0.28% |