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GSHIX vs. GSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSHIX vs. GSIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs High Yield Fund (GSHIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). The values are adjusted to include any dividend payments, if applicable.

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GSHIX vs. GSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSHIX
Goldman Sachs High Yield Fund
-1.97%8.53%6.91%12.46%-13.80%4.13%5.48%15.54%-3.69%6.19%
GSIFX
Goldman Sachs International Equity ESG Fund Class A
-5.52%25.51%0.33%15.44%-17.69%16.23%22.89%27.68%-14.85%25.29%

Returns By Period

In the year-to-date period, GSHIX achieves a -1.97% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GSHIX has underperformed GSIFX with an annualized return of 4.86%, while GSIFX has yielded a comparatively higher 8.34% annualized return.


GSHIX

1D
0.18%
1M
-2.46%
YTD
-1.97%
6M
-0.53%
1Y
5.80%
3Y*
7.21%
5Y*
2.73%
10Y*
4.86%

GSIFX

1D
0.76%
1M
-11.48%
YTD
-5.52%
6M
-2.26%
1Y
11.02%
3Y*
7.80%
5Y*
5.33%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSHIX vs. GSIFX - Expense Ratio Comparison

GSHIX has a 0.71% expense ratio, which is lower than GSIFX's 1.35% expense ratio.


Return for Risk

GSHIX vs. GSIFX — Risk / Return Rank

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

GSHIX
GSHIX Risk / Return Rank: 8080
Overall Rank
GSHIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GSHIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
GSHIX Omega Ratio Rank: 8787
Omega Ratio Rank
GSHIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
GSHIX Martin Ratio Rank: 7878
Martin Ratio Rank

GSIFX
GSIFX Risk / Return Rank: 2626
Overall Rank
GSIFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GSIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GSIFX Omega Ratio Rank: 2121
Omega Ratio Rank
GSIFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GSIFX Martin Ratio Rank: 3030
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.

GSHIX vs. GSIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Fund (GSHIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.


GSHIXGSIFXDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.60

+0.94

Sortino ratio

Return per unit of downside risk

2.21

0.91

+1.30

Omega ratio

Gain probability vs. loss probability

1.37

1.12

+0.24

Calmar ratio

Return relative to maximum drawdown

1.66

0.81

+0.84

Martin ratio

Return relative to average drawdown

7.52

3.23

+4.29

GSHIX vs. GSIFX - Sharpe Ratio Comparison

The current GSHIX Sharpe Ratio is 1.54, which is higher than the GSIFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GSHIX and GSIFX, 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


GSHIXGSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.60

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.32

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.48

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.30

+0.77

Correlation

The correlation between GSHIX and GSIFX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GSHIX vs. GSIFX - Dividend Comparison

GSHIX's dividend yield for the trailing twelve months is around 6.14%, more than GSIFX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
GSHIX
Goldman Sachs High Yield Fund
6.14%6.53%6.47%6.01%4.41%4.83%5.45%5.64%5.85%5.42%5.54%6.33%
GSIFX
Goldman Sachs International Equity ESG Fund Class A
2.31%2.18%2.30%1.37%0.82%6.29%0.00%1.67%1.45%1.25%2.79%1.16%

Drawdowns

GSHIX vs. GSIFX - Drawdown Comparison

The maximum GSHIX drawdown since its inception was -34.42%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GSHIX and GSIFX.


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Drawdown Indicators


GSHIXGSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-59.25%

+24.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-12.15%

+8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

-31.94%

+14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-23.06%

-35.00%

+11.94%

Current Drawdown

Current decline from peak

-2.48%

-11.48%

+9.00%

Average Drawdown

Average peak-to-trough decline

-3.05%

-15.30%

+12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

3.06%

-2.31%

Volatility

GSHIX vs. GSIFX - Volatility Comparison

The current volatility for Goldman Sachs High Yield Fund (GSHIX) is 1.52%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that GSHIX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSHIXGSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

6.71%

-5.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

11.13%

-8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

16.87%

-12.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

16.71%

-11.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

17.32%

-11.45%