GSIFX vs. ^GSPC
Compare and contrast key facts about Goldman Sachs International Equity ESG Fund Class A (GSIFX) and S&P 500 (^GSPC).
GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSIFX or ^GSPC.
Correlation
The correlation between GSIFX and ^GSPC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GSIFX vs. ^GSPC - Performance Comparison
Key characteristics
GSIFX:
-0.36
^GSPC:
-0.27
GSIFX:
-0.39
^GSPC:
-0.24
GSIFX:
0.95
^GSPC:
0.97
GSIFX:
-0.41
^GSPC:
-0.23
GSIFX:
-1.05
^GSPC:
-1.14
GSIFX:
5.21%
^GSPC:
3.73%
GSIFX:
15.03%
^GSPC:
15.94%
GSIFX:
-61.39%
^GSPC:
-56.78%
GSIFX:
-13.32%
^GSPC:
-18.90%
Returns By Period
In the year-to-date period, GSIFX achieves a -2.64% return, which is significantly higher than ^GSPC's -15.28% return. Over the past 10 years, GSIFX has underperformed ^GSPC with an annualized return of 4.53%, while ^GSPC has yielded a comparatively higher 9.04% annualized return.
GSIFX
-2.64%
-10.90%
-10.09%
-5.65%
9.28%
4.53%
^GSPC
-15.28%
-13.65%
-13.36%
-4.22%
12.35%
9.04%
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Risk-Adjusted Performance
GSIFX vs. ^GSPC — Risk-Adjusted Performance Rank
GSIFX
^GSPC
GSIFX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity ESG Fund Class A (GSIFX) and S&P 500 (^GSPC). 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.
Drawdowns
GSIFX vs. ^GSPC - Drawdown Comparison
The maximum GSIFX drawdown since its inception was -61.39%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GSIFX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
GSIFX vs. ^GSPC - Volatility Comparison
The current volatility for Goldman Sachs International Equity ESG Fund Class A (GSIFX) is 7.24%, while S&P 500 (^GSPC) has a volatility of 9.03%. This indicates that GSIFX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.