GSIFX vs. FMIJX
Compare and contrast key facts about Goldman Sachs International Equity ESG Fund Class A (GSIFX) and FMI International Fund (FMIJX).
GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992. FMIJX is managed by FMI Funds. It was launched on Dec 31, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSIFX or FMIJX.
Key characteristics
| GSIFX | FMIJX | |
|---|---|---|
| YTD Return | 6.88% | 8.67% |
| 1Y Return | 9.19% | 16.55% |
| 3Y Return (Ann) | 3.27% | 3.31% |
| 5Y Return (Ann) | 10.87% | 5.87% |
| 10Y Return (Ann) | 5.64% | 5.65% |
| Sharpe Ratio | 0.75 | 1.90 |
| Daily Std Dev | 12.71% | 9.13% |
| Max Drawdown | -61.39% | -37.45% |
| Current Drawdown | -0.59% | -0.22% |
Correlation
The correlation between GSIFX and FMIJX is 0.83, 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.
Performance
GSIFX vs. FMIJX - Performance Comparison
In the year-to-date period, GSIFX achieves a 6.88% return, which is significantly lower than FMIJX's 8.67% return. Both investments have delivered pretty close results over the past 10 years, with GSIFX having a 5.64% annualized return and FMIJX not far ahead at 5.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSIFX vs. FMIJX - Expense Ratio Comparison
GSIFX has a 1.35% expense ratio, which is higher than FMIJX's 0.94% expense ratio.
Risk-Adjusted Performance
GSIFX vs. FMIJX - 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 FMI International Fund (FMIJX). 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.
Dividends
GSIFX vs. FMIJX - Dividend Comparison
GSIFX's dividend yield for the trailing twelve months is around 1.29%, while FMIJX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIFX Goldman Sachs International Equity ESG Fund Class A | 1.29% | 1.38% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% | 3.27% | 0.36% |
FMIJX FMI International Fund | 0.00% | 0.00% | 4.43% | 3.46% | 0.00% | 3.55% | 7.43% | 1.62% | 3.76% | 1.84% | 3.47% | 2.71% |
Drawdowns
GSIFX vs. FMIJX - Drawdown Comparison
The maximum GSIFX drawdown since its inception was -61.39%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for GSIFX and FMIJX. For additional features, visit the drawdowns tool.
Volatility
GSIFX vs. FMIJX - Volatility Comparison
Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a higher volatility of 3.75% compared to FMI International Fund (FMIJX) at 2.25%. This indicates that GSIFX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.