GSIFX vs. FZALX
Compare and contrast key facts about Goldman Sachs International Equity ESG Fund Class A (GSIFX) and Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX).
GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992. FZALX is managed by Fidelity. It was launched on Aug 13, 2013.
Performance
GSIFX vs. FZALX - Performance Comparison
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GSIFX vs. FZALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | -5.06% | 27.07% | 26.13% | 26.63% | -8.89% | 26.44% | 13.06% | 31.25% | -7.31% | 18.01% |
Returns By Period
In the year-to-date period, GSIFX achieves a -5.52% return, which is significantly lower than FZALX's -5.06% return. Over the past 10 years, GSIFX has underperformed FZALX with an annualized return of 8.34%, while FZALX has yielded a comparatively higher 15.21% annualized return.
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%
FZALX
- 1D
- -0.54%
- 1M
- -7.42%
- YTD
- -5.06%
- 6M
- -0.48%
- 1Y
- 23.20%
- 3Y*
- 21.36%
- 5Y*
- 14.68%
- 10Y*
- 15.21%
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GSIFX vs. FZALX - Expense Ratio Comparison
GSIFX has a 1.35% expense ratio, which is higher than FZALX's 0.51% expense ratio.
Return for Risk
GSIFX vs. FZALX — Risk / Return Rank
GSIFX
FZALX
GSIFX vs. FZALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity ESG Fund Class A (GSIFX) and Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX). 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.
| GSIFX | FZALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.31 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.87 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.30 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.75 | -0.93 |
Martin ratioReturn relative to average drawdown | 3.23 | 8.19 | -4.96 |
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
| GSIFX | FZALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.31 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.88 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.84 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.79 | -0.49 |
Correlation
The correlation between GSIFX and FZALX is 0.75, 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
GSIFX vs. FZALX - Dividend Comparison
GSIFX's dividend yield for the trailing twelve months is around 2.31%, less than FZALX's 4.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FZALX Fidelity Advisor Mega Cap Stock Fund Class Z | 4.25% | 4.04% | 2.83% | 2.17% | 4.51% | 4.92% | 8.14% | 13.19% | 21.94% | 16.56% | 2.12% | 4.33% |
Drawdowns
GSIFX vs. FZALX - Drawdown Comparison
The maximum GSIFX drawdown since its inception was -59.25%, which is greater than FZALX's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for GSIFX and FZALX.
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Drawdown Indicators
| GSIFX | FZALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.25% | -35.23% | -24.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.17% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -31.94% | -23.25% | -8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -35.23% | +0.23% |
Current DrawdownCurrent decline from peak | -11.48% | -8.99% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -15.30% | -3.81% | -11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.59% | +0.47% |
Volatility
GSIFX vs. FZALX - Volatility Comparison
Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a higher volatility of 6.71% compared to Fidelity Advisor Mega Cap Stock Fund Class Z (FZALX) at 4.37%. This indicates that GSIFX's price experiences larger fluctuations and is considered to be riskier than FZALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIFX | FZALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 4.37% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 9.26% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 18.16% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 16.67% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 18.12% | -0.80% |