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GSIFX vs. GSAKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIFX vs. GSAKX - Performance Comparison

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

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GSIFX vs. GSAKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GSAKX
Goldman Sachs International Equity Income Fund Class A
0.47%33.81%8.50%17.26%-8.28%13.26%2.22%26.54%-12.40%26.04%

Returns By Period

In the year-to-date period, GSIFX achieves a -5.52% return, which is significantly lower than GSAKX's 0.47% return. Over the past 10 years, GSIFX has underperformed GSAKX with an annualized return of 8.34%, while GSAKX has yielded a comparatively higher 9.79% 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%

GSAKX

1D
0.80%
1M
-10.47%
YTD
0.47%
6M
8.32%
1Y
22.32%
3Y*
16.61%
5Y*
11.53%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIFX vs. GSAKX - Expense Ratio Comparison

GSIFX has a 1.35% expense ratio, which is lower than GSAKX's 1.40% expense ratio.


Return for Risk

GSIFX vs. GSAKX — Risk / Return Rank

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

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

GSAKX
GSAKX Risk / Return Rank: 7575
Overall Rank
GSAKX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GSAKX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GSAKX Omega Ratio Rank: 7171
Omega Ratio Rank
GSAKX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GSAKX Martin Ratio Rank: 7474
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.

GSIFX vs. GSAKX - 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 Goldman Sachs International Equity Income Fund Class A (GSAKX). 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.


GSIFXGSAKXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.35

-0.75

Sortino ratio

Return per unit of downside risk

0.91

1.80

-0.88

Omega ratio

Gain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratio

Return relative to maximum drawdown

0.81

1.89

-1.08

Martin ratio

Return relative to average drawdown

3.23

7.07

-3.84

GSIFX vs. GSAKX - Sharpe Ratio Comparison

The current GSIFX Sharpe Ratio is 0.60, which is lower than the GSAKX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GSIFX and GSAKX, 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


GSIFXGSAKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.35

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.80

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.61

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.24

+0.07

Correlation

The correlation between GSIFX and GSAKX is 0.96, 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. GSAKX - Dividend Comparison

GSIFX's dividend yield for the trailing twelve months is around 2.31%, less than GSAKX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
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%
GSAKX
Goldman Sachs International Equity Income Fund Class A
3.73%3.75%2.93%2.68%0.51%2.74%1.73%2.69%15.27%1.41%2.01%0.77%

Drawdowns

GSIFX vs. GSAKX - Drawdown Comparison

The maximum GSIFX drawdown since its inception was -59.25%, roughly equal to the maximum GSAKX drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for GSIFX and GSAKX.


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Drawdown Indicators


GSIFXGSAKXDifference

Max Drawdown

Largest peak-to-trough decline

-59.25%

-56.96%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-11.31%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-26.02%

-5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-34.49%

-0.51%

Current Drawdown

Current decline from peak

-11.48%

-10.47%

-1.01%

Average Drawdown

Average peak-to-trough decline

-15.30%

-12.36%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.03%

+0.03%

Volatility

GSIFX vs. GSAKX - Volatility Comparison

Goldman Sachs International Equity ESG Fund Class A (GSIFX) and Goldman Sachs International Equity Income Fund Class A (GSAKX) have volatilities of 6.71% and 6.86%, 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


GSIFXGSAKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

6.86%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

10.42%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

16.09%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

14.44%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

16.08%

+1.24%