GSIFX vs. QQQM
Compare and contrast key facts about Goldman Sachs International Equity ESG Fund Class A (GSIFX) and Invesco NASDAQ 100 ETF (QQQM).
GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Performance
GSIFX vs. QQQM - Performance Comparison
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GSIFX vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 17.34% |
QQQM Invesco NASDAQ 100 ETF | -5.92% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.67% |
Returns By Period
In the year-to-date period, GSIFX achieves a -5.52% return, which is significantly higher than QQQM's -5.92% 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%
QQQM
- 1D
- 3.37%
- 1M
- -4.84%
- YTD
- -5.92%
- 6M
- -3.59%
- 1Y
- 23.76%
- 3Y*
- 22.41%
- 5Y*
- 12.96%
- 10Y*
- —
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GSIFX vs. QQQM - Expense Ratio Comparison
GSIFX has a 1.35% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Return for Risk
GSIFX vs. QQQM — Risk / Return Rank
GSIFX
QQQM
GSIFX vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.06 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.65 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.89 | -1.08 |
Martin ratioReturn relative to average drawdown | 3.23 | 6.96 | -3.74 |
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 | QQQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.06 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.59 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.63 | -0.32 |
Correlation
The correlation between GSIFX and QQQM is 0.66, 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.
Dividends
GSIFX vs. QQQM - Dividend Comparison
GSIFX's dividend yield for the trailing twelve months is around 2.31%, more than QQQM's 0.53% 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% |
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSIFX vs. QQQM - Drawdown Comparison
The maximum GSIFX drawdown since its inception was -59.25%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for GSIFX and QQQM.
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Drawdown Indicators
| GSIFX | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.25% | -35.04% | -24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.55% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -31.94% | -35.04% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -11.48% | -8.99% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -15.30% | -8.47% | -6.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.41% | -0.35% |
Volatility
GSIFX vs. QQQM - Volatility Comparison
Goldman Sachs International Equity ESG Fund Class A (GSIFX) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 6.71% and 6.48%, 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
| GSIFX | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.48% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 12.73% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 22.42% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 22.25% | -5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 22.27% | -4.95% |