GSIFX vs. VWILX

Last updated Jun 23, 2026

GSIFX (Goldman Sachs International Equity ESG Fund Class A) and VWILX (Vanguard International Growth Fund Admiral Shares) are both Foreign Large Cap Equities funds. Over the past 10 years, GSIFX returned 9.72%/yr vs 10.05%/yr for VWILX. Their correlation of 0.89 suggests significant overlap in exposure. GSIFX charges 1.35%/yr vs 0.32%/yr for VWILX.

Performance

GSIFX vs. VWILX - 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 Vanguard International Growth Fund Admiral Shares (VWILX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSIFX achieves a 7.76% return, which is significantly higher than VWILX's 6.00% return. Both investments have delivered pretty close results over the past 10 years, with GSIFX having a 9.72% annualized return and VWILX not far ahead at 10.05%.

GSIFX

• 1D: 0.96%
• 1M: 1.65%
• YTD: 7.76%
• 6M: 7.90%
• 1Y: 16.94%
• 3Y*: 11.07%
• 5Y*: 6.72%
• 10Y*: 9.72%

VWILX

• 1D: 1.53%
• 1M: 2.62%
• YTD: 6.00%
• 6M: 6.57%
• 1Y: 14.74%
• 3Y*: 11.44%
• 5Y*: -1.38%
• 10Y*: 10.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIFX vs. VWILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSIFX Goldman Sachs International Equity ESG Fund Class A	7.76%	25.51%	0.33%	15.44%	-17.69%	16.23%	22.89%	27.68%	-14.85%	25.29%
VWILX Vanguard International Growth Fund Admiral Shares	6.00%	20.08%	9.18%	14.80%	-30.80%	-12.81%	59.77%	31.50%	-12.58%	43.17%

Correlation

The correlation between GSIFX and VWILX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 13, 2001	0.89

The correlation between GSIFX and VWILX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

Return for Risk

GSIFX vs. VWILX — Risk / Return Rank

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

GSIFX

GSIFX Risk / Return Rank: 16
GSIFX Sharpe Ratio Rank: 14
GSIFX Sortino Ratio Rank: 14
GSIFX Omega Ratio Rank: 14
GSIFX Calmar Ratio Rank: 15
GSIFX Martin Ratio Rank: 22

VWILX

VWILX Risk / Return Rank: 10
VWILX Sharpe Ratio Rank: 9
VWILX Sortino Ratio Rank: 10
VWILX Omega Ratio Rank: 9
VWILX Calmar Ratio Rank: 11
VWILX Martin Ratio Rank: 12

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. VWILX - 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 Vanguard International Growth Fund Admiral Shares (VWILX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GSIFX	VWILX	Difference
Sharpe ratio: Return per unit of total volatility	1.00	0.73	+0.27
Sortino ratio: Return per unit of downside risk	1.48	1.13	+0.35
Omega ratio: Gain probability vs. loss probability	1.18	1.14	+0.04
Calmar ratio: Return relative to maximum drawdown	1.30	0.98	+0.32
Martin ratio: Return relative to average drawdown	4.98	3.14	+1.84

GSIFX vs. VWILX - Sharpe Ratio Comparison

The current GSIFX Sharpe Ratio is 1.00, which is higher than the VWILX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GSIFX and VWILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GSIFX vs. VWILX - Drawdown Comparison

The maximum GSIFX drawdown since its inception was -59.25%, roughly equal to the maximum VWILX drawdown of -59.49%. Use the drawdown chart below to compare losses from any high point for GSIFX and VWILX.

Drawdown Indicators

	GSIFX	VWILX	Difference
Max Drawdown Largest peak-to-trough decline	-59.25%	-59.49%	+0.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.15%	-14.06%	+1.91%
Max Drawdown (3Y) Largest decline over 3 years	-13.83%	-20.02%	+6.19%
Max Drawdown (5Y) Largest decline over 5 years	-31.94%	-53.56%	+21.62%
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	-54.08%	+19.08%
Current Drawdown Current decline from peak	0.00%	-14.85%	+14.85%
Average Drawdown Average peak-to-trough decline	-15.21%	-15.09%	-0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	4.39%	-1.22%

Volatility

GSIFX vs. VWILX - Volatility Comparison

The current volatility for Goldman Sachs International Equity ESG Fund Class A (GSIFX) is 4.48%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 6.73%. This indicates that GSIFX experiences smaller price fluctuations and is considered to be less risky than VWILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSIFX	VWILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	6.73%	-2.25%
Volatility (6M) Calculated over the trailing 6-month period	12.83%	15.58%	-2.75%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	18.79%	-3.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	23.56%	-6.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.39%	21.75%	-4.36%

GSIFX vs. VWILX - Expense Ratio Comparison

GSIFX has a 1.35% expense ratio, which is higher than VWILX's 0.32% expense ratio.

Dividends

GSIFX vs. VWILX - Dividend Comparison

GSIFX's dividend yield for the trailing twelve months is around 2.03%, less than VWILX's 6.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSIFX Goldman Sachs International Equity ESG Fund Class A	2.03%	2.18%	2.30%	1.37%	0.82%	6.29%	0.00%	1.67%	1.45%	1.25%	2.79%	1.16%
VWILX Vanguard International Growth Fund Admiral Shares	6.50%	6.89%	9.81%	1.92%	7.03%	0.36%	2.38%	1.30%	5.52%	0.84%	1.42%	1.53%

Frequently Asked Questions

Can I hold both GSIFX and VWILX in my portfolio?

GSIFX and VWILX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSIFX or VWILX?

VWILX has higher volatility (6.73%) compared to GSIFX (4.48%). In terms of maximum drawdown, GSIFX dropped -59.25% vs VWILX's -59.49%.

Which has better risk-adjusted returns?

GSIFX currently has the higher Sharpe Ratio (1.00 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.