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GSIFX vs. VWILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSIFX and VWILX is 0.74, 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. 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.

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Key characteristics

Sharpe Ratio

GSIFX:

0.78

VWILX:

0.15

Sortino Ratio

GSIFX:

1.01

VWILX:

0.26

Omega Ratio

GSIFX:

1.13

VWILX:

1.04

Calmar Ratio

GSIFX:

0.78

VWILX:

0.04

Martin Ratio

GSIFX:

2.02

VWILX:

0.26

Ulcer Index

GSIFX:

5.25%

VWILX:

7.41%

Daily Std Dev

GSIFX:

16.52%

VWILX:

23.72%

Max Drawdown

GSIFX:

-61.39%

VWILX:

-65.55%

Current Drawdown

GSIFX:

-1.04%

VWILX:

-34.67%

Returns By Period

In the year-to-date period, GSIFX achieves a 16.88% return, which is significantly higher than VWILX's 11.72% return. Over the past 10 years, GSIFX has outperformed VWILX with an annualized return of 6.84%, while VWILX has yielded a comparatively lower 5.40% annualized return.


GSIFX

YTD

16.88%

1M

4.70%

6M

13.02%

1Y

12.66%

3Y*

9.18%

5Y*

12.12%

10Y*

6.84%

VWILX

YTD

11.72%

1M

7.70%

6M

-0.47%

1Y

3.59%

3Y*

4.53%

5Y*

2.39%

10Y*

5.40%

*Annualized

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GSIFX vs. VWILX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GSIFX vs. VWILX — Risk-Adjusted Performance Rank

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

GSIFX
The Risk-Adjusted Performance Rank of GSIFX is 5555
Overall Rank
The Sharpe Ratio Rank of GSIFX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIFX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GSIFX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GSIFX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of GSIFX is 4545
Martin Ratio Rank

VWILX
The Risk-Adjusted Performance Rank of VWILX is 1616
Overall Rank
The Sharpe Ratio Rank of VWILX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VWILX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VWILX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VWILX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of VWILX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSIFX vs. VWILX - 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 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.


The current GSIFX Sharpe Ratio is 0.78, which is higher than the VWILX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of GSIFX and VWILX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GSIFX vs. VWILX - Dividend Comparison

GSIFX's dividend yield for the trailing twelve months is around 1.97%, less than VWILX's 8.78% yield.


TTM20242023202220212020201920182017201620152014
GSIFX
Goldman Sachs International Equity ESG Fund Class A
1.97%2.30%1.37%0.82%6.29%0.00%1.68%1.45%1.25%2.79%1.16%3.27%
VWILX
Vanguard International Growth Fund Admiral Shares
8.78%9.81%1.92%7.03%14.02%2.38%1.30%5.52%0.84%1.42%1.53%2.46%

Drawdowns

GSIFX vs. VWILX - Drawdown Comparison

The maximum GSIFX drawdown since its inception was -61.39%, smaller than the maximum VWILX drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for GSIFX and VWILX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GSIFX vs. VWILX - Volatility Comparison

The current volatility for Goldman Sachs International Equity ESG Fund Class A (GSIFX) is 3.38%, while Vanguard International Growth Fund Admiral Shares (VWILX) has a volatility of 4.04%. 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.


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