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GSIFX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GSIFX and ^GSPC is 0.61, 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.


-0.50.00.51.00.6

Performance

GSIFX vs. ^GSPC - 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 S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.27%
9.82%
GSIFX
^GSPC

Key characteristics

Sharpe Ratio

GSIFX:

0.64

^GSPC:

1.74

Sortino Ratio

GSIFX:

0.98

^GSPC:

2.36

Omega Ratio

GSIFX:

1.11

^GSPC:

1.32

Calmar Ratio

GSIFX:

0.66

^GSPC:

2.62

Martin Ratio

GSIFX:

1.70

^GSPC:

10.69

Ulcer Index

GSIFX:

4.90%

^GSPC:

2.08%

Daily Std Dev

GSIFX:

13.16%

^GSPC:

12.76%

Max Drawdown

GSIFX:

-61.39%

^GSPC:

-56.78%

Current Drawdown

GSIFX:

-4.36%

^GSPC:

-0.43%

Returns By Period

In the year-to-date period, GSIFX achieves a 7.43% return, which is significantly higher than ^GSPC's 4.01% return. Over the past 10 years, GSIFX has underperformed ^GSPC with an annualized return of 5.80%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.


GSIFX

YTD

7.43%

1M

3.09%

6M

-1.27%

1Y

7.46%

5Y*

6.76%

10Y*

5.80%

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

GSIFX vs. ^GSPC — 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 3232
Overall Rank
The Sharpe Ratio Rank of GSIFX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIFX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of GSIFX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of GSIFX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of GSIFX is 2525
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
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. ^GSPC - 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 S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for GSIFX, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.000.641.74
The chart of Sortino ratio for GSIFX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.000.982.36
The chart of Omega ratio for GSIFX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.32
The chart of Calmar ratio for GSIFX, currently valued at 0.66, compared to the broader market0.005.0010.0015.0020.000.662.62
The chart of Martin ratio for GSIFX, currently valued at 1.70, compared to the broader market0.0020.0040.0060.0080.001.7010.69
GSIFX
^GSPC

The current GSIFX Sharpe Ratio is 0.64, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of GSIFX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.64
1.74
GSIFX
^GSPC

Drawdowns

GSIFX vs. ^GSPC - Drawdown Comparison

The maximum GSIFX drawdown since its inception was -61.39%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GSIFX and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.36%
-0.43%
GSIFX
^GSPC

Volatility

GSIFX vs. ^GSPC - Volatility Comparison

Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a higher volatility of 3.31% compared to S&P 500 (^GSPC) at 3.01%. This indicates that GSIFX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.31%
3.01%
GSIFX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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