GSIHX vs. ANDIX
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and AQR International Defensive Style Fund (ANDIX).
GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
GSIHX vs. ANDIX - Performance Comparison
Loading graphics...
GSIHX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 4.66% | 20.43% | 9.35% | 21.60% | -11.36% | 12.01% | 15.36% | 27.15% | -6.38% | 29.41% |
ANDIX AQR International Defensive Style Fund | 2.17% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.53% |
Returns By Period
In the year-to-date period, GSIHX achieves a 4.66% return, which is significantly higher than ANDIX's 2.17% return.
GSIHX
- 1D
- 0.91%
- 1M
- -3.95%
- YTD
- 4.66%
- 6M
- 8.03%
- 1Y
- 16.23%
- 3Y*
- 17.33%
- 5Y*
- 10.01%
- 10Y*
- —
ANDIX
- 1D
- 2.42%
- 1M
- -4.73%
- YTD
- 2.17%
- 6M
- 4.35%
- 1Y
- 15.43%
- 3Y*
- 10.19%
- 5Y*
- 5.30%
- 10Y*
- 6.55%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSIHX vs. ANDIX - Expense Ratio Comparison
GSIHX has a 1.12% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
GSIHX vs. ANDIX — Risk / Return Rank
GSIHX
ANDIX
GSIHX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and AQR International Defensive Style Fund (ANDIX). 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.
| GSIHX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.22 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.72 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.68 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.34 | 6.23 | +1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSIHX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.22 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.42 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.50 | +0.29 |
Correlation
The correlation between GSIHX and ANDIX is 0.83, 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
GSIHX vs. ANDIX - Dividend Comparison
GSIHX's dividend yield for the trailing twelve months is around 4.59%, less than ANDIX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 4.59% | 4.80% | 10.87% | 2.04% | 4.47% | 1.90% | 0.00% | 0.41% | 0.18% | 0.00% | 0.00% | 0.00% |
ANDIX AQR International Defensive Style Fund | 4.64% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
GSIHX vs. ANDIX - Drawdown Comparison
The maximum GSIHX drawdown since its inception was -28.79%, roughly equal to the maximum ANDIX drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for GSIHX and ANDIX.
Loading graphics...
Drawdown Indicators
| GSIHX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -27.59% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -8.76% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -27.59% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.59% | — |
Current DrawdownCurrent decline from peak | -5.28% | -6.09% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -5.33% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.37% | -0.18% |
Volatility
GSIHX vs. ANDIX - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.82%, while AQR International Defensive Style Fund (ANDIX) has a volatility of 5.71%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSIHX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.71% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 8.44% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 13.12% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 12.79% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 13.46% | +2.33% |