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GSIHX vs. BNIVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIHX vs. BNIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and Barrow Hanley International Value Fund (BNIVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSIHX achieves a 6.05% return, which is significantly lower than BNIVX's 18.80% return.


GSIHX

1D
0.51%
1M
1.76%
6M
4.92%
YTD
6.05%
1Y
11.33%
3Y*
14.87%
5Y*
9.08%
10Y*

BNIVX

1D
-0.88%
1M
-1.68%
6M
13.73%
YTD
18.80%
1Y
27.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIHX vs. BNIVX - Yearly Performance Comparison


Correlation

The correlation between GSIHX and BNIVX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2025

0.29

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Return for Risk

GSIHX vs. BNIVX — Risk / Return Rank

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

GSIHX
GSIHX Risk / Return Rank: 2222
Overall Rank
GSIHX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GSIHX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GSIHX Omega Ratio Rank: 2323
Omega Ratio Rank
GSIHX Calmar Ratio Rank: 2222
Calmar Ratio Rank
GSIHX Martin Ratio Rank: 1919
Martin Ratio Rank

BNIVX
BNIVX Risk / Return Rank: 6969
Overall Rank
BNIVX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BNIVX Sortino Ratio Rank: 6060
Sortino Ratio Rank
BNIVX Omega Ratio Rank: 6464
Omega Ratio Rank
BNIVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BNIVX Martin Ratio Rank: 7272
Martin Ratio Rank
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.

GSIHX vs. BNIVX - 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 Barrow Hanley International Value Fund (BNIVX). 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.


GSIHXBNIVXDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratioReturn relative to maximum drawdown

1.41

3.13

-1.72

Martin ratioReturn relative to average drawdown

3.86

10.56

-6.70

GSIHX vs. BNIVX - Sharpe Ratio Comparison

The current GSIHX Sharpe Ratio is 1.11, which is lower than the BNIVX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of GSIHX and BNIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GSIHX vs. BNIVX - Drawdown Comparison

The maximum GSIHX drawdown since its inception was -28.79%, which is greater than BNIVX's maximum drawdown of -10.94%. Use the drawdown chart below to compare losses from any high point for GSIHX and BNIVX.


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Drawdown Indicators


GSIHXBNIVXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-10.94%

-17.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-10.94%

+3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

Current Drawdown

Current decline from peak

-4.02%

-3.62%

-0.40%

Average Drawdown

Average peak-to-trough decline

-4.95%

-1.80%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.96%

-0.10%

Volatility

GSIHX vs. BNIVX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 3.06%, while Barrow Hanley International Value Fund (BNIVX) has a volatility of 5.45%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than BNIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIHXBNIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

5.45%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

14.89%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

18.39%

-8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

17.33%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

17.33%

-1.68%

GSIHX vs. BNIVX - Expense Ratio Comparison

GSIHX has a 1.12% expense ratio, which is higher than BNIVX's 0.86% expense ratio.


Dividends

GSIHX vs. BNIVX - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 4.53%, while BNIVX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BNIVX
Barrow Hanley International Value Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
4.53%4.80%10.87%2.04%4.47%1.90%0.00%0.41%0.18%

Frequently Asked Questions


GSIHX and BNIVX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNIVX has higher volatility (5.45%) compared to GSIHX (3.06%). In terms of maximum drawdown, GSIHX dropped -28.79% vs BNIVX's -10.94%.

BNIVX currently has the higher Sharpe Ratio (1.87 vs 1.11), 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.

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