GSIHX vs. BNIVX
GSIHX (Goldman Sachs GQG Partners International Opportunities Fund Class A) and BNIVX (Barrow Hanley International Value Fund) are both Foreign Large Cap Equities funds. Over the past year, GSIHX returned 11.33% vs 27.04% for BNIVX. At a 0.29 correlation, their price movements are largely independent. GSIHX charges 1.12%/yr vs 0.86%/yr for BNIVX.
Performance
GSIHX vs. BNIVX - Performance Comparison
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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*
- —
GSIHX vs. BNIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 6.05% | 10.63% |
BNIVX Barrow Hanley International Value Fund | 18.80% | 16.97% |
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
GSIHX
BNIVX
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.
| GSIHX | BNIVX | Difference | |
|---|---|---|---|
| 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 |
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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
| GSIHX | BNIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.02% | -3.62% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -1.80% | -3.15% |
Ulcer IndexDepth 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
| GSIHX | BNIVX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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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