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GSIHX vs. BUFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GSIHXBUFIX
YTD Return11.74%3.50%
1Y Return24.35%14.75%
3Y Return (Ann)5.13%-2.68%
5Y Return (Ann)10.26%6.66%
Sharpe Ratio1.831.15
Sortino Ratio2.601.70
Omega Ratio1.321.20
Calmar Ratio3.200.73
Martin Ratio9.395.59
Ulcer Index2.56%2.66%
Daily Std Dev13.15%12.94%
Max Drawdown-28.79%-55.11%
Current Drawdown-7.22%-8.72%

Correlation

-0.50.00.51.00.8

The correlation between GSIHX and BUFIX is 0.84, 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

GSIHX vs. BUFIX - Performance Comparison

In the year-to-date period, GSIHX achieves a 11.74% return, which is significantly higher than BUFIX's 3.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%120.00%140.00%160.00%JuneJulyAugustSeptemberOctoberNovember
142.04%
97.67%
GSIHX
BUFIX

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GSIHX vs. BUFIX - Expense Ratio Comparison

GSIHX has a 1.12% expense ratio, which is higher than BUFIX's 1.03% expense ratio.


GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
Expense ratio chart for GSIHX: current value at 1.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.12%
Expense ratio chart for BUFIX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%

Risk-Adjusted Performance

GSIHX vs. BUFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and Buffalo International Fund (BUFIX). 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
Sharpe ratio
The chart of Sharpe ratio for GSIHX, currently valued at 1.83, compared to the broader market0.002.004.001.83
Sortino ratio
The chart of Sortino ratio for GSIHX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for GSIHX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for GSIHX, currently valued at 3.20, compared to the broader market0.005.0010.0015.0020.003.20
Martin ratio
The chart of Martin ratio for GSIHX, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.00100.009.39
BUFIX
Sharpe ratio
The chart of Sharpe ratio for BUFIX, currently valued at 1.15, compared to the broader market0.002.004.001.15
Sortino ratio
The chart of Sortino ratio for BUFIX, currently valued at 1.70, compared to the broader market0.005.0010.001.70
Omega ratio
The chart of Omega ratio for BUFIX, currently valued at 1.20, compared to the broader market1.002.003.004.001.20
Calmar ratio
The chart of Calmar ratio for BUFIX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.73
Martin ratio
The chart of Martin ratio for BUFIX, currently valued at 5.59, compared to the broader market0.0020.0040.0060.0080.00100.005.59

GSIHX vs. BUFIX - Sharpe Ratio Comparison

The current GSIHX Sharpe Ratio is 1.83, which is higher than the BUFIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of GSIHX and BUFIX, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.83
1.15
GSIHX
BUFIX

Dividends

GSIHX vs. BUFIX - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 1.83%, more than BUFIX's 0.57% yield.


TTM20232022202120202019201820172016201520142013
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
1.83%2.04%4.46%1.90%0.00%0.41%0.18%0.00%0.05%0.00%0.00%0.00%
BUFIX
Buffalo International Fund
0.57%0.59%0.46%0.08%0.27%0.57%0.58%0.30%1.04%0.51%0.53%0.18%

Drawdowns

GSIHX vs. BUFIX - Drawdown Comparison

The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum BUFIX drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for GSIHX and BUFIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.22%
-8.72%
GSIHX
BUFIX

Volatility

GSIHX vs. BUFIX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 2.66%, while Buffalo International Fund (BUFIX) has a volatility of 3.61%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than BUFIX 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%JuneJulyAugustSeptemberOctoberNovember
2.66%
3.61%
GSIHX
BUFIX