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

Correlation

The correlation between GSIHX and BUFIX is 0.74, 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

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

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Key characteristics

Sharpe Ratio

GSIHX:

0.21

BUFIX:

0.43

Sortino Ratio

GSIHX:

0.29

BUFIX:

0.64

Omega Ratio

GSIHX:

1.04

BUFIX:

1.08

Calmar Ratio

GSIHX:

0.17

BUFIX:

0.40

Martin Ratio

GSIHX:

0.36

BUFIX:

1.13

Ulcer Index

GSIHX:

6.56%

BUFIX:

5.49%

Daily Std Dev

GSIHX:

15.99%

BUFIX:

17.36%

Max Drawdown

GSIHX:

-28.79%

BUFIX:

-55.11%

Current Drawdown

GSIHX:

-1.07%

BUFIX:

-1.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with GSIHX having a 13.70% return and BUFIX slightly lower at 13.45%.


GSIHX

YTD

13.70%

1M

3.27%

6M

7.85%

1Y

3.38%

3Y*

10.01%

5Y*

11.23%

10Y*

N/A

BUFIX

YTD

13.45%

1M

3.32%

6M

9.24%

1Y

7.39%

3Y*

8.26%

5Y*

9.31%

10Y*

7.62%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GSIHX vs. BUFIX — Risk-Adjusted Performance Rank

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

GSIHX
The Risk-Adjusted Performance Rank of GSIHX is 1818
Overall Rank
The Sharpe Ratio Rank of GSIHX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIHX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of GSIHX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GSIHX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of GSIHX is 1717
Martin Ratio Rank

BUFIX
The Risk-Adjusted Performance Rank of BUFIX is 3030
Overall Rank
The Sharpe Ratio Rank of BUFIX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFIX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of BUFIX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BUFIX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BUFIX is 2929
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.

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.


The current GSIHX Sharpe Ratio is 0.21, which is lower than the BUFIX Sharpe Ratio of 0.43. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GSIHX vs. BUFIX - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 5.62%, more than BUFIX's 0.74% yield.


TTM20242023202220212020201920182017201620152014
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
5.62%6.39%2.04%4.47%1.90%0.00%0.41%0.18%0.00%0.05%0.00%0.00%
BUFIX
Buffalo International Fund
0.74%0.84%0.59%1.85%1.20%0.28%0.57%2.42%0.36%1.03%0.51%0.53%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GSIHX vs. BUFIX - Volatility Comparison

Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) has a higher volatility of 3.79% compared to Buffalo International Fund (BUFIX) at 3.60%. This indicates that GSIHX's price experiences larger fluctuations and is considered to be riskier than BUFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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