GSIHX vs. FNDF
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and Schwab Fundamental International Large Company Index ETF (FNDF).
GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSIHX or FNDF.
Key characteristics
| GSIHX | FNDF | |
|---|---|---|
| YTD Return | 11.74% | 6.20% |
| 1Y Return | 24.35% | 17.04% |
| 3Y Return (Ann) | 5.13% | 5.07% |
| 5Y Return (Ann) | 10.26% | 7.41% |
| Sharpe Ratio | 1.83 | 1.34 |
| Sortino Ratio | 2.60 | 1.86 |
| Omega Ratio | 1.32 | 1.23 |
| Calmar Ratio | 3.20 | 2.28 |
| Martin Ratio | 9.39 | 7.41 |
| Ulcer Index | 2.56% | 2.31% |
| Daily Std Dev | 13.15% | 12.76% |
| Max Drawdown | -28.79% | -40.14% |
| Current Drawdown | -7.22% | -5.86% |
Correlation
The correlation between GSIHX and FNDF is 0.82, 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. FNDF - Performance Comparison
In the year-to-date period, GSIHX achieves a 11.74% return, which is significantly higher than FNDF's 6.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSIHX vs. FNDF - Expense Ratio Comparison
GSIHX has a 1.12% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Risk-Adjusted Performance
GSIHX vs. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). 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.
Dividends
GSIHX vs. FNDF - Dividend Comparison
GSIHX's dividend yield for the trailing twelve months is around 1.83%, less than FNDF's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.06% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
GSIHX vs. FNDF - Drawdown Comparison
The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for GSIHX and FNDF. For additional features, visit the drawdowns tool.
Volatility
GSIHX vs. FNDF - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 2.66%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 3.89%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.