PortfoliosLab logoPortfoliosLab logo
GSIHX vs. FNDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIHX vs. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSIHX vs. FNDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
3.72%20.43%9.35%21.60%-11.36%12.01%15.36%27.15%-6.38%29.41%
FNDF
Schwab Fundamental International Large Company Index ETF
8.23%40.99%2.29%20.22%-7.78%14.97%3.61%18.46%-14.21%23.05%

Returns By Period

In the year-to-date period, GSIHX achieves a 3.72% return, which is significantly lower than FNDF's 8.23% return.


GSIHX

1D
0.65%
1M
-6.13%
YTD
3.72%
6M
7.72%
1Y
15.52%
3Y*
16.98%
5Y*
10.02%
10Y*

FNDF

1D
2.95%
1M
-7.26%
YTD
8.23%
6M
17.33%
1Y
40.22%
3Y*
20.38%
5Y*
12.44%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSIHX vs. FNDF - Expense Ratio Comparison

GSIHX has a 1.12% expense ratio, which is higher than FNDF's 0.25% expense ratio.


Return for Risk

GSIHX vs. FNDF — Risk / Return Rank

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

GSIHX
GSIHX Risk / Return Rank: 7272
Overall Rank
GSIHX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GSIHX Sortino Ratio Rank: 6666
Sortino Ratio Rank
GSIHX Omega Ratio Rank: 7070
Omega Ratio Rank
GSIHX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSIHX Martin Ratio Rank: 7575
Martin Ratio Rank

FNDF
FNDF Risk / Return Rank: 9595
Overall Rank
FNDF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FNDF Sortino Ratio Rank: 9595
Sortino Ratio Rank
FNDF Omega Ratio Rank: 9595
Omega Ratio Rank
FNDF Calmar Ratio Rank: 9494
Calmar Ratio Rank
FNDF Martin Ratio Rank: 9494
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. FNDF - 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 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.


GSIHXFNDFDifference

Sharpe ratio

Return per unit of total volatility

1.24

2.31

-1.07

Sortino ratio

Return per unit of downside risk

1.65

3.02

-1.37

Omega ratio

Gain probability vs. loss probability

1.26

1.46

-0.20

Calmar ratio

Return relative to maximum drawdown

1.76

3.52

-1.76

Martin ratio

Return relative to average drawdown

7.16

13.78

-6.62

GSIHX vs. FNDF - Sharpe Ratio Comparison

The current GSIHX Sharpe Ratio is 1.24, which is lower than the FNDF Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of GSIHX and FNDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSIHXFNDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.31

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.78

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.49

+0.30

Correlation

The correlation between GSIHX and FNDF is 0.81, 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.


Dividends

GSIHX vs. FNDF - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 4.63%, more than FNDF's 3.18% yield.


TTM20252024202320222021202020192018201720162015
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
4.63%4.80%10.87%2.04%4.47%1.90%0.00%0.41%0.18%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.18%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%

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.


Loading graphics...

Drawdown Indicators


GSIHXFNDFDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-40.14%

+11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-11.08%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-25.56%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-6.13%

-7.26%

+1.13%

Average Drawdown

Average peak-to-trough decline

-4.99%

-7.72%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.83%

-0.66%

Volatility

GSIHX vs. FNDF - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.82%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 8.06%. 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.


Loading graphics...

Volatility by Period


GSIHXFNDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

8.06%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

11.42%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

17.50%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

16.05%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

17.64%

-1.85%