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GSIHX vs. GSAKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIHX vs. GSAKX - 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 Goldman Sachs International Equity Income Fund Class A (GSAKX). The values are adjusted to include any dividend payments, if applicable.

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GSIHX vs. GSAKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
4.66%20.43%9.35%21.60%-11.36%12.01%15.36%27.15%-6.38%29.41%
GSAKX
Goldman Sachs International Equity Income Fund Class A
2.94%33.81%8.50%17.26%-8.28%13.26%2.22%26.54%-12.40%25.40%

Returns By Period

In the year-to-date period, GSIHX achieves a 4.66% return, which is significantly higher than GSAKX's 2.94% return.


GSIHX

1D
0.91%
1M
-3.95%
YTD
4.66%
6M
8.03%
1Y
16.23%
3Y*
17.33%
5Y*
10.01%
10Y*

GSAKX

1D
2.46%
1M
-6.01%
YTD
2.94%
6M
10.44%
1Y
25.27%
3Y*
17.56%
5Y*
11.82%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIHX vs. GSAKX - Expense Ratio Comparison

GSIHX has a 1.12% expense ratio, which is lower than GSAKX's 1.40% expense ratio.


Return for Risk

GSIHX vs. GSAKX — Risk / Return Rank

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

GSIHX
GSIHX Risk / Return Rank: 7171
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: 7373
Calmar Ratio Rank
GSIHX Martin Ratio Rank: 7272
Martin Ratio Rank

GSAKX
GSAKX Risk / Return Rank: 7979
Overall Rank
GSAKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GSAKX Sortino Ratio Rank: 7878
Sortino Ratio Rank
GSAKX Omega Ratio Rank: 7777
Omega Ratio Rank
GSAKX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GSAKX Martin Ratio Rank: 7676
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. GSAKX - 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 Goldman Sachs International Equity Income Fund Class A (GSAKX). 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.


GSIHXGSAKXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.58

-0.24

Sortino ratio

Return per unit of downside risk

1.76

2.07

-0.31

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

1.83

2.12

-0.28

Martin ratio

Return relative to average drawdown

7.34

7.88

-0.54

GSIHX vs. GSAKX - Sharpe Ratio Comparison

The current GSIHX Sharpe Ratio is 1.33, which is comparable to the GSAKX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of GSIHX and GSAKX, 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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Sharpe Ratios by Period


GSIHXGSAKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.58

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.82

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.24

+0.55

Correlation

The correlation between GSIHX and GSAKX 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.


Dividends

GSIHX vs. GSAKX - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 4.59%, more than GSAKX's 3.64% yield.


TTM20252024202320222021202020192018201720162015
GSIHX
Goldman Sachs GQG Partners International Opportunities Fund Class A
4.59%4.80%10.87%2.04%4.47%1.90%0.00%0.41%0.18%0.00%0.00%0.00%
GSAKX
Goldman Sachs International Equity Income Fund Class A
3.64%3.75%2.93%2.68%0.51%2.74%1.73%2.69%15.27%1.41%2.01%0.77%

Drawdowns

GSIHX vs. GSAKX - Drawdown Comparison

The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum GSAKX drawdown of -56.96%. Use the drawdown chart below to compare losses from any high point for GSIHX and GSAKX.


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Drawdown Indicators


GSIHXGSAKXDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-56.96%

+28.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-11.31%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-26.02%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.49%

Current Drawdown

Current decline from peak

-5.28%

-8.27%

+2.99%

Average Drawdown

Average peak-to-trough decline

-4.99%

-12.36%

+7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.03%

-0.84%

Volatility

GSIHX vs. GSAKX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.82%, while Goldman Sachs International Equity Income Fund Class A (GSAKX) has a volatility of 7.15%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than GSAKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIHXGSAKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

7.15%

-2.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

10.64%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

16.23%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

14.48%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

16.09%

-0.30%