GSIHX vs. HAWX

In the year-to-date period, GSIHX achieves a 13.70% return, which is significantly higher than HAWX's 7.18% return.

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GSIHX has a 1.12% expense ratio, which is higher than HAWX's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX). 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 HAWX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GSIHX and HAWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSIHX's dividend yield for the trailing twelve months is around 5.62%, more than HAWX's 3.09% yield.

The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum HAWX drawdown of -30.64%. Use the drawdown chart below to compare losses from any high point for GSIHX and HAWX.

Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) has a higher volatility of 3.79% compared to iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) at 3.36%. This indicates that GSIHX's price experiences larger fluctuations and is considered to be riskier than HAWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.