GSIHX vs. HEFA
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and iShares Currency Hedged MSCI EAFE ETF (HEFA).
GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. HEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE 100% Hedged to USD Index. It was launched on Jan 31, 2014.
Performance
GSIHX vs. HEFA - Performance Comparison
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GSIHX vs. HEFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 4.57% | 20.43% | 9.35% | 21.60% | -11.36% | 12.01% | 15.36% | 27.15% | -6.38% | 29.41% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 4.21% | 24.58% | 13.71% | 20.33% | -4.86% | 19.59% | 2.09% | 27.63% | -9.33% | 15.17% |
Returns By Period
In the year-to-date period, GSIHX achieves a 4.57% return, which is significantly higher than HEFA's 4.21% return.
GSIHX
- 1D
- -0.09%
- 1M
- -1.64%
- YTD
- 4.57%
- 6M
- 8.22%
- 1Y
- 16.02%
- 3Y*
- 17.30%
- 5Y*
- 9.99%
- 10Y*
- —
HEFA
- 1D
- -0.02%
- 1M
- -0.58%
- YTD
- 4.21%
- 6M
- 10.79%
- 1Y
- 24.14%
- 3Y*
- 17.50%
- 5Y*
- 13.08%
- 10Y*
- 12.33%
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GSIHX vs. HEFA - Expense Ratio Comparison
GSIHX has a 1.12% expense ratio, which is higher than HEFA's 0.35% expense ratio.
Return for Risk
GSIHX vs. HEFA — Risk / Return Rank
GSIHX
HEFA
GSIHX vs. HEFA - 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 iShares Currency Hedged MSCI EAFE ETF (HEFA). 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.
| GSIHX | HEFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.45 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.03 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.07 | -0.20 |
Martin ratioReturn relative to average drawdown | 7.39 | 8.79 | -1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSIHX | HEFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.45 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.96 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.64 | +0.15 |
Correlation
The correlation between GSIHX and HEFA is 0.75, 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. HEFA - Dividend Comparison
GSIHX's dividend yield for the trailing twelve months is around 4.59%, more than HEFA's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 4.22% | 4.40% | 3.09% | 3.02% | 25.14% | 3.06% | 2.10% | 7.56% | 4.58% | 2.55% | 3.17% | 3.54% |
Drawdowns
GSIHX vs. HEFA - Drawdown Comparison
The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum HEFA drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for GSIHX and HEFA.
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Drawdown Indicators
| GSIHX | HEFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -32.39% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.52% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -14.79% | -10.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.39% | — |
Current DrawdownCurrent decline from peak | -5.36% | -4.60% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -4.21% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.74% | -0.53% |
Volatility
GSIHX vs. HEFA - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.19%, while iShares Currency Hedged MSCI EAFE ETF (HEFA) has a volatility of 5.79%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than HEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIHX | HEFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 5.79% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 9.66% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 16.72% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 13.66% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.90% | -0.12% |