GSIHX vs. HLMIX
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and Harding Loevner International Equity Portfolio (HLMIX).
GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. HLMIX is managed by Harding Loevner. It was launched on May 10, 1994.
Performance
GSIHX vs. HLMIX - Performance Comparison
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GSIHX vs. HLMIX - 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% |
HLMIX Harding Loevner International Equity Portfolio | 4.71% | 27.63% | 1.18% | 15.10% | -20.21% | 8.49% | 20.33% | 25.22% | -13.96% | 29.33% |
Returns By Period
The year-to-date returns for both investments are quite close, with GSIHX having a 4.57% return and HLMIX slightly higher at 4.71%.
GSIHX
- 1D
- -0.09%
- 1M
- -1.64%
- YTD
- 4.57%
- 6M
- 8.22%
- 1Y
- 16.02%
- 3Y*
- 17.30%
- 5Y*
- 9.99%
- 10Y*
- —
HLMIX
- 1D
- 1.90%
- 1M
- -1.32%
- YTD
- 4.71%
- 6M
- 7.43%
- 1Y
- 25.99%
- 3Y*
- 13.03%
- 5Y*
- 5.69%
- 10Y*
- 9.13%
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GSIHX vs. HLMIX - Expense Ratio Comparison
GSIHX has a 1.12% expense ratio, which is higher than HLMIX's 0.79% expense ratio.
Return for Risk
GSIHX vs. HLMIX — Risk / Return Rank
GSIHX
HLMIX
GSIHX vs. HLMIX - 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 Harding Loevner International Equity Portfolio (HLMIX). 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 | HLMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.66 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.25 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.32 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.50 | -0.63 |
Martin ratioReturn relative to average drawdown | 7.39 | 9.50 | -2.11 |
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 | HLMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.66 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.36 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.36 | +0.43 |
Correlation
The correlation between GSIHX and HLMIX is 0.83, 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. HLMIX - Dividend Comparison
GSIHX's dividend yield for the trailing twelve months is around 4.59%, less than HLMIX's 14.27% 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% |
HLMIX Harding Loevner International Equity Portfolio | 14.27% | 14.94% | 7.14% | 3.79% | 2.51% | 2.48% | 0.75% | 1.59% | 1.50% | 1.64% | 0.98% | 1.02% |
Drawdowns
GSIHX vs. HLMIX - Drawdown Comparison
The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum HLMIX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for GSIHX and HLMIX.
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Drawdown Indicators
| GSIHX | HLMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -58.03% | +29.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -10.44% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -32.76% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.76% | — |
Current DrawdownCurrent decline from peak | -5.36% | -6.32% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -12.76% | +7.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.78% | -0.57% |
Volatility
GSIHX vs. HLMIX - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.19%, while Harding Loevner International Equity Portfolio (HLMIX) has a volatility of 6.51%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than HLMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIHX | HLMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 6.51% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 10.87% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 15.66% | -3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 15.75% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 16.41% | -0.63% |