GSIHX vs. IDMO
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and Invesco S&P International Developed Momentum ETF (IDMO).
GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
GSIHX vs. IDMO - Performance Comparison
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GSIHX vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 4.66% | 20.43% | 9.35% | 21.60% | -11.36% | 12.01% | 15.36% | 27.15% | -6.38% | 29.41% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Returns By Period
In the year-to-date period, GSIHX achieves a 4.66% return, which is significantly higher than IDMO's 1.97% return.
GSIHX
- 1D
- 0.91%
- 1M
- -3.95%
- YTD
- 4.66%
- 6M
- 8.03%
- 1Y
- 16.23%
- 3Y*
- 17.33%
- 5Y*
- 10.01%
- 10Y*
- —
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
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GSIHX vs. IDMO - Expense Ratio Comparison
GSIHX has a 1.12% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
GSIHX vs. IDMO — Risk / Return Rank
GSIHX
IDMO
GSIHX vs. IDMO - 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 Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.66 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.28 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.66 | -0.83 |
Martin ratioReturn relative to average drawdown | 7.34 | 10.75 | -3.40 |
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 | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.66 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.83 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.44 | +0.35 |
Correlation
The correlation between GSIHX and IDMO is 0.73, 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. IDMO - Dividend Comparison
GSIHX's dividend yield for the trailing twelve months is around 4.59%, more than IDMO's 3.73% 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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
GSIHX vs. IDMO - Drawdown Comparison
The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for GSIHX and IDMO.
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Drawdown Indicators
| GSIHX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -39.38% | +10.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -12.31% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -27.07% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -5.28% | -6.22% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -9.85% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 3.05% | -0.86% |
Volatility
GSIHX vs. IDMO - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) is 4.82%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that GSIHX experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSIHX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 9.12% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 12.67% | -5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 19.21% | -6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 17.67% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 17.90% | -2.11% |