GSIHX vs. LVHI

Last updated Apr 2, 2026

Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).

GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.

Performance

GSIHX vs. LVHI - 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 Legg Mason International Low Volatility High Dividend ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

GSIHX vs. LVHI - 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%
LVHI Legg Mason International Low Volatility High Dividend ETF	11.30%	27.12%	14.81%	17.45%	3.84%	18.19%	-8.76%	18.35%	-5.22%	10.02%

Returns By Period

In the year-to-date period, GSIHX achieves a 4.66% return, which is significantly lower than LVHI's 11.30% return.

GSIHX

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

LVHI

• 1D: 0.29%
• 1M: 1.26%
• YTD: 11.30%
• 6M: 20.02%
• 1Y: 33.29%
• 3Y*: 21.51%
• 5Y*: 16.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIHX vs. LVHI - Expense Ratio Comparison

GSIHX has a 1.12% expense ratio, which is higher than LVHI's 0.40% expense ratio.

GSIHX

Goldman Sachs GQG Partners International Opportunities Fund Class A

LVHI

Legg Mason International Low Volatility High Dividend ETF

Return for Risk

GSIHX vs. LVHI — Risk / Return Rank

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

GSIHX

GSIHX Risk / Return Rank: 71
GSIHX Sharpe Ratio Rank: 71
GSIHX Sortino Ratio Rank: 66
GSIHX Omega Ratio Rank: 70
GSIHX Calmar Ratio Rank: 73
GSIHX Martin Ratio Rank: 72

LVHI

LVHI Risk / Return Rank: 94
LVHI Sharpe Ratio Rank: 95
LVHI Sortino Ratio Rank: 95
LVHI Omega Ratio Rank: 97
LVHI Calmar Ratio Rank: 88
LVHI Martin Ratio Rank: 94

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. LVHI - 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 Legg Mason International Low Volatility High Dividend ETF (LVHI). 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	LVHI	Difference
Sharpe ratio Return per unit of total volatility	1.33	2.52	-1.18
Sortino ratio Return per unit of downside risk	1.76	3.22	-1.46
Omega ratio Gain probability vs. loss probability	1.28	1.56	-0.28
Calmar ratio Return relative to maximum drawdown	1.83	3.14	-1.31
Martin ratio Return relative to average drawdown	7.34	15.92	-8.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSIHX vs. LVHI - Sharpe Ratio Comparison

The current GSIHX Sharpe Ratio is 1.33, which is lower than the LVHI Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of GSIHX and LVHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GSIHX	LVHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	2.52	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	1.50	-0.80
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.83	-0.03

Correlation

The correlation between GSIHX and LVHI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GSIHX vs. LVHI - Dividend Comparison

GSIHX's dividend yield for the trailing twelve months is around 4.59%, more than LVHI's 4.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
LVHI Legg Mason International Low Volatility High Dividend ETF	4.52%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%

Drawdowns

GSIHX vs. LVHI - Drawdown Comparison

The maximum GSIHX drawdown since its inception was -28.79%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for GSIHX and LVHI.

Drawdown Indicators

	GSIHX	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	-28.79%	-32.31%	+3.52%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-8.63%	-0.15%
Max Drawdown (5Y) Largest decline over 5 years	-25.63%	-11.99%	-13.64%
Current Drawdown Current decline from peak	-5.28%	-1.44%	-3.84%
Average Drawdown Average peak-to-trough decline	-4.99%	-3.56%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.05%	+0.14%

Volatility

GSIHX vs. LVHI - Volatility Comparison

Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) has a higher volatility of 4.82% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 4.02%. This indicates that GSIHX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSIHX	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	4.02%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	7.39%	7.13%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	13.31%	-0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	10.99%	+3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	13.82%	+1.97%