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GSIKX vs. GCGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIKX vs. GCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs International Equity Income Fund (GSIKX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). The values are adjusted to include any dividend payments, if applicable.

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GSIKX vs. GCGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSIKX
Goldman Sachs International Equity Income Fund
0.53%34.30%8.81%17.60%-7.93%13.66%2.59%26.92%-12.12%26.53%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
-14.32%15.51%53.44%37.56%-29.62%29.10%32.21%29.70%-4.58%29.75%

Returns By Period

In the year-to-date period, GSIKX achieves a 0.53% return, which is significantly higher than GCGIX's -14.32% return. Over the past 10 years, GSIKX has underperformed GCGIX with an annualized return of 10.17%, while GCGIX has yielded a comparatively higher 15.72% annualized return.


GSIKX

1D
0.79%
1M
-10.43%
YTD
0.53%
6M
8.51%
1Y
22.68%
3Y*
17.02%
5Y*
11.89%
10Y*
10.17%

GCGIX

1D
-0.41%
1M
-8.68%
YTD
-14.32%
6M
-13.58%
1Y
12.16%
3Y*
22.25%
5Y*
13.07%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIKX vs. GCGIX - Expense Ratio Comparison

GSIKX has a 0.85% expense ratio, which is higher than GCGIX's 0.54% expense ratio.


Return for Risk

GSIKX vs. GCGIX — Risk / Return Rank

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

GSIKX
GSIKX Risk / Return Rank: 7676
Overall Rank
GSIKX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GSIKX Sortino Ratio Rank: 7474
Sortino Ratio Rank
GSIKX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIKX Calmar Ratio Rank: 8181
Calmar Ratio Rank
GSIKX Martin Ratio Rank: 7575
Martin Ratio Rank

GCGIX
GCGIX Risk / Return Rank: 2121
Overall Rank
GCGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GCGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GCGIX Omega Ratio Rank: 2424
Omega Ratio Rank
GCGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCGIX Martin Ratio Rank: 1717
Martin Ratio Rank
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.

GSIKX vs. GCGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs International Equity Income Fund (GSIKX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). 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.


GSIKXGCGIXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.54

+0.85

Sortino ratio

Return per unit of downside risk

1.84

0.94

+0.90

Omega ratio

Gain probability vs. loss probability

1.28

1.13

+0.14

Calmar ratio

Return relative to maximum drawdown

1.93

0.49

+1.44

Martin ratio

Return relative to average drawdown

7.23

1.66

+5.57

GSIKX vs. GCGIX - Sharpe Ratio Comparison

The current GSIKX Sharpe Ratio is 1.39, which is higher than the GCGIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GSIKX and GCGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSIKXGCGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.54

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.59

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.73

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.43

-0.17

Correlation

The correlation between GSIKX and GCGIX is 0.69, 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

GSIKX vs. GCGIX - Dividend Comparison

GSIKX's dividend yield for the trailing twelve months is around 3.90%, less than GCGIX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
GSIKX
Goldman Sachs International Equity Income Fund
3.90%3.93%3.23%2.78%0.64%2.90%1.96%2.85%14.89%1.73%2.35%1.14%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
8.75%7.50%23.16%7.08%19.27%42.43%9.71%4.02%10.10%4.76%0.76%0.87%

Drawdowns

GSIKX vs. GCGIX - Drawdown Comparison

The maximum GSIKX drawdown since its inception was -56.58%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for GSIKX and GCGIX.


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Drawdown Indicators


GSIKXGCGIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.58%

-65.78%

+9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-17.25%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-32.57%

+6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-32.94%

-1.53%

Current Drawdown

Current decline from peak

-10.43%

-17.25%

+6.82%

Average Drawdown

Average peak-to-trough decline

-11.90%

-20.92%

+9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.06%

-2.04%

Volatility

GSIKX vs. GCGIX - Volatility Comparison

Goldman Sachs International Equity Income Fund (GSIKX) has a higher volatility of 6.90% compared to Goldman Sachs Large Cap Growth Insights Fund (GCGIX) at 5.46%. This indicates that GSIKX's price experiences larger fluctuations and is considered to be riskier than GCGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIKXGCGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

5.46%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

11.96%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

22.89%

-6.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

22.19%

-7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

21.48%

-5.42%