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GSIKX vs. GSBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIKX vs. GSBFX - 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 Income Builder Fund (GSBFX). The values are adjusted to include any dividend payments, if applicable.

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GSIKX vs. GSBFX - 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%
GSBFX
Goldman Sachs Income Builder Fund
-0.56%10.42%9.32%9.64%-9.53%10.50%9.53%19.38%-4.92%7.94%

Returns By Period

In the year-to-date period, GSIKX achieves a 0.53% return, which is significantly higher than GSBFX's -0.56% return. Over the past 10 years, GSIKX has outperformed GSBFX with an annualized return of 10.17%, while GSBFX has yielded a comparatively lower 6.69% 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%

GSBFX

1D
0.20%
1M
-4.25%
YTD
-0.56%
6M
1.15%
1Y
9.11%
3Y*
8.84%
5Y*
5.15%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIKX vs. GSBFX - Expense Ratio Comparison

GSIKX has a 0.85% expense ratio, which is higher than GSBFX's 0.79% expense ratio.


Return for Risk

GSIKX vs. GSBFX — 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

GSBFX
GSBFX Risk / Return Rank: 6767
Overall Rank
GSBFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSBFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GSBFX Omega Ratio Rank: 7272
Omega Ratio Rank
GSBFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GSBFX Martin Ratio Rank: 6565
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. GSBFX - 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 Income Builder Fund (GSBFX). 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.


GSIKXGSBFXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.28

+0.11

Sortino ratio

Return per unit of downside risk

1.84

1.74

+0.10

Omega ratio

Gain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.93

1.32

+0.62

Martin ratio

Return relative to average drawdown

7.23

6.14

+1.08

GSIKX vs. GSBFX - Sharpe Ratio Comparison

The current GSIKX Sharpe Ratio is 1.39, which is comparable to the GSBFX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GSIKX and GSBFX, 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


GSIKXGSBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.28

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.70

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.84

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.69

-0.43

Correlation

The correlation between GSIKX and GSBFX is 0.81, 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

GSIKX vs. GSBFX - Dividend Comparison

GSIKX's dividend yield for the trailing twelve months is around 3.90%, less than GSBFX's 5.39% 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%
GSBFX
Goldman Sachs Income Builder Fund
5.39%4.39%5.12%3.41%4.10%6.66%3.05%3.52%3.98%3.52%3.78%3.93%

Drawdowns

GSIKX vs. GSBFX - Drawdown Comparison

The maximum GSIKX drawdown since its inception was -56.58%, which is greater than GSBFX's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for GSIKX and GSBFX.


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Drawdown Indicators


GSIKXGSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.58%

-37.04%

-19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-6.41%

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-15.94%

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-23.42%

-11.05%

Current Drawdown

Current decline from peak

-10.43%

-4.25%

-6.18%

Average Drawdown

Average peak-to-trough decline

-11.90%

-4.20%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.37%

+1.65%

Volatility

GSIKX vs. GSBFX - Volatility Comparison

Goldman Sachs International Equity Income Fund (GSIKX) has a higher volatility of 6.90% compared to Goldman Sachs Income Builder Fund (GSBFX) at 2.36%. This indicates that GSIKX's price experiences larger fluctuations and is considered to be riskier than GSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIKXGSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

2.36%

+4.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

4.02%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

7.47%

+8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

7.36%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

7.96%

+8.10%