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GSIMX vs. BSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIMX vs. BSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). The values are adjusted to include any dividend payments, if applicable.

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GSIMX vs. BSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
-0.96%8.59%5.22%6.18%-6.14%0.80%7.22%7.65%-0.42%4.79%

Returns By Period

In the year-to-date period, GSIMX achieves a 3.78% return, which is significantly higher than BSIIX's -0.96% return.


GSIMX

1D
0.60%
1M
-6.12%
YTD
3.78%
6M
7.89%
1Y
15.89%
3Y*
17.37%
5Y*
10.41%
10Y*

BSIIX

1D
0.21%
1M
-2.64%
YTD
-0.96%
6M
0.50%
1Y
5.73%
3Y*
5.74%
5Y*
2.54%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIMX vs. BSIIX - Expense Ratio Comparison

GSIMX has a 0.76% expense ratio, which is higher than BSIIX's 0.69% expense ratio.


Return for Risk

GSIMX vs. BSIIX — Risk / Return Rank

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

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
Martin Ratio Rank

BSIIX
BSIIX Risk / Return Rank: 9191
Overall Rank
BSIIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 9292
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 8888
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.

GSIMX vs. BSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). 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.


GSIMXBSIIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.10

-0.82

Sortino ratio

Return per unit of downside risk

1.69

3.06

-1.37

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratio

Return relative to maximum drawdown

1.81

2.20

-0.39

Martin ratio

Return relative to average drawdown

7.41

9.63

-2.22

GSIMX vs. BSIIX - Sharpe Ratio Comparison

The current GSIMX Sharpe Ratio is 1.28, which is lower than the BSIIX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of GSIMX and BSIIX, 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


GSIMXBSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.10

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.71

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.28

-0.46

Correlation

The correlation between GSIMX and BSIIX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GSIMX vs. BSIIX - Dividend Comparison

GSIMX's dividend yield for the trailing twelve months is around 4.93%, more than BSIIX's 4.79% yield.


TTM20252024202320222021202020192018201720162015
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.93%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.79%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%

Drawdowns

GSIMX vs. BSIIX - Drawdown Comparison

The maximum GSIMX drawdown since its inception was -28.84%, which is greater than BSIIX's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for GSIMX and BSIIX.


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Drawdown Indicators


GSIMXBSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.84%

-18.76%

-10.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-2.84%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-9.13%

-16.24%

Max Drawdown (10Y)

Largest decline over 10 years

-9.91%

Current Drawdown

Current decline from peak

-6.12%

-2.64%

-3.48%

Average Drawdown

Average peak-to-trough decline

-4.85%

-1.82%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.65%

+1.50%

Volatility

GSIMX vs. BSIIX - Volatility Comparison

Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a higher volatility of 4.78% compared to BlackRock Strategic Income Opportunities Fund Class I (BSIIX) at 1.21%. This indicates that GSIMX's price experiences larger fluctuations and is considered to be riskier than BSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIMXBSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

1.21%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

1.98%

+5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.47%

2.89%

+9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

3.58%

+10.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

3.11%

+12.66%