Correlation
The correlation between GSIMX and DBEF is 0.74, 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.
GSIMX vs. DBEF
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF).
GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSIMX or DBEF.
Performance
GSIMX vs. DBEF - Performance Comparison
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Key characteristics
GSIMX:
0.09
DBEF:
0.49
GSIMX:
0.22
DBEF:
0.69
GSIMX:
1.03
DBEF:
1.10
GSIMX:
0.10
DBEF:
0.48
GSIMX:
0.22
DBEF:
2.11
GSIMX:
6.44%
DBEF:
3.33%
GSIMX:
16.03%
DBEF:
17.01%
GSIMX:
-28.84%
DBEF:
-32.46%
GSIMX:
-2.29%
DBEF:
-1.40%
Returns By Period
In the year-to-date period, GSIMX achieves a 12.12% return, which is significantly higher than DBEF's 7.44% return.
GSIMX
12.12%
2.33%
8.06%
0.96%
10.16%
11.85%
N/A
DBEF
7.44%
5.03%
7.20%
7.56%
14.08%
14.76%
8.03%
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GSIMX vs. DBEF - Expense Ratio Comparison
GSIMX has a 0.76% expense ratio, which is higher than DBEF's 0.36% expense ratio.
Risk-Adjusted Performance
GSIMX vs. DBEF — Risk-Adjusted Performance Rank
GSIMX
DBEF
GSIMX vs. DBEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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.
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Dividends
GSIMX vs. DBEF - Dividend Comparison
GSIMX's dividend yield for the trailing twelve months is around 6.01%, more than DBEF's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 6.01% | 6.74% | 2.36% | 4.89% | 2.23% | 0.17% | 0.65% | 0.53% | 0.16% | 0.07% | 0.00% | 0.00% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 1.20% | 1.29% | 4.45% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.56% | 3.70% | 5.09% |
Drawdowns
GSIMX vs. DBEF - Drawdown Comparison
The maximum GSIMX drawdown since its inception was -28.84%, smaller than the maximum DBEF drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for GSIMX and DBEF.
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Volatility
GSIMX vs. DBEF - Volatility Comparison
Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a higher volatility of 3.46% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 3.15%. This indicates that GSIMX's price experiences larger fluctuations and is considered to be riskier than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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