Correlation
The correlation between GSIMX and MALOX 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. MALOX
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and BlackRock Global Allocation Fund (MALOX).
GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016. MALOX is managed by Blackrock. It was launched on Feb 2, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSIMX or MALOX.
Performance
GSIMX vs. MALOX - Performance Comparison
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Key characteristics
GSIMX:
0.09
MALOX:
0.91
GSIMX:
0.22
MALOX:
1.19
GSIMX:
1.03
MALOX:
1.16
GSIMX:
0.10
MALOX:
0.89
GSIMX:
0.22
MALOX:
3.68
GSIMX:
6.44%
MALOX:
2.44%
GSIMX:
16.03%
MALOX:
11.12%
GSIMX:
-28.84%
MALOX:
-32.83%
GSIMX:
-2.29%
MALOX:
-0.55%
Returns By Period
In the year-to-date period, GSIMX achieves a 12.12% return, which is significantly higher than MALOX's 5.72% return.
GSIMX
12.12%
2.33%
8.06%
0.96%
10.16%
11.85%
N/A
MALOX
5.72%
4.22%
3.95%
9.43%
7.93%
8.01%
5.58%
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GSIMX vs. MALOX - Expense Ratio Comparison
GSIMX has a 0.76% expense ratio, which is lower than MALOX's 0.81% expense ratio.
Risk-Adjusted Performance
GSIMX vs. MALOX — Risk-Adjusted Performance Rank
GSIMX
MALOX
GSIMX vs. MALOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and BlackRock Global Allocation Fund (MALOX). 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. MALOX - Dividend Comparison
GSIMX's dividend yield for the trailing twelve months is around 6.01%, less than MALOX's 7.26% 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% |
MALOX BlackRock Global Allocation Fund | 7.26% | 7.68% | 1.55% | 6.01% | 10.32% | 7.44% | 5.68% | 5.50% | 4.81% | 2.10% | 9.86% | 10.07% |
Drawdowns
GSIMX vs. MALOX - Drawdown Comparison
The maximum GSIMX drawdown since its inception was -28.84%, smaller than the maximum MALOX drawdown of -32.83%. Use the drawdown chart below to compare losses from any high point for GSIMX and MALOX.
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Volatility
GSIMX vs. MALOX - Volatility Comparison
Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a higher volatility of 3.46% compared to BlackRock Global Allocation Fund (MALOX) at 1.93%. This indicates that GSIMX's price experiences larger fluctuations and is considered to be riskier than MALOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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