GSIMX vs. SIMYX

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).

GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.

Performance

GSIMX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

GSIMX vs. SIMYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	3.35%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%

Returns By Period

In the year-to-date period, GSIMX achieves a 3.78% return, which is significantly higher than SIMYX's 3.35% return.

GSIMX

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

SIMYX

• 1D: 0.58%
• 1M: -7.35%
• YTD: 3.35%
• 6M: 7.54%
• 1Y: 22.67%
• 3Y*: 15.31%
• 5Y*: 8.60%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIMX vs. SIMYX - Expense Ratio Comparison

GSIMX has a 0.76% expense ratio, which is lower than SIMYX's 0.86% expense ratio.

SIMYX

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund

GSIMX

Goldman Sachs GQG Partners International Opportunities Fund

Return for Risk

GSIMX vs. SIMYX — Risk / Return Rank

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

GSIMX

GSIMX Risk / Return Rank: 74
GSIMX Sharpe Ratio Rank: 73
GSIMX Sortino Ratio Rank: 69
GSIMX Omega Ratio Rank: 73
GSIMX Calmar Ratio Rank: 78
GSIMX Martin Ratio Rank: 77

SIMYX

SIMYX Risk / Return Rank: 87
SIMYX Sharpe Ratio Rank: 87
SIMYX Sortino Ratio Rank: 86
SIMYX Omega Ratio Rank: 85
SIMYX Calmar Ratio Rank: 90
SIMYX Martin Ratio Rank: 88

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. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.

	GSIMX	SIMYX	Difference
Sharpe ratio Return per unit of total volatility	1.28	1.75	-0.47
Sortino ratio Return per unit of downside risk	1.69	2.30	-0.61
Omega ratio Gain probability vs. loss probability	1.27	1.35	-0.08
Calmar ratio Return relative to maximum drawdown	1.81	2.52	-0.70
Martin ratio Return relative to average drawdown	7.41	9.65	-2.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSIMX vs. SIMYX - Sharpe Ratio Comparison

The current GSIMX Sharpe Ratio is 1.28, which is comparable to the SIMYX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GSIMX and SIMYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GSIMX	SIMYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	1.75	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.76	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.58	+0.23

Correlation

The correlation between GSIMX and SIMYX 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

GSIMX vs. SIMYX - Dividend Comparison

GSIMX's dividend yield for the trailing twelve months is around 4.93%, more than SIMYX's 3.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	3.03%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%

Drawdowns

GSIMX vs. SIMYX - Drawdown Comparison

The maximum GSIMX drawdown since its inception was -28.84%, smaller than the maximum SIMYX drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for GSIMX and SIMYX.

Drawdown Indicators

	GSIMX	SIMYX	Difference
Max Drawdown Largest peak-to-trough decline	-28.84%	-32.14%	+3.30%
Max Drawdown (1Y) Largest decline over 1 year	-8.75%	-8.55%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	-25.37%	-25.06%	-0.31%
Current Drawdown Current decline from peak	-6.12%	-7.35%	+1.23%
Average Drawdown Average peak-to-trough decline	-4.85%	-6.14%	+1.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.23%	-0.08%

Volatility

GSIMX vs. SIMYX - Volatility Comparison

Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) have volatilities of 4.78% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSIMX	SIMYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	4.79%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.35%	7.26%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	12.54%	-0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.42%	11.31%	+3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.77%	12.24%	+3.53%