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GSINX vs. ECSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSINX vs. ECSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Eaton Vance Short Duration Strategic Income Fund (ECSIX). The values are adjusted to include any dividend payments, if applicable.

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GSINX vs. ECSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
3.75%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%
ECSIX
Eaton Vance Short Duration Strategic Income Fund
0.27%10.19%5.71%7.31%-3.31%0.69%6.60%5.76%-3.37%3.74%

Returns By Period

In the year-to-date period, GSINX achieves a 3.75% return, which is significantly higher than ECSIX's 0.27% return.


GSINX

1D
0.65%
1M
-6.11%
YTD
3.75%
6M
7.85%
1Y
15.78%
3Y*
17.25%
5Y*
10.28%
10Y*

ECSIX

1D
0.19%
1M
-2.24%
YTD
0.27%
6M
2.84%
1Y
8.37%
3Y*
7.03%
5Y*
3.94%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSINX vs. ECSIX - Expense Ratio Comparison

GSINX has a 0.89% expense ratio, which is lower than ECSIX's 1.82% expense ratio.


Return for Risk

GSINX vs. ECSIX — Risk / Return Rank

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

GSINX
GSINX Risk / Return Rank: 7373
Overall Rank
GSINX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 6868
Sortino Ratio Rank
GSINX Omega Ratio Rank: 7272
Omega Ratio Rank
GSINX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GSINX Martin Ratio Rank: 7676
Martin Ratio Rank

ECSIX
ECSIX Risk / Return Rank: 9696
Overall Rank
ECSIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ECSIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ECSIX Omega Ratio Rank: 9696
Omega Ratio Rank
ECSIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ECSIX Martin Ratio Rank: 9595
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.

GSINX vs. ECSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Eaton Vance Short Duration Strategic Income Fund (ECSIX). 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.


GSINXECSIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

2.80

-1.53

Sortino ratio

Return per unit of downside risk

1.68

4.07

-2.39

Omega ratio

Gain probability vs. loss probability

1.27

1.60

-0.33

Calmar ratio

Return relative to maximum drawdown

1.80

3.30

-1.51

Martin ratio

Return relative to average drawdown

7.33

13.69

-6.36

GSINX vs. ECSIX - Sharpe Ratio Comparison

The current GSINX Sharpe Ratio is 1.27, which is lower than the ECSIX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of GSINX and ECSIX, 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


GSINXECSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

2.80

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

1.26

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.46

-0.66

Correlation

The correlation between GSINX and ECSIX is 0.28, 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

GSINX vs. ECSIX - Dividend Comparison

GSINX's dividend yield for the trailing twelve months is around 4.85%, less than ECSIX's 6.33% yield.


TTM20252024202320222021202020192018201720162015
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.85%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%
ECSIX
Eaton Vance Short Duration Strategic Income Fund
6.33%5.07%6.21%6.18%4.78%3.54%3.47%3.53%3.19%2.96%3.20%3.54%

Drawdowns

GSINX vs. ECSIX - Drawdown Comparison

The maximum GSINX drawdown since its inception was -28.80%, which is greater than ECSIX's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for GSINX and ECSIX.


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Drawdown Indicators


GSINXECSIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.80%

-12.95%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-2.43%

-6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-7.19%

-18.27%

Max Drawdown (10Y)

Largest decline over 10 years

-12.53%

Current Drawdown

Current decline from peak

-6.11%

-2.24%

-3.87%

Average Drawdown

Average peak-to-trough decline

-4.88%

-1.34%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.59%

+1.56%

Volatility

GSINX vs. ECSIX - Volatility Comparison

Goldman Sachs GQG Partners International Opportunities Fund (GSINX) has a higher volatility of 4.84% compared to Eaton Vance Short Duration Strategic Income Fund (ECSIX) at 1.19%. This indicates that GSINX's price experiences larger fluctuations and is considered to be riskier than ECSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSINXECSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

1.19%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

1.83%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

2.95%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

3.15%

+11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

3.17%

+12.61%