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GSINX vs. FCPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSINX vs. FCPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX). The values are adjusted to include any dividend payments, if applicable.

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GSINX vs. FCPIX - 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%
FCPIX
Fidelity Advisor International Capital Appreciation Fund Class I
-8.16%18.68%8.02%27.64%-26.55%12.26%22.23%32.75%-12.79%35.88%

Returns By Period

In the year-to-date period, GSINX achieves a 3.75% return, which is significantly higher than FCPIX's -8.16% return.


GSINX

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

FCPIX

1D
-0.51%
1M
-13.01%
YTD
-8.16%
6M
-8.47%
1Y
6.49%
3Y*
9.73%
5Y*
4.42%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSINX vs. FCPIX - Expense Ratio Comparison

GSINX has a 0.89% expense ratio, which is lower than FCPIX's 0.97% expense ratio.


Return for Risk

GSINX vs. FCPIX — 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

FCPIX
FCPIX Risk / Return Rank: 1212
Overall Rank
FCPIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FCPIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FCPIX Omega Ratio Rank: 1212
Omega Ratio Rank
FCPIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FCPIX Martin Ratio Rank: 1313
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. FCPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX). 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.


GSINXFCPIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.29

+0.98

Sortino ratio

Return per unit of downside risk

1.68

0.54

+1.14

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.19

Calmar ratio

Return relative to maximum drawdown

1.80

0.29

+1.51

Martin ratio

Return relative to average drawdown

7.33

1.15

+6.19

GSINX vs. FCPIX - Sharpe Ratio Comparison

The current GSINX Sharpe Ratio is 1.27, which is higher than the FCPIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of GSINX and FCPIX, 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


GSINXFCPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.29

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.24

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.36

+0.45

Correlation

The correlation between GSINX and FCPIX is 0.83, 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.


Dividends

GSINX vs. FCPIX - Dividend Comparison

GSINX's dividend yield for the trailing twelve months is around 4.85%, less than FCPIX's 5.92% 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%
FCPIX
Fidelity Advisor International Capital Appreciation Fund Class I
5.92%5.44%0.70%0.36%0.00%3.79%0.11%0.54%0.54%0.21%0.37%0.24%

Drawdowns

GSINX vs. FCPIX - Drawdown Comparison

The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum FCPIX drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for GSINX and FCPIX.


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Drawdown Indicators


GSINXFCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.80%

-67.79%

+38.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-14.45%

+5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-37.24%

+11.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

Current Drawdown

Current decline from peak

-6.11%

-14.45%

+8.34%

Average Drawdown

Average peak-to-trough decline

-4.88%

-15.84%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.60%

-1.45%

Volatility

GSINX vs. FCPIX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) is 4.84%, while Fidelity Advisor International Capital Appreciation Fund Class I (FCPIX) has a volatility of 7.72%. This indicates that GSINX experiences smaller price fluctuations and is considered to be less risky than FCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSINXFCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

7.72%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

12.32%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

12.48%

19.46%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

18.45%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

17.81%

-2.03%