GSINX vs. FIVFX

In the year-to-date period, GSINX achieves a 9.60% return, which is significantly lower than FIVFX's 10.97% return.

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GSINX has a 0.89% expense ratio, which is lower than FIVFX's 1.00% expense ratio.

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

The current GSINX Sharpe Ratio is -0.19, which is lower than the FIVFX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of GSINX and FIVFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GSINX's dividend yield for the trailing twelve months is around 2.00%, more than FIVFX's 0.70% yield.

The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum FIVFX drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for GSINX and FIVFX. For additional features, visit the drawdowns tool.

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) is 3.69%, while Fidelity International Capital Appreciation Fund (FIVFX) has a volatility of 4.30%. This indicates that GSINX experiences smaller price fluctuations and is considered to be less risky than FIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.