GSINX vs. HSCZ
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ).
GSINX is managed by Goldman Sachs. It was launched on Dec 14, 2016. HSCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small-Cap 100% Hedged to USD Index. It was launched on Jun 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSINX or HSCZ.
Performance
GSINX vs. HSCZ - Performance Comparison
Returns By Period
In the year-to-date period, GSINX achieves a 9.32% return, which is significantly lower than HSCZ's 10.52% return.
GSINX
9.32%
-5.85%
-5.60%
18.49%
9.85%
N/A
HSCZ
10.52%
-2.28%
0.20%
17.03%
8.22%
N/A
Key characteristics
| GSINX | HSCZ | |
|---|---|---|
| Sharpe Ratio | 1.41 | 1.38 |
| Sortino Ratio | 2.03 | 1.86 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.98 | 1.63 |
| Martin Ratio | 6.54 | 7.99 |
| Ulcer Index | 2.82% | 2.00% |
| Daily Std Dev | 13.10% | 11.57% |
| Max Drawdown | -28.80% | -34.89% |
| Current Drawdown | -9.33% | -2.94% |
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GSINX vs. HSCZ - Expense Ratio Comparison
GSINX has a 0.89% expense ratio, which is higher than HSCZ's 0.43% expense ratio.
Correlation
The correlation between GSINX and HSCZ is 0.71, 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.
Risk-Adjusted Performance
GSINX vs. HSCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ). 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.
Dividends
GSINX vs. HSCZ - Dividend Comparison
GSINX's dividend yield for the trailing twelve months is around 2.08%, less than HSCZ's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 2.08% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.06% | 0.00% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.56% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% |
Drawdowns
GSINX vs. HSCZ - Drawdown Comparison
The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum HSCZ drawdown of -34.89%. Use the drawdown chart below to compare losses from any high point for GSINX and HSCZ. For additional features, visit the drawdowns tool.
Volatility
GSINX vs. HSCZ - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) is 2.47%, while iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) has a volatility of 2.65%. This indicates that GSINX experiences smaller price fluctuations and is considered to be less risky than HSCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.