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GSINX vs. MSMLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GSINXMSMLX
YTD Return17.38%2.19%
1Y Return27.56%4.82%
3Y Return (Ann)7.61%0.23%
5Y Return (Ann)12.13%13.23%
Sharpe Ratio2.110.30
Daily Std Dev13.72%18.65%
Max Drawdown-28.80%-36.40%
Current Drawdown-2.65%-4.48%

Correlation

-0.50.00.51.00.6

The correlation between GSINX and MSMLX is 0.64, 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.

Performance

GSINX vs. MSMLX - Performance Comparison

In the year-to-date period, GSINX achieves a 17.38% return, which is significantly higher than MSMLX's 2.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


110.00%120.00%130.00%140.00%150.00%160.00%170.00%AprilMayJuneJulyAugustSeptember
158.69%
123.14%
GSINX
MSMLX

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GSINX vs. MSMLX - Expense Ratio Comparison

GSINX has a 0.89% expense ratio, which is lower than MSMLX's 1.37% expense ratio.


MSMLX
Matthews Emerging Markets Small Companies Fund
Expense ratio chart for MSMLX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%
Expense ratio chart for GSINX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

GSINX vs. MSMLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Matthews Emerging Markets Small Companies Fund (MSMLX). 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.


GSINX
Sharpe ratio
The chart of Sharpe ratio for GSINX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.005.002.11
Sortino ratio
The chart of Sortino ratio for GSINX, currently valued at 2.96, compared to the broader market0.005.0010.002.96
Omega ratio
The chart of Omega ratio for GSINX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for GSINX, currently valued at 2.98, compared to the broader market0.005.0010.0015.0020.002.98
Martin ratio
The chart of Martin ratio for GSINX, currently valued at 12.22, compared to the broader market0.0020.0040.0060.0080.00100.0012.22
MSMLX
Sharpe ratio
The chart of Sharpe ratio for MSMLX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.005.000.30
Sortino ratio
The chart of Sortino ratio for MSMLX, currently valued at 0.59, compared to the broader market0.005.0010.000.59
Omega ratio
The chart of Omega ratio for MSMLX, currently valued at 1.09, compared to the broader market1.002.003.004.001.09
Calmar ratio
The chart of Calmar ratio for MSMLX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.33
Martin ratio
The chart of Martin ratio for MSMLX, currently valued at 1.07, compared to the broader market0.0020.0040.0060.0080.00100.001.07

GSINX vs. MSMLX - Sharpe Ratio Comparison

The current GSINX Sharpe Ratio is 2.11, which is higher than the MSMLX Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of GSINX and MSMLX.


Rolling 12-month Sharpe Ratio0.001.002.003.00AprilMayJuneJulyAugustSeptember
2.11
0.30
GSINX
MSMLX

Dividends

GSINX vs. MSMLX - Dividend Comparison

GSINX's dividend yield for the trailing twelve months is around 1.93%, less than MSMLX's 8.18% yield.


TTM20232022202120202019201820172016201520142013
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
1.93%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%0.00%0.00%0.00%
MSMLX
Matthews Emerging Markets Small Companies Fund
8.18%8.36%8.04%5.83%0.28%0.51%21.31%8.12%0.43%0.13%0.39%0.48%

Drawdowns

GSINX vs. MSMLX - Drawdown Comparison

The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum MSMLX drawdown of -36.40%. Use the drawdown chart below to compare losses from any high point for GSINX and MSMLX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.65%
-4.48%
GSINX
MSMLX

Volatility

GSINX vs. MSMLX - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) is 3.18%, while Matthews Emerging Markets Small Companies Fund (MSMLX) has a volatility of 4.68%. This indicates that GSINX experiences smaller price fluctuations and is considered to be less risky than MSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.18%
4.68%
GSINX
MSMLX