GSINX vs. MSMLX
Compare and contrast key facts about Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Matthews Emerging Markets Small Companies Fund (MSMLX).
GSINX is managed by Goldman Sachs. It was launched on Dec 14, 2016. MSMLX is managed by Matthews Asia Funds. It was launched on Sep 14, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSINX or MSMLX.
Performance
GSINX vs. MSMLX - Performance Comparison
Returns By Period
In the year-to-date period, GSINX achieves a 9.32% return, which is significantly higher than MSMLX's -5.41% return.
GSINX
9.32%
-5.85%
-5.60%
18.49%
9.85%
N/A
MSMLX
-5.41%
-8.39%
-8.04%
-8.69%
6.82%
1.58%
Key characteristics
| GSINX | MSMLX | |
|---|---|---|
| Sharpe Ratio | 1.41 | -0.56 |
| Sortino Ratio | 2.03 | -0.67 |
| Omega Ratio | 1.25 | 0.92 |
| Calmar Ratio | 1.98 | -0.32 |
| Martin Ratio | 6.54 | -1.90 |
| Ulcer Index | 2.82% | 4.60% |
| Daily Std Dev | 13.10% | 15.47% |
| Max Drawdown | -28.80% | -45.68% |
| Current Drawdown | -9.33% | -27.34% |
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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.
Correlation
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.
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.
Dividends
GSINX vs. MSMLX - Dividend Comparison
GSINX's dividend yield for the trailing twelve months is around 2.08%, more than MSMLX's 1.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
MSMLX Matthews Emerging Markets Small Companies Fund | 1.68% | 1.59% | 0.39% | 0.00% | 0.21% | 0.51% | 0.49% | 0.43% | 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 -45.68%. Use the drawdown chart below to compare losses from any high point for GSINX and MSMLX. For additional features, visit the drawdowns tool.
Volatility
GSINX vs. MSMLX - Volatility Comparison
The current volatility for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) is 2.47%, while Matthews Emerging Markets Small Companies Fund (MSMLX) has a volatility of 3.90%. 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.