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

Correlation

The correlation between GSINX and OAKIX is 0.62, 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. OAKIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GSINX:

-0.13

OAKIX:

0.41

Sortino Ratio

GSINX:

-0.07

OAKIX:

0.70

Omega Ratio

GSINX:

0.99

OAKIX:

1.09

Calmar Ratio

GSINX:

-0.13

OAKIX:

0.44

Martin Ratio

GSINX:

-0.27

OAKIX:

1.19

Ulcer Index

GSINX:

8.47%

OAKIX:

6.27%

Daily Std Dev

GSINX:

16.75%

OAKIX:

19.17%

Max Drawdown

GSINX:

-28.80%

OAKIX:

-67.72%

Current Drawdown

GSINX:

-5.95%

OAKIX:

0.00%

Returns By Period

In the year-to-date period, GSINX achieves a 12.47% return, which is significantly lower than OAKIX's 16.55% return.


GSINX

YTD

12.47%

1M

4.93%

6M

3.15%

1Y

-2.08%

3Y*

9.57%

5Y*

10.68%

10Y*

N/A

OAKIX

YTD

16.55%

1M

10.21%

6M

16.57%

1Y

7.77%

3Y*

8.91%

5Y*

13.31%

10Y*

3.06%

*Annualized

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GSINX vs. OAKIX - Expense Ratio Comparison

GSINX has a 0.89% expense ratio, which is lower than OAKIX's 1.04% expense ratio.


Risk-Adjusted Performance

GSINX vs. OAKIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSINX
The Risk-Adjusted Performance Rank of GSINX is 1010
Overall Rank
The Sharpe Ratio Rank of GSINX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 88
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1111
Martin Ratio Rank

OAKIX
The Risk-Adjusted Performance Rank of OAKIX is 4444
Overall Rank
The Sharpe Ratio Rank of OAKIX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKIX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of OAKIX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of OAKIX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of OAKIX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSINX vs. OAKIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Oakmark International Fund (OAKIX). 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 -0.13, which is lower than the OAKIX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of GSINX and OAKIX, 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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Dividends

GSINX vs. OAKIX - Dividend Comparison

GSINX's dividend yield for the trailing twelve months is around 1.94%, less than OAKIX's 2.11% yield.


TTM20242023202220212020201920182017201620152014
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
1.94%2.19%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%0.00%0.00%
OAKIX
Oakmark International Fund
2.11%2.46%1.85%2.97%1.23%0.33%1.81%7.53%3.19%1.73%5.28%6.89%

Drawdowns

GSINX vs. OAKIX - Drawdown Comparison

The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum OAKIX drawdown of -67.72%. Use the drawdown chart below to compare losses from any high point for GSINX and OAKIX. For additional features, visit the drawdowns tool.


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Volatility

GSINX vs. OAKIX - Volatility Comparison

Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Oakmark International Fund (OAKIX) have volatilities of 3.40% and 3.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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