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

Correlation

The correlation between GSINX and VIGI is 0.74, 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.


Performance

GSINX vs. VIGI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GSINX:

-0.19

VIGI:

0.66

Sortino Ratio

GSINX:

-0.09

VIGI:

1.10

Omega Ratio

GSINX:

0.99

VIGI:

1.15

Calmar Ratio

GSINX:

-0.15

VIGI:

0.75

Martin Ratio

GSINX:

-0.31

VIGI:

2.14

Ulcer Index

GSINX:

8.41%

VIGI:

5.05%

Daily Std Dev

GSINX:

16.66%

VIGI:

15.26%

Max Drawdown

GSINX:

-28.80%

VIGI:

-31.01%

Current Drawdown

GSINX:

-8.35%

VIGI:

-1.33%

Returns By Period

The year-to-date returns for both stocks are quite close, with GSINX having a 9.60% return and VIGI slightly lower at 9.29%.


GSINX

YTD

9.60%

1M

5.07%

6M

-1.08%

1Y

-3.10%

5Y*

10.86%

10Y*

N/A

VIGI

YTD

9.29%

1M

7.94%

6M

4.09%

1Y

9.98%

5Y*

10.47%

10Y*

N/A

*Annualized

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GSINX vs. VIGI - Expense Ratio Comparison

GSINX has a 0.89% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Risk-Adjusted Performance

GSINX vs. VIGI — 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 1414
Overall Rank
The Sharpe Ratio Rank of GSINX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1616
Martin Ratio Rank

VIGI
The Risk-Adjusted Performance Rank of VIGI is 7171
Overall Rank
The Sharpe Ratio Rank of VIGI is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VIGI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VIGI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VIGI is 6666
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. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) and Vanguard International Dividend Appreciation ETF (VIGI). 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 VIGI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GSINX and VIGI, 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. VIGI - Dividend Comparison

GSINX's dividend yield for the trailing twelve months is around 6.07%, more than VIGI's 1.88% yield.


TTM202420232022202120202019201820172016
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
6.07%6.65%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%
VIGI
Vanguard International Dividend Appreciation ETF
1.88%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%

Drawdowns

GSINX vs. VIGI - Drawdown Comparison

The maximum GSINX drawdown since its inception was -28.80%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for GSINX and VIGI. For additional features, visit the drawdowns tool.


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Volatility

GSINX vs. VIGI - Volatility Comparison

The current volatility for Goldman Sachs GQG Partners International Opportunities Fund (GSINX) is 3.69%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.89%. This indicates that GSINX experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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