GSITX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Small Cap Value Insights Fund (GSITX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GSITX vs. GSIFX - Performance Comparison
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GSITX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSITX Goldman Sachs Small Cap Value Insights Fund | 2.77% | 12.95% | 29.64% | 17.50% | -13.56% | 33.22% | 0.32% | 23.52% | -10.69% | 7.49% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Returns By Period
In the year-to-date period, GSITX achieves a 2.77% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GSITX has outperformed GSIFX with an annualized return of 11.96%, while GSIFX has yielded a comparatively lower 8.34% annualized return.
GSITX
- 1D
- -1.05%
- 1M
- -6.87%
- YTD
- 2.77%
- 6M
- 6.77%
- 1Y
- 27.20%
- 3Y*
- 20.47%
- 5Y*
- 11.02%
- 10Y*
- 11.96%
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
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GSITX vs. GSIFX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
GSITX vs. GSIFX — Risk / Return Rank
GSITX
GSIFX
GSITX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.
| GSITX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.60 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.91 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.81 | +0.83 |
Martin ratioReturn relative to average drawdown | 6.48 | 3.23 | +3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSITX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.60 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.32 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.30 | +0.06 |
Correlation
The correlation between GSITX and GSIFX is 0.69, 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.
Dividends
GSITX vs. GSIFX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 4.71%, more than GSIFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSITX Goldman Sachs Small Cap Value Insights Fund | 4.71% | 4.84% | 30.83% | 1.37% | 2.63% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
GSITX vs. GSIFX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, roughly equal to the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GSITX and GSIFX.
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Drawdown Indicators
| GSITX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -59.25% | +2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -12.15% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -31.94% | +7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -35.00% | -12.17% |
Current DrawdownCurrent decline from peak | -8.36% | -11.48% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -15.30% | +6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.06% | +0.63% |
Volatility
GSITX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Small Cap Value Insights Fund (GSITX) is 5.88%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that GSITX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 6.71% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 11.13% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 16.87% | +5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 16.71% | +6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 17.32% | +6.77% |