GSIYX vs. LVHI
GSIYX (Goldman Sachs GQG Partners International Opportunities Fund Class R6) and LVHI (Franklin International Low Volatility High Dividend Index ETF) are both funds - GSIYX is a International Equity fund tracking the MSCI AC World ex USA Growth (Net), while LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Both are passively managed. Over the past 5 years, GSIYX returned 8.85%/yr vs 16.23%/yr for LVHI. A 0.60 correlation means they provide meaningful diversification when combined. GSIYX charges 0.75%/yr vs 0.40%/yr for LVHI.
Performance
GSIYX vs. LVHI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GSIYX achieves a 5.48% return, which is significantly lower than LVHI's 15.22% return.
GSIYX
- 1D
- 0.00%
- 1M
- -1.58%
- 6M
- 5.10%
- YTD
- 5.48%
- 1Y
- 10.35%
- 3Y*
- 14.99%
- 5Y*
- 8.85%
- 10Y*
- —
LVHI
- 1D
- 0.22%
- 1M
- 1.27%
- 6M
- 12.98%
- YTD
- 15.22%
- 1Y
- 31.78%
- 3Y*
- 22.06%
- 5Y*
- 16.23%
- 10Y*
- —
GSIYX vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 5.48% | 20.89% | 9.69% | 22.07% | -10.99% | 12.47% | 15.86% | 27.59% | -6.02% | 29.91% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 15.22% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 12.26% |
Correlation
The correlation between GSIYX and LVHI is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.60 |
The correlation between GSIYX and LVHI shifts across timeframes, from 0.60 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GSIYX vs. LVHI — Risk / Return Rank
GSIYX
LVHI
GSIYX vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSIYX | LVHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.63 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 5.26 | -3.90 |
| Martin ratioReturn relative to average drawdown | 3.80 | 21.64 | -17.84 |
Loading charts...
Drawdowns
GSIYX vs. LVHI - Drawdown Comparison
The maximum GSIYX drawdown since its inception was -28.79%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for GSIYX and LVHI.
Loading charts...
Drawdown Indicators
| GSIYX | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -32.31% | +3.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -6.08% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -10.30% | -11.99% | +1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -11.99% | -13.37% |
Current DrawdownCurrent decline from peak | -4.59% | 0.00% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -3.49% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 1.48% | +1.30% |
Volatility
GSIYX vs. LVHI - Volatility Comparison
Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) has a higher volatility of 3.34% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.26%. This indicates that GSIYX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GSIYX | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 2.26% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 7.72% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 9.62% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 11.07% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 13.72% | +1.93% |
GSIYX vs. LVHI - Expense Ratio Comparison
GSIYX has a 0.75% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Dividends
GSIYX vs. LVHI - Dividend Comparison
GSIYX's dividend yield for the trailing twelve months is around 4.88%, more than LVHI's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSIYX Goldman Sachs GQG Partners International Opportunities Fund Class R6 | 4.88% | 5.14% | 11.21% | 2.38% | 4.91% | 2.25% | 0.19% | 0.67% | 0.55% | 0.16% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.63% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Frequently Asked Questions
GSIYX and LVHI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIYX has higher volatility (3.34%) compared to LVHI (2.26%). In terms of maximum drawdown, GSIYX dropped -28.79% vs LVHI's -32.31%.
LVHI currently has the higher Sharpe Ratio (3.32 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GSIYX and LVHI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer