PortfoliosLab logoPortfoliosLab logo
GSLIX vs. GSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSLIX vs. GSIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Large Cap Value Fund (GSLIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GSLIX vs. GSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSLIX
Goldman Sachs Large Cap Value Fund
-1.03%10.86%30.73%13.19%-6.26%24.00%4.22%26.09%-8.64%9.80%
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, GSLIX achieves a -1.03% return, which is significantly higher than GSIFX's -5.52% return. Over the past 10 years, GSLIX has outperformed GSIFX with an annualized return of 10.99%, while GSIFX has yielded a comparatively lower 8.34% annualized return.


GSLIX

1D
-0.58%
1M
-7.07%
YTD
-1.03%
6M
2.39%
1Y
9.86%
3Y*
17.32%
5Y*
11.63%
10Y*
10.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSLIX vs. GSIFX - Expense Ratio Comparison

GSLIX has a 0.73% expense ratio, which is lower than GSIFX's 1.35% expense ratio.


Return for Risk

GSLIX vs. GSIFX — Risk / Return Rank

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

GSLIX
GSLIX Risk / Return Rank: 2828
Overall Rank
GSLIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GSLIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
GSLIX Omega Ratio Rank: 2828
Omega Ratio Rank
GSLIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GSLIX Martin Ratio Rank: 3333
Martin Ratio Rank

GSIFX
GSIFX Risk / Return Rank: 2626
Overall Rank
GSIFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GSIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GSIFX Omega Ratio Rank: 2121
Omega Ratio Rank
GSIFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GSIFX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSLIX vs. GSIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Value Fund (GSLIX) 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.


GSLIXGSIFXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.60

+0.06

Sortino ratio

Return per unit of downside risk

1.01

0.91

+0.10

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

0.76

0.81

-0.05

Martin ratio

Return relative to average drawdown

3.58

3.23

+0.35

GSLIX vs. GSIFX - Sharpe Ratio Comparison

The current GSLIX Sharpe Ratio is 0.66, which is comparable to the GSIFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GSLIX and GSIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GSLIXGSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.60

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.32

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.48

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.30

+0.11

Correlation

The correlation between GSLIX and GSIFX is 0.71, 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.


Dividends

GSLIX vs. GSIFX - Dividend Comparison

GSLIX's dividend yield for the trailing twelve months is around 14.63%, more than GSIFX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
GSLIX
Goldman Sachs Large Cap Value Fund
14.63%14.48%23.46%6.25%9.37%12.38%3.54%5.82%13.23%16.85%2.08%10.60%
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

GSLIX vs. GSIFX - Drawdown Comparison

The maximum GSLIX drawdown since its inception was -53.28%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GSLIX and GSIFX.


Loading graphics...

Drawdown Indicators


GSLIXGSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.28%

-59.25%

+5.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-12.15%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-31.94%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-36.93%

-35.00%

-1.93%

Current Drawdown

Current decline from peak

-7.18%

-11.48%

+4.30%

Average Drawdown

Average peak-to-trough decline

-8.04%

-15.30%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.06%

-0.53%

Volatility

GSLIX vs. GSIFX - Volatility Comparison

The current volatility for Goldman Sachs Large Cap Value Fund (GSLIX) is 4.53%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that GSLIX 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.


Loading graphics...

Volatility by Period


GSLIXGSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

6.71%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

11.13%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

16.87%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

16.71%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

17.32%

+1.69%