GSLIX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Large Cap Value Fund (GSLIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GSLIX is managed by Goldman Sachs. It was launched on Dec 15, 1999. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GSLIX vs. GSIFX - Performance Comparison
Loading graphics...
GSLIX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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
GSLIX
GSIFX
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.
| GSLIX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.60 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.91 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.81 | -0.05 |
Martin ratioReturn relative to average drawdown | 3.58 | 3.23 | +0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSLIX | GSIFX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| GSLIX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.18% | -11.48% | +4.30% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -15.30% | +7.26% |
Ulcer IndexDepth 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
| GSLIX | GSIFX | Difference | |
|---|---|---|---|
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% |