GSRAX vs. DFIEX
Compare and contrast key facts about Goldman Sachs Rising Dividend Growth Fund (GSRAX) and DFA International Core Equity Portfolio I (DFIEX).
GSRAX is managed by Goldman Sachs. It was launched on Mar 23, 2004. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GSRAX vs. DFIEX - Performance Comparison
Loading graphics...
GSRAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSRAX Goldman Sachs Rising Dividend Growth Fund | 0.62% | 6.66% | 26.07% | 17.49% | -7.78% | 31.47% | 8.75% | 25.63% | -6.65% | 17.59% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GSRAX achieves a 0.62% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, GSRAX has outperformed DFIEX with an annualized return of 11.76%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
GSRAX
- 1D
- 2.02%
- 1M
- -5.28%
- YTD
- 0.62%
- 6M
- -0.45%
- 1Y
- 8.88%
- 3Y*
- 15.25%
- 5Y*
- 11.46%
- 10Y*
- 11.76%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSRAX vs. DFIEX - Expense Ratio Comparison
GSRAX has a 1.03% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GSRAX vs. DFIEX — Risk / Return Rank
GSRAX
DFIEX
GSRAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Rising Dividend Growth Fund (GSRAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| GSRAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.95 | -1.43 |
Sortino ratioReturn per unit of downside risk | 0.86 | 2.55 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 2.57 | -1.97 |
Martin ratioReturn relative to average drawdown | 2.74 | 10.07 | -7.34 |
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
| GSRAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.95 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.35 | +0.12 |
Correlation
The correlation between GSRAX and DFIEX is 0.78, 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
GSRAX vs. DFIEX - Dividend Comparison
GSRAX's dividend yield for the trailing twelve months is around 12.57%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSRAX Goldman Sachs Rising Dividend Growth Fund | 12.57% | 12.17% | 25.88% | 9.60% | 14.01% | 11.55% | 4.39% | 11.85% | 97.89% | 21.56% | 3.16% | 0.92% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GSRAX vs. DFIEX - Drawdown Comparison
The maximum GSRAX drawdown since its inception was -44.40%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GSRAX and DFIEX.
Loading graphics...
Drawdown Indicators
| GSRAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.40% | -62.22% | +17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -11.01% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -28.66% | +3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -38.97% | -41.04% | +2.07% |
Current DrawdownCurrent decline from peak | -7.52% | -7.75% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -12.26% | +6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.81% | +0.01% |
Volatility
GSRAX vs. DFIEX - Volatility Comparison
The current volatility for Goldman Sachs Rising Dividend Growth Fund (GSRAX) is 4.61%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that GSRAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSRAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 7.09% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 10.45% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 15.90% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 15.65% | +4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 16.35% | +3.51% |