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GSRAX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSRAX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Rising Dividend Growth Fund (GSRAX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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GSRAX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSRAX
Goldman Sachs Rising Dividend Growth Fund
-1.37%6.66%26.07%17.49%-7.78%31.47%8.75%25.63%-6.65%16.68%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, GSRAX achieves a -1.37% return, which is significantly lower than GSIMX's 3.78% return.


GSRAX

1D
-0.43%
1M
-7.23%
YTD
-1.37%
6M
-1.84%
1Y
6.92%
3Y*
14.48%
5Y*
11.29%
10Y*
11.53%

GSIMX

1D
0.60%
1M
-6.12%
YTD
3.78%
6M
7.89%
1Y
15.89%
3Y*
17.37%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSRAX vs. GSIMX - Expense Ratio Comparison

GSRAX has a 1.03% expense ratio, which is higher than GSIMX's 0.76% expense ratio.


Return for Risk

GSRAX vs. GSIMX — Risk / Return Rank

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

GSRAX
GSRAX Risk / Return Rank: 1717
Overall Rank
GSRAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GSRAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
GSRAX Omega Ratio Rank: 1818
Omega Ratio Rank
GSRAX Calmar Ratio Rank: 1515
Calmar Ratio Rank
GSRAX Martin Ratio Rank: 1818
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
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.

GSRAX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Rising Dividend Growth Fund (GSRAX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.


GSRAXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.28

-0.83

Sortino ratio

Return per unit of downside risk

0.75

1.69

-0.95

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.40

1.81

-1.41

Martin ratio

Return relative to average drawdown

1.84

7.41

-5.57

GSRAX vs. GSIMX - Sharpe Ratio Comparison

The current GSRAX Sharpe Ratio is 0.44, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GSRAX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSRAXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.28

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.73

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.81

-0.35

Correlation

The correlation between GSRAX and GSIMX 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

GSRAX vs. GSIMX - Dividend Comparison

GSRAX's dividend yield for the trailing twelve months is around 12.83%, more than GSIMX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
GSRAX
Goldman Sachs Rising Dividend Growth Fund
12.83%12.17%25.88%9.60%14.01%11.55%4.39%11.85%97.89%21.56%3.16%0.92%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.93%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

GSRAX vs. GSIMX - Drawdown Comparison

The maximum GSRAX drawdown since its inception was -44.40%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GSRAX and GSIMX.


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Drawdown Indicators


GSRAXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-44.40%

-28.84%

-15.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-8.75%

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-25.37%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.97%

Current Drawdown

Current decline from peak

-9.35%

-6.12%

-3.23%

Average Drawdown

Average peak-to-trough decline

-6.10%

-4.85%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.15%

+0.72%

Volatility

GSRAX vs. GSIMX - Volatility Comparison

The current volatility for Goldman Sachs Rising Dividend Growth Fund (GSRAX) is 3.97%, while Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) has a volatility of 4.78%. This indicates that GSRAX experiences smaller price fluctuations and is considered to be less risky than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSRAXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

4.78%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.75%

7.35%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

12.47%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

14.42%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

15.77%

+4.08%