GSRTX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Absolute Return Tracker Fund (GSRTX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GSRTX is managed by Goldman Sachs. It was launched on May 29, 2008. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GSRTX vs. GSIFX - Performance Comparison
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GSRTX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSRTX Goldman Sachs Absolute Return Tracker Fund | -0.76% | 9.55% | 6.93% | 10.69% | -6.36% | 6.32% | 3.55% | 10.66% | -2.57% | 7.25% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -2.68% | 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, GSRTX achieves a -0.76% return, which is significantly higher than GSIFX's -2.68% return. Over the past 10 years, GSRTX has underperformed GSIFX with an annualized return of 4.86%, while GSIFX has yielded a comparatively higher 8.66% annualized return.
GSRTX
- 1D
- 1.16%
- 1M
- -2.70%
- YTD
- -0.76%
- 6M
- 0.72%
- 1Y
- 7.63%
- 3Y*
- 7.49%
- 5Y*
- 4.56%
- 10Y*
- 4.86%
GSIFX
- 1D
- 3.00%
- 1M
- -6.64%
- YTD
- -2.68%
- 6M
- 0.04%
- 1Y
- 13.98%
- 3Y*
- 8.87%
- 5Y*
- 5.60%
- 10Y*
- 8.66%
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GSRTX vs. GSIFX - Expense Ratio Comparison
GSRTX has a 0.75% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
GSRTX vs. GSIFX — Risk / Return Rank
GSRTX
GSIFX
GSRTX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Absolute Return Tracker Fund (GSRTX) 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.
| GSRTX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.85 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.24 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.03 | +0.14 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.10 | +1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSRTX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.85 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.34 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.50 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.31 | +0.30 |
Correlation
The correlation between GSRTX and GSIFX is 0.80, 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
GSRTX vs. GSIFX - Dividend Comparison
GSRTX's dividend yield for the trailing twelve months is around 2.08%, less than GSIFX's 2.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSRTX Goldman Sachs Absolute Return Tracker Fund | 2.08% | 2.07% | 1.05% | 2.69% | 5.18% | 9.00% | 0.61% | 3.52% | 2.62% | 3.51% | 0.54% | 1.66% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.24% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
GSRTX vs. GSIFX - Drawdown Comparison
The maximum GSRTX drawdown since its inception was -13.27%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GSRTX and GSIFX.
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Drawdown Indicators
| GSRTX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -59.25% | +45.98% |
Max Drawdown (1Y)Largest decline over 1 year | -5.94% | -12.15% | +6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -31.94% | +20.98% |
Max Drawdown (10Y)Largest decline over 10 years | -13.27% | -35.00% | +21.73% |
Current DrawdownCurrent decline from peak | -3.24% | -8.82% | +5.58% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -15.30% | +13.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 3.06% | -1.71% |
Volatility
GSRTX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Absolute Return Tracker Fund (GSRTX) is 2.80%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 7.31%. This indicates that GSRTX 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.
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Volatility by Period
| GSRTX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 7.31% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 11.47% | -6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.07% | 17.09% | -10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.70% | 16.77% | -10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.46% | 17.34% | -10.88% |