GSUIX vs. GSIMX
GSUIX (Goldman Sachs U.S. Mortgages Fund) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares) are both mutual funds - GSUIX is a Government Bonds fund managed by Goldman Sachs, while GSIMX is a Foreign Large Cap Equities fund actively managed by Goldman Sachs. Over the past 5 years, GSUIX returned -0.59%/yr vs 8.83%/yr for GSIMX. Their 0.09 correlation means their historical movements had little consistent relationship. GSUIX charges 0.45%/yr vs 0.78%/yr for GSIMX.
Performance
GSUIX vs. GSIMX - Performance Comparison
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Returns By Period
In the year-to-date period, GSUIX achieves a -0.61% return, which is significantly lower than GSIMX's 7.52% return.
GSUIX
- 1D
- 0.22%
- 1M
- -1.33%
- 6M
- -0.93%
- YTD
- -0.61%
- 1Y
- 2.69%
- 3Y*
- 3.88%
- 5Y*
- -0.59%
- 10Y*
- 1.02%
- ALL TIME*
- 2.79%
GSIMX
- 1D
- -0.58%
- 1M
- 1.47%
- 6M
- 2.20%
- YTD
- 7.52%
- 1Y
- 13.93%
- 3Y*
- 16.49%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 12.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSUIX vs. GSIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSUIX Goldman Sachs U.S. Mortgages Fund | -0.61% | 8.31% | 0.61% | 4.51% | -13.09% | -1.35% | 5.79% | 6.39% | 0.72% | 1.82% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares | 7.52% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Correlation
The correlation between GSUIX and GSIMX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.09 |
The correlation between GSUIX and GSIMX shifts across timeframes, from 0.09 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GSUIX vs. GSIMX — Risk / Return Rank
GSUIX
GSIMX
GSUIX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Mortgages Fund (GSUIX) and Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSUIX | GSIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.94 | -1.04 |
| Martin ratioReturn relative to average drawdown | 2.32 | 5.28 | -2.96 |
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Drawdowns
GSUIX vs. GSIMX - Drawdown Comparison
The maximum GSUIX drawdown since its inception was -19.29%, smaller than the maximum GSIMX drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GSUIX and GSIMX.
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Drawdown Indicators
| GSUIX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.29% | -28.84% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -7.81% | +4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -6.81% | -10.32% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.76% | -25.37% | +6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -19.29% | — | — |
Current DrawdownCurrent decline from peak | -3.35% | -2.74% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -4.80% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 2.85% | -1.63% |
Volatility
GSUIX vs. GSIMX - Volatility Comparison
The current volatility for Goldman Sachs U.S. Mortgages Fund (GSUIX) is 1.17%, while Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares (GSIMX) has a volatility of 2.22%. This indicates that GSUIX 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
| GSUIX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 2.22% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 8.17% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 9.87% | -5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.63% | 14.25% | -7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 15.61% | -10.56% |
GSUIX vs. GSIMX - Expense Ratio Comparison
GSUIX has a 0.45% expense ratio, which is lower than GSIMX's 0.78% expense ratio.
Dividends
GSUIX vs. GSIMX - Dividend Comparison
GSUIX's dividend yield for the trailing twelve months is around 3.74%, less than GSIMX's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIMX Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares | 4.76% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% | 0.00% | 0.00% |
GSUIX Goldman Sachs U.S. Mortgages Fund | 3.74% | 4.01% | 3.45% | 3.14% | 1.87% | 1.67% | 2.88% | 3.26% | 2.94% | 2.58% | 2.65% | 2.77% |
Frequently Asked Questions
GSUIX and GSIMX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIMX has higher volatility (2.22%) compared to GSUIX (1.17%). In terms of maximum drawdown, GSUIX dropped -19.29% vs GSIMX's -28.84%.
GSIMX currently has the higher Sharpe Ratio (1.54 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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