GZIRX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Strategic Income Fund (GZIRX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
GZIRX is managed by Goldman Sachs. It was launched on Jun 29, 2010. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
GZIRX vs. GSIFX - Performance Comparison
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GZIRX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GZIRX Goldman Sachs Strategic Income Fund | -1.31% | 8.49% | 6.13% | 10.37% | -3.83% | -1.44% | 9.51% | 5.96% | -2.25% | -0.15% |
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, GZIRX achieves a -1.31% return, which is significantly higher than GSIFX's -2.68% return. Over the past 10 years, GZIRX has underperformed GSIFX with an annualized return of 3.43%, while GSIFX has yielded a comparatively higher 8.66% annualized return.
GZIRX
- 1D
- 0.53%
- 1M
- -1.27%
- YTD
- -1.31%
- 6M
- 1.38%
- 1Y
- 6.27%
- 3Y*
- 6.74%
- 5Y*
- 3.95%
- 10Y*
- 3.43%
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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GZIRX vs. GSIFX - Expense Ratio Comparison
GZIRX has a 0.78% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
GZIRX vs. GSIFX — Risk / Return Rank
GZIRX
GSIFX
GZIRX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Income Fund (GZIRX) 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.
| GZIRX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.85 | +1.34 |
Sortino ratioReturn per unit of downside risk | 3.02 | 1.24 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.17 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.03 | +1.19 |
Martin ratioReturn relative to average drawdown | 9.57 | 4.10 | +5.47 |
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
| GZIRX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.85 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.34 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.50 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.31 | +0.58 |
Correlation
The correlation between GZIRX and GSIFX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GZIRX vs. GSIFX - Dividend Comparison
GZIRX's dividend yield for the trailing twelve months is around 5.25%, more than GSIFX's 2.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GZIRX Goldman Sachs Strategic Income Fund | 5.25% | 4.06% | 6.61% | 3.36% | 2.38% | 2.34% | 3.76% | 3.38% | 2.66% | 1.33% | 2.18% | 4.59% |
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
GZIRX vs. GSIFX - Drawdown Comparison
The maximum GZIRX drawdown since its inception was -13.90%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for GZIRX and GSIFX.
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Drawdown Indicators
| GZIRX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -59.25% | +45.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -12.15% | +9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -7.86% | -31.94% | +24.08% |
Max Drawdown (10Y)Largest decline over 10 years | -13.90% | -35.00% | +21.10% |
Current DrawdownCurrent decline from peak | -1.71% | -8.82% | +7.11% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -15.30% | +13.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 3.06% | -2.43% |
Volatility
GZIRX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Strategic Income Fund (GZIRX) is 1.69%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 7.31%. This indicates that GZIRX 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
| GZIRX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 7.31% | -5.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 11.47% | -9.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 17.09% | -14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.36% | 16.77% | -13.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.71% | 17.34% | -13.63% |