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GZIRX vs. GSINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GZIRX vs. GSINX - Performance Comparison

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

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GZIRX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GZIRX
Goldman Sachs Strategic Income Fund
-1.31%8.49%6.13%10.37%-3.83%-1.44%9.51%5.96%-2.25%-0.36%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.74%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Returns By Period

In the year-to-date period, GZIRX achieves a -1.31% return, which is significantly lower than GSINX's 4.74% 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%

GSINX

1D
0.95%
1M
-3.93%
YTD
4.74%
6M
8.15%
1Y
16.49%
3Y*
17.62%
5Y*
10.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GZIRX vs. GSINX - Expense Ratio Comparison

GZIRX has a 0.78% expense ratio, which is lower than GSINX's 0.89% expense ratio.


Return for Risk

GZIRX vs. GSINX — Risk / Return Rank

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

GZIRX
GZIRX Risk / Return Rank: 8989
Overall Rank
GZIRX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GZIRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GZIRX Omega Ratio Rank: 9292
Omega Ratio Rank
GZIRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
GZIRX Martin Ratio Rank: 8585
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 7474
Overall Rank
GSINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSINX Omega Ratio Rank: 7373
Omega Ratio Rank
GSINX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSINX Martin Ratio Rank: 7676
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.

GZIRX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Strategic Income Fund (GZIRX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). 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.


GZIRXGSINXDifference

Sharpe ratio

Return per unit of total volatility

2.19

1.36

+0.83

Sortino ratio

Return per unit of downside risk

3.02

1.80

+1.23

Omega ratio

Gain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratio

Return relative to maximum drawdown

2.23

1.87

+0.35

Martin ratio

Return relative to average drawdown

9.57

7.54

+2.03

GZIRX vs. GSINX - Sharpe Ratio Comparison

The current GZIRX Sharpe Ratio is 2.19, which is higher than the GSINX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GZIRX and GSINX, 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


GZIRXGSINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.36

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.72

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.81

+0.07

Correlation

The correlation between GZIRX and GSINX is 0.32, 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. GSINX - Dividend Comparison

GZIRX's dividend yield for the trailing twelve months is around 5.25%, more than GSINX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
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%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.80%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Drawdowns

GZIRX vs. GSINX - Drawdown Comparison

The maximum GZIRX drawdown since its inception was -13.90%, smaller than the maximum GSINX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for GZIRX and GSINX.


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Drawdown Indicators


GZIRXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-28.80%

+14.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-8.74%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-7.86%

-25.46%

+17.60%

Max Drawdown (10Y)

Largest decline over 10 years

-13.90%

Current Drawdown

Current decline from peak

-1.71%

-5.22%

+3.51%

Average Drawdown

Average peak-to-trough decline

-1.79%

-4.88%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

2.17%

-1.54%

Volatility

GZIRX vs. GSINX - Volatility Comparison

The current volatility for Goldman Sachs Strategic Income Fund (GZIRX) is 1.69%, while Goldman Sachs GQG Partners International Opportunities Fund (GSINX) has a volatility of 4.86%. This indicates that GZIRX experiences smaller price fluctuations and is considered to be less risky than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GZIRXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

4.86%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

7.41%

-5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

12.49%

-9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.36%

14.44%

-11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.71%

15.77%

-12.06%