HLMIX vs. GSIHX
Compare and contrast key facts about Harding Loevner International Equity Portfolio (HLMIX) and Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX).
HLMIX is managed by Harding Loevner. It was launched on May 10, 1994. GSIHX is managed by Goldman Sachs. It was launched on Dec 15, 2016.
Performance
HLMIX vs. GSIHX - Performance Comparison
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HLMIX vs. GSIHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HLMIX Harding Loevner International Equity Portfolio | 2.76% | 27.63% | 1.18% | 15.10% | -20.21% | 8.49% | 20.33% | 25.22% | -13.96% | 29.33% |
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 4.66% | 20.43% | 9.35% | 21.60% | -11.36% | 12.01% | 15.36% | 27.15% | -6.38% | 29.41% |
Returns By Period
In the year-to-date period, HLMIX achieves a 2.76% return, which is significantly lower than GSIHX's 4.66% return.
HLMIX
- 1D
- 2.65%
- 1M
- -6.56%
- YTD
- 2.76%
- 6M
- 6.09%
- 1Y
- 23.54%
- 3Y*
- 12.33%
- 5Y*
- 5.30%
- 10Y*
- 8.92%
GSIHX
- 1D
- 0.91%
- 1M
- -3.95%
- YTD
- 4.66%
- 6M
- 8.03%
- 1Y
- 16.23%
- 3Y*
- 17.33%
- 5Y*
- 10.01%
- 10Y*
- —
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HLMIX vs. GSIHX - Expense Ratio Comparison
HLMIX has a 0.79% expense ratio, which is lower than GSIHX's 1.12% expense ratio.
Return for Risk
HLMIX vs. GSIHX — Risk / Return Rank
HLMIX
GSIHX
HLMIX vs. GSIHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harding Loevner International Equity Portfolio (HLMIX) and Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX). 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.
| HLMIX | GSIHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 1.33 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.11 | 1.76 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.83 | +0.36 |
Martin ratioReturn relative to average drawdown | 8.41 | 7.34 | +1.07 |
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
| HLMIX | GSIHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.33 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.70 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.79 | -0.44 |
Correlation
The correlation between HLMIX and GSIHX is 0.83, 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
HLMIX vs. GSIHX - Dividend Comparison
HLMIX's dividend yield for the trailing twelve months is around 14.54%, more than GSIHX's 4.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HLMIX Harding Loevner International Equity Portfolio | 14.54% | 14.94% | 7.14% | 3.79% | 2.51% | 2.48% | 0.75% | 1.59% | 1.50% | 1.64% | 0.98% | 1.02% |
GSIHX Goldman Sachs GQG Partners International Opportunities Fund Class A | 4.59% | 4.80% | 10.87% | 2.04% | 4.47% | 1.90% | 0.00% | 0.41% | 0.18% | 0.00% | 0.00% | 0.00% |
Drawdowns
HLMIX vs. GSIHX - Drawdown Comparison
The maximum HLMIX drawdown since its inception was -58.03%, which is greater than GSIHX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for HLMIX and GSIHX.
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Drawdown Indicators
| HLMIX | GSIHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -28.79% | -29.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -8.78% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -32.76% | -25.63% | -7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.76% | — | — |
Current DrawdownCurrent decline from peak | -8.07% | -5.28% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -12.76% | -4.99% | -7.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.19% | +0.56% |
Volatility
HLMIX vs. GSIHX - Volatility Comparison
Harding Loevner International Equity Portfolio (HLMIX) has a higher volatility of 7.06% compared to Goldman Sachs GQG Partners International Opportunities Fund Class A (GSIHX) at 4.82%. This indicates that HLMIX's price experiences larger fluctuations and is considered to be riskier than GSIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HLMIX | GSIHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 4.82% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 7.39% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 12.54% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 14.46% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 15.79% | +0.61% |