HRSMX vs. GSIKX
HRSMX (Hood River Small-Cap Growth Fund) and GSIKX (Goldman Sachs International Equity Income Fund) are both mutual funds - HRSMX is a Small Cap Growth Equities fund managed by Hood River, while GSIKX is a Dividend fund managed by Goldman Sachs. Over the past 10 years, HRSMX returned 18.21%/yr vs 11.55%/yr for GSIKX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. HRSMX charges 1.09%/yr vs 0.85%/yr for GSIKX.
Performance
HRSMX vs. GSIKX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HRSMX achieves a 20.60% return, which is significantly higher than GSIKX's 16.05% return. Over the past 10 years, HRSMX has outperformed GSIKX with an annualized return of 18.21%, while GSIKX has yielded a comparatively lower 11.55% annualized return.
HRSMX
- 1D
- 3.85%
- 1M
- -8.62%
- 6M
- 11.76%
- YTD
- 20.60%
- 1Y
- 48.75%
- 3Y*
- 27.17%
- 5Y*
- 13.43%
- 10Y*
- 18.21%
- ALL TIME*
- 13.40%
GSIKX
- 1D
- 2.40%
- 1M
- 2.44%
- 6M
- 10.48%
- YTD
- 16.05%
- 1Y
- 32.30%
- 3Y*
- 20.28%
- 5Y*
- 13.58%
- 10Y*
- 11.55%
- ALL TIME*
- 5.75%
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 |
HRSMX vs. GSIKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HRSMX Hood River Small-Cap Growth Fund | 20.60% | 23.85% | 35.48% | 21.52% | -27.99% | 23.19% | 60.80% | 24.13% | -6.91% | 20.60% |
GSIKX Goldman Sachs International Equity Income Fund | 16.05% | 34.30% | 8.81% | 17.60% | -7.93% | 13.66% | 2.59% | 26.92% | -12.12% | 26.53% |
Correlation
The correlation between HRSMX and GSIKX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.65 |
The correlation between HRSMX and GSIKX shifts across timeframes, from 0.55 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HRSMX vs. GSIKX — Risk / Return Rank
HRSMX
GSIKX
HRSMX vs. GSIKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and Goldman Sachs International Equity Income Fund (GSIKX). 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.
| HRSMX | GSIKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.77 | +0.16 |
| Martin ratioReturn relative to average drawdown | 11.73 | 10.10 | +1.62 |
Loading charts...
Drawdowns
HRSMX vs. GSIKX - Drawdown Comparison
The maximum HRSMX drawdown since its inception was -64.92%, which is greater than GSIKX's maximum drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for HRSMX and GSIKX.
Loading charts...
Drawdown Indicators
| HRSMX | GSIKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -56.58% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -15.78% | -11.28% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -33.04% | -12.11% | -20.93% |
Max Drawdown (5Y)Largest decline over 5 years | -38.49% | -25.90% | -12.59% |
Max Drawdown (10Y)Largest decline over 10 years | -40.74% | -34.47% | -6.27% |
Current DrawdownCurrent decline from peak | -12.54% | 0.00% | -12.54% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -11.73% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 3.09% | +0.84% |
Volatility
HRSMX vs. GSIKX - Volatility Comparison
Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 9.10% compared to Goldman Sachs International Equity Income Fund (GSIKX) at 3.98%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than GSIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HRSMX | GSIKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 3.98% | +5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 12.36% | +11.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.85% | 14.60% | +14.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.67% | 14.71% | +12.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.15% | 15.79% | +10.36% |
HRSMX vs. GSIKX - Expense Ratio Comparison
HRSMX has a 1.09% expense ratio, which is higher than GSIKX's 0.85% expense ratio.
Dividends
HRSMX vs. GSIKX - Dividend Comparison
HRSMX's dividend yield for the trailing twelve months is around 3.51%, more than GSIKX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIKX Goldman Sachs International Equity Income Fund | 3.45% | 3.93% | 3.23% | 2.78% | 0.64% | 2.90% | 1.96% | 2.85% | 14.89% | 1.73% | 2.35% | 1.14% |
HRSMX Hood River Small-Cap Growth Fund | 3.51% | 4.23% | 3.75% | 0.00% | 0.00% | 19.96% | 6.28% | 0.00% | 4.59% | 6.74% | 0.00% | 5.73% |
Frequently Asked Questions
HRSMX and GSIKX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HRSMX has higher volatility (9.10%) compared to GSIKX (3.98%). In terms of maximum drawdown, HRSMX dropped -64.92% vs GSIKX's -56.58%.
GSIKX currently has the higher Sharpe Ratio (2.15 vs 1.60), 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.
Find the right allocation for HRSMX and GSIKX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer