PortfoliosLab logoPortfoliosLab logo
IIF vs. GSIYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIF vs. GSIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley India Investment Fund (IIF) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IIF achieves a -8.13% return, which is significantly lower than GSIYX's 8.15% return.


IIF

1D
-0.13%
1M
0.22%
6M
-1.92%
YTD
-8.13%
1Y
-9.25%
3Y*
11.93%
5Y*
8.92%
10Y*
7.85%
ALL TIME*
13.21%

GSIYX

1D
0.62%
1M
2.02%
6M
4.43%
YTD
8.15%
1Y
15.65%
3Y*
15.48%
5Y*
9.23%
10Y*
ALL TIME*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$680.67K$759.12K$751.79K

IIF vs. GSIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIF
Morgan Stanley India Investment Fund
-8.13%6.71%29.65%21.43%-9.55%30.87%6.66%-0.66%-21.25%49.89%
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
8.15%20.89%9.69%22.07%-10.99%12.47%15.86%27.59%-6.02%29.91%

Correlation

The correlation between IIF and GSIYX 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.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.51

Over the past year, the correlation between IIF and GSIYX has dropped to 0.25 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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

IIF vs. GSIYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IIF
IIF Risk / Return Rank: 11
Overall Rank
IIF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IIF Sortino Ratio Rank: 11
Sortino Ratio Rank
IIF Omega Ratio Rank: 11
Omega Ratio Rank
IIF Calmar Ratio Rank: 11
Calmar Ratio Rank
IIF Martin Ratio Rank: 11
Martin Ratio Rank

GSIYX
GSIYX Risk / Return Rank: 5656
Overall Rank
GSIYX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GSIYX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSIYX Omega Ratio Rank: 6565
Omega Ratio Rank
GSIYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GSIYX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IIF vs. GSIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley India Investment Fund (IIF) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). 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.


IIFGSIYXDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

0.91

1.29

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.42

2.01

-2.43

Martin ratioReturn relative to average drawdown

-0.93

5.51

-6.44

IIF vs. GSIYX - Sharpe Ratio Comparison

The current IIF Sharpe Ratio is -0.58, which is lower than the GSIYX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IIF and GSIYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IIF vs. GSIYX - Drawdown Comparison

The maximum IIF drawdown since its inception was -62.11%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for IIF and GSIYX.


Loading charts...

Drawdown Indicators


IIFGSIYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.11%

-28.79%

-33.32%

Max Drawdown (1Y)

Largest decline over 1 year

-22.52%

-7.81%

-14.71%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-10.30%

-13.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-25.36%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-59.05%

Current Drawdown

Current decline from peak

-12.67%

-2.17%

-10.50%

Average Drawdown

Average peak-to-trough decline

-19.75%

-4.80%

-14.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.02%

2.85%

+7.17%

Volatility

IIF vs. GSIYX - Volatility Comparison

Morgan Stanley India Investment Fund (IIF) has a higher volatility of 4.15% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 2.75%. This indicates that IIF's price experiences larger fluctuations and is considered to be riskier than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IIFGSIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

2.75%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.94%

8.20%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

9.88%

+6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

14.27%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

15.62%

+4.15%

IIF vs. GSIYX - Expense Ratio Comparison

IIF has a 0.01% expense ratio, which is lower than GSIYX's 0.75% expense ratio.


Dividends

IIF vs. GSIYX - Dividend Comparison

IIF's dividend yield for the trailing twelve months is around 8.65%, more than GSIYX's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
4.76%5.14%11.21%2.38%4.91%2.25%0.19%0.67%0.55%0.16%0.00%0.00%
IIF
Morgan Stanley India Investment Fund
8.65%7.95%10.67%14.61%19.62%3.75%0.02%0.14%30.40%15.23%4.46%0.16%

Frequently Asked Questions


IIF and GSIYX 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.

IIF has higher volatility (4.15%) compared to GSIYX (2.75%). In terms of maximum drawdown, IIF dropped -62.11% vs GSIYX's -28.79%.

GSIYX currently has the higher Sharpe Ratio (1.60 vs -0.58), 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.

Portfolio Optimizer

Find the right allocation for IIF and GSIYX

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