IIIIX vs. GSINX
IIIIX (Voya International Index Portfolio) and GSINX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, IIIIX returned 9.07%/yr vs 9.09%/yr for GSINX. Their correlation of 0.81 means they have usually moved in the same direction. IIIIX charges 0.45%/yr vs 0.89%/yr for GSINX.
Performance
IIIIX vs. GSINX - Performance Comparison
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Returns By Period
In the year-to-date period, IIIIX achieves a 12.54% return, which is significantly higher than GSINX's 8.09% return.
IIIIX
- 1D
- 2.82%
- 1M
- 2.07%
- 6M
- 7.04%
- YTD
- 12.54%
- 1Y
- 25.55%
- 3Y*
- 15.87%
- 5Y*
- 9.07%
- 10Y*
- 9.18%
- ALL TIME*
- 5.36%
GSINX
- 1D
- 0.62%
- 1M
- 2.07%
- 6M
- 4.40%
- YTD
- 8.09%
- 1Y
- 15.57%
- 3Y*
- 15.35%
- 5Y*
- 9.09%
- 10Y*
- —
- ALL TIME*
- 12.63%
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 |
IIIIX vs. GSINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIIIX Voya International Index Portfolio | 12.54% | 30.88% | 3.03% | 17.70% | -14.60% | 10.83% | 7.87% | 21.37% | -13.73% | 24.91% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 8.09% | 20.76% | 9.53% | 21.93% | -11.14% | 12.35% | 15.64% | 27.41% | -6.14% | 29.66% |
Correlation
The correlation between IIIIX and GSINX is 0.52, 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. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.81 |
Over the past year, the correlation between IIIIX and GSINX has dropped to 0.52 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
IIIIX vs. GSINX — Risk / Return Rank
IIIIX
GSINX
IIIIX vs. GSINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya International Index Portfolio (IIIIX) 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.
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.
| IIIIX | GSINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.01 | +0.27 |
| Martin ratioReturn relative to average drawdown | 8.29 | 5.47 | +2.82 |
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Drawdowns
IIIIX vs. GSINX - Drawdown Comparison
The maximum IIIIX drawdown since its inception was -58.10%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for IIIIX and GSINX.
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Drawdown Indicators
| IIIIX | GSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.10% | -28.80% | -29.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -7.80% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -13.71% | -10.32% | -3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.79% | -25.46% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.34% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.18% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -4.84% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.85% | +0.27% |
Volatility
IIIIX vs. GSINX - Volatility Comparison
Voya International Index Portfolio (IIIIX) has a higher volatility of 4.85% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.72%. This indicates that IIIIX's price experiences larger fluctuations and is considered to be riskier 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
| IIIIX | GSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 2.72% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 8.18% | +6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 9.87% | +7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 14.26% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 15.61% | +1.23% |
IIIIX vs. GSINX - Expense Ratio Comparison
IIIIX has a 0.45% expense ratio, which is lower than GSINX's 0.89% expense ratio.
Dividends
IIIIX vs. GSINX - Dividend Comparison
IIIIX's dividend yield for the trailing twelve months is around 4.08%, less than GSINX's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.65% | 5.03% | 11.11% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.00% | 0.00% |
IIIIX Voya International Index Portfolio | 4.08% | 2.22% | 2.94% | 4.82% | 3.64% | 2.02% | 2.43% | 2.90% | 3.21% | 2.21% | 3.12% | 3.29% |
Frequently Asked Questions
IIIIX and GSINX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IIIIX has higher volatility (4.85%) compared to GSINX (2.72%). In terms of maximum drawdown, IIIIX dropped -58.10% vs GSINX's -28.80%.
GSINX currently has the higher Sharpe Ratio (1.59 vs 1.50), 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.
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