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IIIIX vs. GSINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIIIX vs. GSINX - Performance Comparison

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

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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%
*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
$0.00$0.00$0.00

IIIIX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IIIIX
IIIIX Risk / Return Rank: 6363
Overall Rank
IIIIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IIIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
IIIIX Omega Ratio Rank: 5959
Omega Ratio Rank
IIIIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
IIIIX Martin Ratio Rank: 6666
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 6161
Overall Rank
GSINX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 6565
Sortino Ratio Rank
GSINX Omega Ratio Rank: 6969
Omega Ratio Rank
GSINX Calmar Ratio Rank: 6161
Calmar Ratio Rank
GSINX Martin Ratio Rank: 3939
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.

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.


IIIIXGSINXDifference
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

IIIIX vs. GSINX - Sharpe Ratio Comparison

The current IIIIX Sharpe Ratio is 1.50, which is comparable to the GSINX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IIIIX and GSINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IIIIXGSINXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-2.18%

+2.18%

Average Drawdown

Average peak-to-trough decline

-12.32%

-4.84%

-7.48%

Ulcer Index

Depth 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


IIIIXGSINXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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