LAIDX vs. GSINX

Last updated Jun 24, 2026

LAIDX (Lord Abbett International Value Fund) and GSINX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, LAIDX returned 11.42%/yr vs 8.45%/yr for GSINX. A 0.80 correlation means they provide meaningful diversification when combined. LAIDX charges 0.82%/yr vs 0.89%/yr for GSINX.

Performance

LAIDX vs. GSINX - Performance Comparison

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

Returns By Period

In the year-to-date period, LAIDX achieves a 11.94% return, which is significantly higher than GSINX's 3.57% return.

LAIDX

• 1D: 0.08%
• 1M: 2.85%
• YTD: 11.94%
• 6M: 11.77%
• 1Y: 29.98%
• 3Y*: 21.48%
• 5Y*: 11.42%
• 10Y*: 9.94%

GSINX

• 1D: 0.17%
• 1M: -4.61%
• YTD: 3.57%
• 6M: 3.67%
• 1Y: 9.75%
• 3Y*: 15.44%
• 5Y*: 8.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAIDX vs. GSINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAIDX Lord Abbett International Value Fund	11.94%	38.19%	8.03%	15.65%	-10.62%	9.90%	4.19%	17.90%	-15.74%	21.75%
GSINX Goldman Sachs GQG Partners International Opportunities Fund	3.57%	20.76%	9.53%	21.93%	-11.14%	12.35%	15.64%	27.41%	-6.14%	29.66%

Correlation

The correlation between LAIDX and GSINX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.80

The correlation between LAIDX and GSINX shifts across timeframes, from 0.67 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

LAIDX vs. GSINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LAIDX

LAIDX Risk / Return Rank: 52
LAIDX Sharpe Ratio Rank: 58
LAIDX Sortino Ratio Rank: 53
LAIDX Omega Ratio Rank: 56
LAIDX Calmar Ratio Rank: 48
LAIDX Martin Ratio Rank: 46

GSINX

GSINX Risk / Return Rank: 16
GSINX Sharpe Ratio Rank: 16
GSINX Sortino Ratio Rank: 14
GSINX Omega Ratio Rank: 15
GSINX Calmar Ratio Rank: 16
GSINX Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LAIDX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Value Fund (LAIDX) 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.

	LAIDX	GSINX	Difference
Sharpe ratio: Return per unit of total volatility	2.07	1.05	+1.02
Sortino ratio: Return per unit of downside risk	2.82	1.47	+1.35
Omega ratio: Gain probability vs. loss probability	1.38	1.19	+0.19
Calmar ratio: Return relative to maximum drawdown	2.54	1.33	+1.21
Martin ratio: Return relative to average drawdown	9.10	4.08	+5.02

LAIDX vs. GSINX - Sharpe Ratio Comparison

The current LAIDX Sharpe Ratio is 2.07, which is higher than the GSINX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LAIDX 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.

Drawdowns

LAIDX vs. GSINX - Drawdown Comparison

The maximum LAIDX drawdown since its inception was -52.40%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for LAIDX and GSINX.

Drawdown Indicators

	LAIDX	GSINX	Difference
Max Drawdown Largest peak-to-trough decline	-52.40%	-28.80%	-23.60%
Max Drawdown (1Y) Largest decline over 1 year	-12.14%	-7.80%	-4.34%
Max Drawdown (3Y) Largest decline over 3 years	-13.02%	-10.32%	-2.70%
Max Drawdown (5Y) Largest decline over 5 years	-28.31%	-25.46%	-2.85%
Max Drawdown (10Y) Largest decline over 10 years	-42.34%	—	—
Current Drawdown Current decline from peak	-0.17%	-6.27%	+6.10%
Average Drawdown Average peak-to-trough decline	-11.31%	-4.85%	-6.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	2.54%	+0.84%

Volatility

LAIDX vs. GSINX - Volatility Comparison

Lord Abbett International Value Fund (LAIDX) has a higher volatility of 4.44% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.83%. This indicates that LAIDX'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.

Volatility by Period

	LAIDX	GSINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.44%	2.83%	+1.61%
Volatility (6M) Calculated over the trailing 6-month period	12.57%	8.21%	+4.36%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	9.91%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	14.38%	+1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	15.67%	+1.22%

LAIDX vs. GSINX - Expense Ratio Comparison

LAIDX has a 0.82% expense ratio, which is lower than GSINX's 0.89% expense ratio.

Dividends

LAIDX vs. GSINX - Dividend Comparison

LAIDX's dividend yield for the trailing twelve months is around 2.15%, less than GSINX's 4.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSINX Goldman Sachs GQG Partners International Opportunities Fund	4.86%	5.03%	11.11%	2.27%	4.79%	2.13%	0.08%	0.57%	0.43%	0.12%	0.00%	0.00%
LAIDX Lord Abbett International Value Fund	2.15%	2.75%	3.55%	3.31%	4.00%	3.49%	2.31%	3.25%	3.67%	3.04%	3.94%	3.82%

Frequently Asked Questions

Can I hold both LAIDX and GSINX in my portfolio?

LAIDX and GSINX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LAIDX or GSINX?

LAIDX has higher volatility (4.44%) compared to GSINX (2.83%). In terms of maximum drawdown, LAIDX dropped -52.40% vs GSINX's -28.80%.

Which has better risk-adjusted returns?

LAIDX currently has the higher Sharpe Ratio (2.07 vs 1.05), 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.