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MSMLX vs. GSINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSMLX and GSINX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

MSMLX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Emerging Markets Small Companies Fund (MSMLX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
103.26%
142.07%
MSMLX
GSINX

Key characteristics

Sharpe Ratio

MSMLX:

-0.26

GSINX:

-0.12

Sortino Ratio

MSMLX:

-0.23

GSINX:

-0.05

Omega Ratio

MSMLX:

0.97

GSINX:

0.99

Calmar Ratio

MSMLX:

-0.19

GSINX:

-0.12

Martin Ratio

MSMLX:

-0.47

GSINX:

-0.25

Ulcer Index

MSMLX:

9.34%

GSINX:

8.25%

Daily Std Dev

MSMLX:

17.08%

GSINX:

16.56%

Max Drawdown

MSMLX:

-36.40%

GSINX:

-28.80%

Current Drawdown

MSMLX:

-13.42%

GSINX:

-8.91%

Returns By Period

In the year-to-date period, MSMLX achieves a -0.87% return, which is significantly lower than GSINX's 8.93% return.


MSMLX

YTD

-0.87%

1M

0.18%

6M

-7.63%

1Y

-6.84%

5Y*

12.24%

10Y*

5.42%

GSINX

YTD

8.93%

1M

0.57%

6M

-3.91%

1Y

-2.65%

5Y*

10.86%

10Y*

N/A

*Annualized

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MSMLX vs. GSINX - Expense Ratio Comparison

MSMLX has a 1.37% expense ratio, which is higher than GSINX's 0.89% expense ratio.


Expense ratio chart for MSMLX: current value is 1.37%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSMLX: 1.37%
Expense ratio chart for GSINX: current value is 0.89%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSINX: 0.89%

Risk-Adjusted Performance

MSMLX vs. GSINX — Risk-Adjusted Performance Rank

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

MSMLX
The Risk-Adjusted Performance Rank of MSMLX is 1212
Overall Rank
The Sharpe Ratio Rank of MSMLX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of MSMLX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of MSMLX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MSMLX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MSMLX is 1414
Martin Ratio Rank

GSINX
The Risk-Adjusted Performance Rank of GSINX is 1717
Overall Rank
The Sharpe Ratio Rank of GSINX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSMLX vs. GSINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Small Companies Fund (MSMLX) 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.


The chart of Sharpe ratio for MSMLX, currently valued at -0.26, compared to the broader market-1.000.001.002.003.00
MSMLX: -0.26
GSINX: -0.12
The chart of Sortino ratio for MSMLX, currently valued at -0.23, compared to the broader market-2.000.002.004.006.008.00
MSMLX: -0.23
GSINX: -0.05
The chart of Omega ratio for MSMLX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
MSMLX: 0.97
GSINX: 0.99
The chart of Calmar ratio for MSMLX, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.00
MSMLX: -0.19
GSINX: -0.12
The chart of Martin ratio for MSMLX, currently valued at -0.47, compared to the broader market0.0010.0020.0030.0040.0050.00
MSMLX: -0.47
GSINX: -0.25

The current MSMLX Sharpe Ratio is -0.26, which is lower than the GSINX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of MSMLX and GSINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.26
-0.12
MSMLX
GSINX

Dividends

MSMLX vs. GSINX - Dividend Comparison

MSMLX's dividend yield for the trailing twelve months is around 3.98%, more than GSINX's 2.01% yield.


TTM20242023202220212020201920182017201620152014
MSMLX
Matthews Emerging Markets Small Companies Fund
3.98%3.95%8.36%8.04%5.83%0.28%0.51%21.31%8.12%0.43%0.13%0.39%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
2.01%2.19%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%0.00%0.00%

Drawdowns

MSMLX vs. GSINX - Drawdown Comparison

The maximum MSMLX drawdown since its inception was -36.40%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for MSMLX and GSINX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.42%
-8.91%
MSMLX
GSINX

Volatility

MSMLX vs. GSINX - Volatility Comparison

The current volatility for Matthews Emerging Markets Small Companies Fund (MSMLX) is 8.61%, while Goldman Sachs GQG Partners International Opportunities Fund (GSINX) has a volatility of 9.88%. This indicates that MSMLX experiences smaller price fluctuations and is considered to be less risky than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.61%
9.88%
MSMLX
GSINX