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PXWIX vs. GSIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PXWIX vs. GSIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). The values are adjusted to include any dividend payments, if applicable.

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PXWIX vs. GSIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
-6.93%17.72%12.41%18.41%-19.77%17.58%13.94%26.80%-7.55%25.15%
GSIFX
Goldman Sachs International Equity ESG Fund Class A
-5.52%25.51%0.33%15.44%-17.69%16.23%22.89%27.68%-14.85%25.29%

Returns By Period

In the year-to-date period, PXWIX achieves a -6.93% return, which is significantly lower than GSIFX's -5.52% return. Over the past 10 years, PXWIX has outperformed GSIFX with an annualized return of 9.09%, while GSIFX has yielded a comparatively lower 8.34% annualized return.


PXWIX

1D
0.12%
1M
-8.29%
YTD
-6.93%
6M
-2.55%
1Y
12.99%
3Y*
10.99%
5Y*
5.70%
10Y*
9.09%

GSIFX

1D
0.76%
1M
-11.48%
YTD
-5.52%
6M
-2.26%
1Y
11.02%
3Y*
7.80%
5Y*
5.33%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PXWIX vs. GSIFX - Expense Ratio Comparison

PXWIX has a 0.51% expense ratio, which is lower than GSIFX's 1.35% expense ratio.


Return for Risk

PXWIX vs. GSIFX — Risk / Return Rank

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

PXWIX
PXWIX Risk / Return Rank: 4040
Overall Rank
PXWIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PXWIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PXWIX Omega Ratio Rank: 3939
Omega Ratio Rank
PXWIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PXWIX Martin Ratio Rank: 4646
Martin Ratio Rank

GSIFX
GSIFX Risk / Return Rank: 2626
Overall Rank
GSIFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GSIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GSIFX Omega Ratio Rank: 2121
Omega Ratio Rank
GSIFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
GSIFX Martin Ratio Rank: 3030
Martin Ratio Rank
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.

PXWIX vs. GSIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.


PXWIXGSIFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.60

+0.21

Sortino ratio

Return per unit of downside risk

1.25

0.91

+0.34

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.02

0.81

+0.21

Martin ratio

Return relative to average drawdown

4.63

3.23

+1.40

PXWIX vs. GSIFX - Sharpe Ratio Comparison

The current PXWIX Sharpe Ratio is 0.82, which is higher than the GSIFX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PXWIX and GSIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PXWIXGSIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.60

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.32

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.48

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.30

+0.01

Correlation

The correlation between PXWIX and GSIFX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PXWIX vs. GSIFX - Dividend Comparison

PXWIX's dividend yield for the trailing twelve months is around 10.72%, more than GSIFX's 2.31% yield.


TTM20252024202320222021202020192018201720162015
PXWIX
Pax Ellevate Global Women’s Leadership Fund Institutional Class
10.72%9.98%9.64%1.69%3.24%1.44%1.25%3.24%5.15%2.71%2.04%2.68%
GSIFX
Goldman Sachs International Equity ESG Fund Class A
2.31%2.18%2.30%1.37%0.82%6.29%0.00%1.67%1.45%1.25%2.79%1.16%

Drawdowns

PXWIX vs. GSIFX - Drawdown Comparison

The maximum PXWIX drawdown since its inception was -53.56%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for PXWIX and GSIFX.


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Drawdown Indicators


PXWIXGSIFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.56%

-59.25%

+5.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-12.15%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-31.94%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-35.00%

+0.53%

Current Drawdown

Current decline from peak

-9.44%

-11.48%

+2.04%

Average Drawdown

Average peak-to-trough decline

-9.89%

-15.30%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.06%

-0.59%

Volatility

PXWIX vs. GSIFX - Volatility Comparison

The current volatility for Pax Ellevate Global Women’s Leadership Fund Institutional Class (PXWIX) is 4.55%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that PXWIX experiences smaller price fluctuations and is considered to be less risky than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PXWIXGSIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

6.71%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

11.13%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.26%

16.87%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

16.71%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

17.32%

-0.40%