QDVSX vs. GIDGX
Compare and contrast key facts about Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX).
QDVSX is managed by T. Rowe Price. It was launched on Dec 12, 2019. GIDGX is managed by Goldman Sachs. It was launched on Apr 29, 2008.
Performance
QDVSX vs. GIDGX - Performance Comparison
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QDVSX vs. GIDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | -0.68% | 26.93% | 20.05% | 37.93% | -23.98% | 21.38% | 27.22% | 0.50% |
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | 0.04% | 15.74% | 20.59% | 17.92% | -12.75% | 18.46% | 8.41% | 1.21% |
Returns By Period
In the year-to-date period, QDVSX achieves a -0.68% return, which is significantly lower than GIDGX's 0.04% return.
QDVSX
- 1D
- 1.45%
- 1M
- -1.31%
- YTD
- -0.68%
- 6M
- 4.65%
- 1Y
- 27.50%
- 3Y*
- 21.74%
- 5Y*
- 12.73%
- 10Y*
- —
GIDGX
- 1D
- 0.82%
- 1M
- -2.26%
- YTD
- 0.04%
- 6M
- 3.00%
- 1Y
- 16.65%
- 3Y*
- 15.88%
- 5Y*
- 9.60%
- 10Y*
- 9.98%
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QDVSX vs. GIDGX - Expense Ratio Comparison
QDVSX has a 0.00% expense ratio, which is lower than GIDGX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QDVSX vs. GIDGX — Risk / Return Rank
QDVSX
GIDGX
QDVSX vs. GIDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX). 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.
| QDVSX | GIDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.32 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.80 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.63 | +0.65 |
Martin ratioReturn relative to average drawdown | 9.73 | 8.03 | +1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVSX | GIDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.32 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.74 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.65 | +0.08 |
Correlation
The correlation between QDVSX and GIDGX is 0.87, 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
QDVSX vs. GIDGX - Dividend Comparison
QDVSX's dividend yield for the trailing twelve months is around 12.50%, more than GIDGX's 6.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | 12.50% | 12.42% | 4.92% | 5.99% | 1.65% | 1.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | 6.17% | 5.92% | 12.06% | 4.32% | 8.89% | 8.41% | 1.99% | 4.85% | 5.67% | 3.35% | 2.97% | 3.21% |
Drawdowns
QDVSX vs. GIDGX - Drawdown Comparison
The maximum QDVSX drawdown since its inception was -33.56%, which is greater than GIDGX's maximum drawdown of -31.63%. Use the drawdown chart below to compare losses from any high point for QDVSX and GIDGX.
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Drawdown Indicators
| QDVSX | GIDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -31.63% | -1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -7.18% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -20.39% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.63% | — |
Current DrawdownCurrent decline from peak | -5.70% | -4.03% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -3.90% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.22% | +0.73% |
Volatility
QDVSX vs. GIDGX - Volatility Comparison
Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) has a higher volatility of 5.51% compared to Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) at 4.99%. This indicates that QDVSX's price experiences larger fluctuations and is considered to be riskier than GIDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVSX | GIDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 4.99% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 7.83% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 13.16% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 12.96% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 14.16% | +7.08% |