PortfoliosLab logo
RGGYX vs. GSINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RGGYX and GSINX is 0.74, 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.


Performance

RGGYX vs. GSINX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

RGGYX:

0.50

GSINX:

-0.13

Sortino Ratio

RGGYX:

0.81

GSINX:

-0.07

Omega Ratio

RGGYX:

1.12

GSINX:

0.99

Calmar Ratio

RGGYX:

0.47

GSINX:

-0.13

Martin Ratio

RGGYX:

1.85

GSINX:

-0.27

Ulcer Index

RGGYX:

4.73%

GSINX:

8.47%

Daily Std Dev

RGGYX:

17.77%

GSINX:

16.75%

Max Drawdown

RGGYX:

-31.80%

GSINX:

-28.80%

Current Drawdown

RGGYX:

-2.78%

GSINX:

-5.95%

Returns By Period

In the year-to-date period, RGGYX achieves a 1.53% return, which is significantly lower than GSINX's 12.47% return.


RGGYX

YTD

1.53%

1M

11.06%

6M

0.77%

1Y

8.83%

3Y*

15.37%

5Y*

14.06%

10Y*

8.10%

GSINX

YTD

12.47%

1M

4.93%

6M

3.15%

1Y

-2.08%

3Y*

9.57%

5Y*

10.68%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RGGYX vs. GSINX - Expense Ratio Comparison

RGGYX has a 0.60% expense ratio, which is lower than GSINX's 0.89% expense ratio.


Risk-Adjusted Performance

RGGYX vs. GSINX — Risk-Adjusted Performance Rank

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

RGGYX
The Risk-Adjusted Performance Rank of RGGYX is 5151
Overall Rank
The Sharpe Ratio Rank of RGGYX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of RGGYX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of RGGYX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of RGGYX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of RGGYX is 5252
Martin Ratio Rank

GSINX
The Risk-Adjusted Performance Rank of GSINX is 1010
Overall Rank
The Sharpe Ratio Rank of GSINX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GSINX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of GSINX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of GSINX is 88
Calmar Ratio Rank
The Martin Ratio Rank of GSINX is 1111
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.

RGGYX vs. GSINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Global Fund (RGGYX) 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 current RGGYX Sharpe Ratio is 0.50, which is higher than the GSINX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of RGGYX 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.


Loading data...

Dividends

RGGYX vs. GSINX - Dividend Comparison

RGGYX's dividend yield for the trailing twelve months is around 1.15%, less than GSINX's 1.94% yield.


TTM20242023202220212020201920182017201620152014
RGGYX
Victory RS Global Fund
1.15%1.16%1.09%1.29%1.09%0.78%1.32%1.67%0.00%2.06%1.15%0.97%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
1.94%2.19%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.06%0.00%0.00%

Drawdowns

RGGYX vs. GSINX - Drawdown Comparison

The maximum RGGYX drawdown since its inception was -31.80%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for RGGYX and GSINX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

RGGYX vs. GSINX - Volatility Comparison

Victory RS Global Fund (RGGYX) has a higher volatility of 3.88% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 3.40%. This indicates that RGGYX'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.


Loading data...