SSGVX vs. GSINX
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX).
SSGVX is managed by State Street Global Advisors. It was launched on Sep 17, 2014. GSINX is managed by Goldman Sachs. It was launched on Dec 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSGVX or GSINX.
Key characteristics
| SSGVX | GSINX | |
|---|---|---|
| YTD Return | 6.98% | 10.49% |
| 1Y Return | 17.88% | 21.31% |
| 3Y Return (Ann) | 0.45% | 5.26% |
| 5Y Return (Ann) | 4.94% | 10.27% |
| Sharpe Ratio | 1.52 | 1.64 |
| Sortino Ratio | 2.11 | 2.35 |
| Omega Ratio | 1.27 | 1.29 |
| Calmar Ratio | 1.18 | 2.59 |
| Martin Ratio | 7.57 | 8.20 |
| Ulcer Index | 2.35% | 2.64% |
| Daily Std Dev | 11.74% | 13.16% |
| Max Drawdown | -39.14% | -28.80% |
| Current Drawdown | -6.95% | -8.36% |
Correlation
The correlation between SSGVX and GSINX is 0.79, 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
SSGVX vs. GSINX - Performance Comparison
In the year-to-date period, SSGVX achieves a 6.98% return, which is significantly lower than GSINX's 10.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SSGVX vs. GSINX - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than GSINX's 0.89% expense ratio.
Risk-Adjusted Performance
SSGVX vs. GSINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) 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.
Dividends
SSGVX vs. GSINX - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.77%, more than GSINX's 2.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.77% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.33% | 1.57% | 2.15% | 0.64% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 2.05% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.06% | 0.00% | 0.00% |
Drawdowns
SSGVX vs. GSINX - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -39.14%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for SSGVX and GSINX. For additional features, visit the drawdowns tool.
Volatility
SSGVX vs. GSINX - Volatility Comparison
State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) has a higher volatility of 3.46% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.62%. This indicates that SSGVX'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.