TBWIX vs. GSINX
Compare and contrast key facts about Thornburg Better World International Fund (TBWIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX).
TBWIX is managed by Thornburg. It was launched on Sep 30, 2015. 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: TBWIX or GSINX.
Performance
TBWIX vs. GSINX - Performance Comparison
Returns By Period
In the year-to-date period, TBWIX achieves a 7.36% return, which is significantly lower than GSINX's 9.32% return.
TBWIX
7.36%
-4.40%
-0.69%
12.61%
6.87%
N/A
GSINX
9.32%
-6.05%
-5.60%
17.42%
9.89%
N/A
Key characteristics
| TBWIX | GSINX | |
|---|---|---|
| Sharpe Ratio | 1.07 | 1.41 |
| Sortino Ratio | 1.54 | 2.03 |
| Omega Ratio | 1.19 | 1.25 |
| Calmar Ratio | 0.45 | 1.98 |
| Martin Ratio | 5.06 | 6.54 |
| Ulcer Index | 2.41% | 2.82% |
| Daily Std Dev | 11.43% | 13.10% |
| Max Drawdown | -41.06% | -28.80% |
| Current Drawdown | -17.73% | -9.33% |
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TBWIX vs. GSINX - Expense Ratio Comparison
TBWIX has a 1.21% expense ratio, which is higher than GSINX's 0.89% expense ratio.
Correlation
The correlation between TBWIX and GSINX is 0.76, 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.
Risk-Adjusted Performance
TBWIX vs. GSINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Better World International Fund (TBWIX) 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
TBWIX vs. GSINX - Dividend Comparison
TBWIX's dividend yield for the trailing twelve months is around 1.44%, less than GSINX's 2.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
TBWIX Thornburg Better World International Fund | 1.44% | 1.55% | 0.87% | 0.25% | 0.40% | 1.17% | 1.95% | 1.05% | 0.50% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 2.08% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.06% |
Drawdowns
TBWIX vs. GSINX - Drawdown Comparison
The maximum TBWIX drawdown since its inception was -41.06%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for TBWIX and GSINX. For additional features, visit the drawdowns tool.
Volatility
TBWIX vs. GSINX - Volatility Comparison
Thornburg Better World International Fund (TBWIX) has a higher volatility of 3.44% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.47%. This indicates that TBWIX'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.