TIGGX vs. GSIFX
Compare and contrast key facts about Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
TIGGX is managed by Goldman Sachs. It was launched on Apr 30, 2008. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
TIGGX vs. GSIFX - Performance Comparison
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TIGGX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio | -2.25% | 19.03% | 19.85% | 20.23% | -15.36% | 22.25% | 12.24% | 21.51% | -9.63% | 19.15% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -2.68% | 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, TIGGX achieves a -2.25% return, which is significantly higher than GSIFX's -2.68% return. Over the past 10 years, TIGGX has outperformed GSIFX with an annualized return of 10.90%, while GSIFX has yielded a comparatively lower 8.66% annualized return.
TIGGX
- 1D
- 2.70%
- 1M
- -5.63%
- YTD
- -2.25%
- 6M
- 0.37%
- 1Y
- 18.57%
- 3Y*
- 16.54%
- 5Y*
- 10.12%
- 10Y*
- 10.90%
GSIFX
- 1D
- 3.00%
- 1M
- -6.64%
- YTD
- -2.68%
- 6M
- 0.04%
- 1Y
- 13.98%
- 3Y*
- 8.87%
- 5Y*
- 5.60%
- 10Y*
- 8.66%
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TIGGX vs. GSIFX - Expense Ratio Comparison
TIGGX has a 0.97% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
TIGGX vs. GSIFX — Risk / Return Rank
TIGGX
GSIFX
TIGGX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) 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.
| TIGGX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.85 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.24 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.03 | +0.54 |
Martin ratioReturn relative to average drawdown | 6.96 | 4.10 | +2.86 |
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
| TIGGX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.85 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.34 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.50 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.31 | +0.15 |
Correlation
The correlation between TIGGX and GSIFX is 0.84, 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
TIGGX vs. GSIFX - Dividend Comparison
TIGGX's dividend yield for the trailing twelve months is around 5.46%, more than GSIFX's 2.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIGGX Goldman Sachs Tax-Advantaged Global Equity Portfolio | 5.46% | 5.34% | 2.90% | 1.31% | 3.61% | 1.78% | 1.15% | 1.65% | 0.81% | 1.34% | 1.12% | 1.78% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.24% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
TIGGX vs. GSIFX - Drawdown Comparison
The maximum TIGGX drawdown since its inception was -50.68%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for TIGGX and GSIFX.
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Drawdown Indicators
| TIGGX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -59.25% | +8.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -12.15% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -31.94% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.91% | -35.00% | +2.09% |
Current DrawdownCurrent decline from peak | -6.46% | -8.82% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -15.30% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.06% | -0.59% |
Volatility
TIGGX vs. GSIFX - Volatility Comparison
The current volatility for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) is 5.41%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 7.31%. This indicates that TIGGX 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
| TIGGX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 7.31% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 11.47% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 17.09% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 16.77% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 17.34% | -2.15% |