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TROIX vs. GSINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TROIX vs. GSINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Overseas Stock Fund Class I (TROIX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX). The values are adjusted to include any dividend payments, if applicable.

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TROIX vs. GSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TROIX
T. Rowe Price Overseas Stock Fund Class I
-0.43%31.93%2.96%16.60%-15.38%12.43%9.33%23.04%-14.85%26.55%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.74%20.76%9.53%21.93%-11.14%12.35%15.64%27.41%-6.14%29.66%

Returns By Period

In the year-to-date period, TROIX achieves a -0.43% return, which is significantly lower than GSINX's 4.74% return.


TROIX

1D
3.14%
1M
-7.47%
YTD
-0.43%
6M
4.17%
1Y
23.20%
3Y*
13.82%
5Y*
6.93%
10Y*
8.75%

GSINX

1D
0.95%
1M
-3.93%
YTD
4.74%
6M
8.15%
1Y
16.49%
3Y*
17.62%
5Y*
10.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TROIX vs. GSINX - Expense Ratio Comparison

TROIX has a 0.67% expense ratio, which is lower than GSINX's 0.89% expense ratio.


Return for Risk

TROIX vs. GSINX — Risk / Return Rank

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

TROIX
TROIX Risk / Return Rank: 6262
Overall Rank
TROIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TROIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TROIX Omega Ratio Rank: 6161
Omega Ratio Rank
TROIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TROIX Martin Ratio Rank: 5656
Martin Ratio Rank

GSINX
GSINX Risk / Return Rank: 7474
Overall Rank
GSINX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GSINX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSINX Omega Ratio Rank: 7373
Omega Ratio Rank
GSINX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GSINX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TROIX vs. GSINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund Class I (TROIX) 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.


TROIXGSINXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.36

-0.01

Sortino ratio

Return per unit of downside risk

1.88

1.80

+0.09

Omega ratio

Gain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratio

Return relative to maximum drawdown

1.70

1.87

-0.17

Martin ratio

Return relative to average drawdown

6.55

7.54

-0.98

TROIX vs. GSINX - Sharpe Ratio Comparison

The current TROIX Sharpe Ratio is 1.35, which is comparable to the GSINX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of TROIX 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.


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Sharpe Ratios by Period


TROIXGSINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.36

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.72

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.81

-0.34

Correlation

The correlation between TROIX and GSINX 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

TROIX vs. GSINX - Dividend Comparison

TROIX's dividend yield for the trailing twelve months is around 2.16%, less than GSINX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
TROIX
T. Rowe Price Overseas Stock Fund Class I
2.16%2.15%2.60%2.32%2.54%1.88%1.66%2.14%3.44%1.95%2.54%2.11%
GSINX
Goldman Sachs GQG Partners International Opportunities Fund
4.80%5.03%11.11%2.27%4.79%2.13%0.08%0.57%0.43%0.12%0.00%0.00%

Drawdowns

TROIX vs. GSINX - Drawdown Comparison

The maximum TROIX drawdown since its inception was -36.11%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for TROIX and GSINX.


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Drawdown Indicators


TROIXGSINXDifference

Max Drawdown

Largest peak-to-trough decline

-36.11%

-28.80%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-8.74%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.37%

-25.46%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

Current Drawdown

Current decline from peak

-9.44%

-5.22%

-4.22%

Average Drawdown

Average peak-to-trough decline

-6.76%

-4.88%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.17%

+1.05%

Volatility

TROIX vs. GSINX - Volatility Comparison

T. Rowe Price Overseas Stock Fund Class I (TROIX) has a higher volatility of 8.14% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 4.86%. This indicates that TROIX'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.


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Volatility by Period


TROIXGSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

4.86%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

7.41%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

12.49%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

14.44%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

15.77%

+1.09%