TSONX vs. GSIMX

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Social Choice International Equity Fund (TSONX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).

TSONX is managed by TIAA Investments. It was launched on Aug 7, 2015. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.

Performance

TSONX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Social Choice International Equity Fund (TSONX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

TSONX vs. GSIMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSONX TIAA-CREF Social Choice International Equity Fund	-4.27%	28.55%	3.18%	19.26%	-14.78%	11.95%	9.87%	23.36%	-13.59%	21.43%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	3.78%	20.85%	9.66%	22.10%	-11.06%	12.50%	15.77%	27.64%	-6.04%	29.92%

Returns By Period

In the year-to-date period, TSONX achieves a -4.27% return, which is significantly lower than GSIMX's 3.78% return.

TSONX

• 1D: 0.40%
• 1M: -12.16%
• YTD: -4.27%
• 6M: -0.63%
• 1Y: 16.05%
• 3Y*: 11.63%
• 5Y*: 7.05%
• 10Y*: 8.05%

GSIMX

• 1D: 0.60%
• 1M: -6.12%
• YTD: 3.78%
• 6M: 7.89%
• 1Y: 15.89%
• 3Y*: 17.37%
• 5Y*: 10.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSONX vs. GSIMX - Expense Ratio Comparison

TSONX has a 0.36% expense ratio, which is lower than GSIMX's 0.76% expense ratio.

GSIMX

Goldman Sachs GQG Partners International Opportunities Fund

TSONX

TIAA-CREF Social Choice International Equity Fund

Return for Risk

TSONX vs. GSIMX — Risk / Return Rank

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

TSONX

TSONX Risk / Return Rank: 42
TSONX Sharpe Ratio Rank: 43
TSONX Sortino Ratio Rank: 41
TSONX Omega Ratio Rank: 38
TSONX Calmar Ratio Rank: 45
TSONX Martin Ratio Rank: 44

GSIMX

GSIMX Risk / Return Rank: 74
GSIMX Sharpe Ratio Rank: 73
GSIMX Sortino Ratio Rank: 69
GSIMX Omega Ratio Rank: 73
GSIMX Calmar Ratio Rank: 78
GSIMX Martin Ratio Rank: 77

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.

TSONX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice International Equity Fund (TSONX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.

	TSONX	GSIMX	Difference
Sharpe ratio Return per unit of total volatility	0.89	1.28	-0.39
Sortino ratio Return per unit of downside risk	1.27	1.69	-0.42
Omega ratio Gain probability vs. loss probability	1.18	1.27	-0.09
Calmar ratio Return relative to maximum drawdown	1.15	1.81	-0.67
Martin ratio Return relative to average drawdown	4.50	7.41	-2.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSONX vs. GSIMX - Sharpe Ratio Comparison

The current TSONX Sharpe Ratio is 0.89, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of TSONX and GSIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TSONX	GSIMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	1.28	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.73	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.81	-0.35

Correlation

The correlation between TSONX and GSIMX 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

TSONX vs. GSIMX - Dividend Comparison

TSONX's dividend yield for the trailing twelve months is around 6.06%, more than GSIMX's 4.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
TSONX TIAA-CREF Social Choice International Equity Fund	6.06%	5.80%	3.25%	3.21%	2.31%	3.13%	1.48%	1.63%	2.52%	0.04%	2.57%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	4.93%	5.12%	11.18%	2.36%	4.89%	2.23%	0.18%	0.65%	0.53%	0.16%	0.00%

Drawdowns

TSONX vs. GSIMX - Drawdown Comparison

The maximum TSONX drawdown since its inception was -33.02%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for TSONX and GSIMX.

Drawdown Indicators

	TSONX	GSIMX	Difference
Max Drawdown Largest peak-to-trough decline	-33.02%	-28.84%	-4.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-8.75%	-3.88%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-25.37%	-4.14%
Max Drawdown (10Y) Largest decline over 10 years	-33.02%	—	—
Current Drawdown Current decline from peak	-12.16%	-6.12%	-6.04%
Average Drawdown Average peak-to-trough decline	-6.04%	-4.85%	-1.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.15%	+1.07%

Volatility

TSONX vs. GSIMX - Volatility Comparison

TIAA-CREF Social Choice International Equity Fund (TSONX) has a higher volatility of 7.38% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that TSONX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSONX	GSIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.38%	4.78%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	11.24%	7.35%	+3.89%
Volatility (1Y) Calculated over the trailing 1-year period	17.07%	12.47%	+4.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.88%	14.42%	+1.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.60%	15.77%	+0.83%