VAGVX vs. GSINX
VAGVX (Vanguard Advice Select Global Value Fund) and GSINX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, VAGVX returned 15.12%/yr vs 15.35%/yr for GSINX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. VAGVX charges 0.40%/yr vs 0.89%/yr for GSINX.
Performance
VAGVX vs. GSINX - Performance Comparison
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Returns By Period
In the year-to-date period, VAGVX achieves a 12.45% return, which is significantly higher than GSINX's 8.09% return.
VAGVX
- 1D
- 1.71%
- 1M
- 1.01%
- 6M
- 7.88%
- YTD
- 12.45%
- 1Y
- 28.57%
- 3Y*
- 15.12%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.52%
GSINX
- 1D
- 0.62%
- 1M
- 2.07%
- 6M
- 4.40%
- YTD
- 8.09%
- 1Y
- 15.57%
- 3Y*
- 15.35%
- 5Y*
- 9.09%
- 10Y*
- —
- ALL TIME*
- 12.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VAGVX vs. GSINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VAGVX Vanguard Advice Select Global Value Fund | 12.45% | 24.78% | 8.69% | 12.39% | -5.95% | -0.55% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 8.09% | 20.76% | 9.53% | 21.93% | -11.14% | -3.73% |
Correlation
The correlation between VAGVX and GSINX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | 0.71 |
Over the past year, the correlation between VAGVX and GSINX has dropped to 0.41 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
VAGVX vs. GSINX — Risk / Return Rank
VAGVX
GSINX
VAGVX vs. GSINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VAGVX | GSINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.01 | +0.66 |
| Martin ratioReturn relative to average drawdown | 10.95 | 5.47 | +5.49 |
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Drawdowns
VAGVX vs. GSINX - Drawdown Comparison
The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum GSINX drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for VAGVX and GSINX.
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Drawdown Indicators
| VAGVX | GSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.54% | -28.80% | +8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -7.80% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.23% | -10.32% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.46% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.18% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -4.84% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.85% | -0.48% |
Volatility
VAGVX vs. GSINX - Volatility Comparison
Vanguard Advice Select Global Value Fund (VAGVX) has a higher volatility of 3.40% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 2.72%. This indicates that VAGVX'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
| VAGVX | GSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.72% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 8.18% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.62% | 9.87% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 14.26% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 15.61% | -0.12% |
VAGVX vs. GSINX - Expense Ratio Comparison
VAGVX has a 0.40% expense ratio, which is lower than GSINX's 0.89% expense ratio.
Dividends
VAGVX vs. GSINX - Dividend Comparison
VAGVX's dividend yield for the trailing twelve months is around 6.73%, more than GSINX's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.65% | 5.03% | 11.11% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% |
VAGVX Vanguard Advice Select Global Value Fund | 6.73% | 7.56% | 7.49% | 1.41% | 0.65% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VAGVX and GSINX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VAGVX has higher volatility (3.40%) compared to GSINX (2.72%). In terms of maximum drawdown, VAGVX dropped -20.54% vs GSINX's -28.80%.
VAGVX currently has the higher Sharpe Ratio (1.91 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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