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VAIGX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAIGX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select International Growth Fund (VAIGX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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VAIGX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VAIGX
Vanguard Advice Select International Growth Fund
-14.22%17.01%19.11%15.53%-28.63%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
3.78%20.85%9.66%22.10%-10.78%

Returns By Period

In the year-to-date period, VAIGX achieves a -14.22% return, which is significantly lower than GSIMX's 3.78% return.


VAIGX

1D
-0.32%
1M
-10.91%
YTD
-14.22%
6M
-20.04%
1Y
-2.12%
3Y*
5.86%
5Y*
10Y*

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)

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VAIGX vs. GSIMX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is lower than GSIMX's 0.76% expense ratio.


Return for Risk

VAIGX vs. GSIMX — Risk / Return Rank

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

VAIGX
VAIGX Risk / Return Rank: 33
Overall Rank
VAIGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VAIGX Sortino Ratio Rank: 44
Sortino Ratio Rank
VAIGX Omega Ratio Rank: 44
Omega Ratio Rank
VAIGX Calmar Ratio Rank: 33
Calmar Ratio Rank
VAIGX Martin Ratio Rank: 33
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7373
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7777
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.

VAIGX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) 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.


VAIGXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

-0.17

1.28

-1.45

Sortino ratio

Return per unit of downside risk

-0.08

1.69

-1.78

Omega ratio

Gain probability vs. loss probability

0.99

1.27

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.28

1.81

-2.09

Martin ratio

Return relative to average drawdown

-0.82

7.41

-8.23

VAIGX vs. GSIMX - Sharpe Ratio Comparison

The current VAIGX Sharpe Ratio is -0.17, which is lower than the GSIMX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VAIGX 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.


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Sharpe Ratios by Period


VAIGXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

1.28

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.81

-0.82

Correlation

The correlation between VAIGX and GSIMX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VAIGX vs. GSIMX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 5.27%, more than GSIMX's 4.93% yield.


TTM202520242023202220212020201920182017
VAIGX
Vanguard Advice Select International Growth Fund
5.27%4.52%0.82%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

VAIGX vs. GSIMX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -41.46%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for VAIGX and GSIMX.


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Drawdown Indicators


VAIGXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.46%

-28.84%

-12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-8.75%

-13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

Current Drawdown

Current decline from peak

-21.75%

-6.12%

-15.63%

Average Drawdown

Average peak-to-trough decline

-14.37%

-4.85%

-9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

2.15%

+5.24%

Volatility

VAIGX vs. GSIMX - Volatility Comparison

Vanguard Advice Select International Growth Fund (VAIGX) has a higher volatility of 8.41% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that VAIGX'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.


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Volatility by Period


VAIGXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

4.78%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

7.35%

+8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

12.47%

+11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.16%

14.42%

+14.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

15.77%

+13.39%