VESGX vs. GSIFX
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
VESGX is managed by Vanguard. It was launched on Jun 5, 2019. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
VESGX vs. GSIFX - Performance Comparison
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VESGX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | -5.80% | 15.26% | 16.40% | 19.61% | -10.76% | 22.34% | 19.43% | 11.83% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 15.34% |
Returns By Period
The year-to-date returns for both investments are quite close, with VESGX having a -5.80% return and GSIFX slightly higher at -5.52%.
VESGX
- 1D
- 0.19%
- 1M
- -9.52%
- YTD
- -5.80%
- 6M
- -4.24%
- 1Y
- 7.35%
- 3Y*
- 12.24%
- 5Y*
- 9.07%
- 10Y*
- —
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
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VESGX vs. GSIFX - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
VESGX vs. GSIFX — Risk / Return Rank
VESGX
GSIFX
VESGX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) 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.
| VESGX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.60 | -0.14 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.91 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.81 | +0.03 |
Martin ratioReturn relative to average drawdown | 3.16 | 3.23 | -0.07 |
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
| VESGX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.60 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.32 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.30 | +0.41 |
Correlation
The correlation between VESGX and GSIFX is 0.89, 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
VESGX vs. GSIFX - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 4.65%, more than GSIFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 4.65% | 6.98% | 5.05% | 1.81% | 2.24% | 2.74% | 1.06% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
VESGX vs. GSIFX - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for VESGX and GSIFX.
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Drawdown Indicators
| VESGX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.52% | -59.25% | +28.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -12.15% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -31.94% | +8.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -10.62% | -11.48% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -15.30% | +11.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.06% | -0.16% |
Volatility
VESGX vs. GSIFX - Volatility Comparison
The current volatility for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) is 5.15%, while Goldman Sachs International Equity ESG Fund Class A (GSIFX) has a volatility of 6.71%. This indicates that VESGX 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
| VESGX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 6.71% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 11.13% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 16.87% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.48% | 16.71% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 17.32% | +0.04% |