VSIEX vs. GSIMX
VSIEX (JPMorgan International Equity Fund) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares) are both Foreign Large Cap Equities funds. Over the past 5 years, VSIEX returned 6.18%/yr vs 8.83%/yr for GSIMX. Their correlation of 0.84 means they have usually moved in the same direction. VSIEX charges 0.70%/yr vs 0.78%/yr for GSIMX.
Performance
VSIEX vs. GSIMX - Performance Comparison
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Returns By Period
In the year-to-date period, VSIEX achieves a 10.30% return, which is significantly higher than GSIMX's 7.52% return.
VSIEX
- 1D
- 0.37%
- 1M
- 0.71%
- 6M
- 5.22%
- YTD
- 10.30%
- 1Y
- 17.85%
- 3Y*
- 14.38%
- 5Y*
- 6.18%
- 10Y*
- 8.71%
- ALL TIME*
- 8.10%
GSIMX
- 1D
- -0.58%
- 1M
- 1.47%
- 6M
- 2.20%
- YTD
- 7.52%
- 1Y
- 13.93%
- 3Y*
- 16.49%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 12.69%
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 |
VSIEX vs. GSIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSIEX JPMorgan International Equity Fund | 10.30% | 25.90% | 1.41% | 17.89% | -19.62% | 11.70% | 13.17% | 27.20% | -17.84% | 29.72% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares | 7.52% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Correlation
The correlation between VSIEX and GSIMX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.84 |
Over the past year, the correlation between VSIEX and GSIMX has dropped to 0.53 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
VSIEX vs. GSIMX — Risk / Return Rank
VSIEX
GSIMX
VSIEX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Equity Fund (VSIEX) and Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares (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.
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.
| VSIEX | GSIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.94 | -0.28 |
| Martin ratioReturn relative to average drawdown | 5.81 | 5.28 | +0.53 |
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Drawdowns
VSIEX vs. GSIMX - Drawdown Comparison
The maximum VSIEX drawdown since its inception was -60.80%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for VSIEX and GSIMX.
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Drawdown Indicators
| VSIEX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.80% | -28.84% | -31.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -7.81% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -10.32% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -33.19% | -25.37% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -34.65% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -2.74% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -14.91% | -4.80% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.85% | +0.47% |
Volatility
VSIEX vs. GSIMX - Volatility Comparison
JPMorgan International Equity Fund (VSIEX) has a higher volatility of 4.25% compared to Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares (GSIMX) at 2.22%. This indicates that VSIEX'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
| VSIEX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.22% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 8.17% | +5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 9.87% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 14.25% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 15.61% | +1.36% |
VSIEX vs. GSIMX - Expense Ratio Comparison
VSIEX has a 0.70% expense ratio, which is lower than GSIMX's 0.78% expense ratio.
Dividends
VSIEX vs. GSIMX - Dividend Comparison
VSIEX's dividend yield for the trailing twelve months is around 5.82%, more than GSIMX's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIMX Goldman Sachs GQG Partners International Opportunities Fund Institutional Shares | 4.76% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% | 0.00% | 0.00% |
VSIEX JPMorgan International Equity Fund | 5.82% | 6.41% | 3.06% | 2.23% | 2.66% | 6.74% | 1.17% | 3.13% | 3.69% | 1.63% | 1.78% | 1.94% |
Frequently Asked Questions
VSIEX and GSIMX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSIEX has higher volatility (4.25%) compared to GSIMX (2.22%). In terms of maximum drawdown, VSIEX dropped -60.80% vs GSIMX's -28.84%.
GSIMX currently has the higher Sharpe Ratio (1.54 vs 1.20), 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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