VWICX vs. GSIMX
VWICX (Vanguard International Core Stock Fund Investor Shares) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, VWICX returned 12.20%/yr vs 9.21%/yr for GSIMX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. VWICX charges 0.47%/yr vs 0.76%/yr for GSIMX.
Performance
VWICX vs. GSIMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWICX achieves a 13.30% return, which is significantly higher than GSIMX's 8.14% return.
VWICX
- 1D
- 0.10%
- 1M
- 0.42%
- 6M
- 6.20%
- YTD
- 13.30%
- 1Y
- 31.73%
- 3Y*
- 20.98%
- 5Y*
- 12.20%
- 10Y*
- —
- ALL TIME*
- 12.75%
GSIMX
- 1D
- 0.00%
- 1M
- 2.06%
- 6M
- 3.76%
- YTD
- 8.14%
- 1Y
- 15.67%
- 3Y*
- 15.80%
- 5Y*
- 9.21%
- 10Y*
- —
- ALL TIME*
- 12.77%
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 |
VWICX vs. GSIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWICX Vanguard International Core Stock Fund Investor Shares | 13.30% | 38.41% | 8.62% | 14.30% | -10.76% | 11.70% | 9.12% | 7.42% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 8.14% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 7.19% |
Correlation
The correlation between VWICX and GSIMX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.79 |
Over the past year, the correlation between VWICX and GSIMX has dropped to 0.42 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VWICX vs. GSIMX — Risk / Return Rank
VWICX
GSIMX
VWICX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Investor Shares (VWICX) 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.
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.
| VWICX | GSIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.02 | +0.87 |
| Martin ratioReturn relative to average drawdown | 10.62 | 5.51 | +5.11 |
Loading charts...
Drawdowns
VWICX vs. GSIMX - Drawdown Comparison
The maximum VWICX drawdown since its inception was -34.37%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for VWICX and GSIMX.
Loading charts...
Drawdown Indicators
| VWICX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -28.84% | -5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -7.81% | -3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.28% | -10.32% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.94% | -25.37% | +0.43% |
Current DrawdownCurrent decline from peak | -2.44% | -2.17% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -4.80% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.85% | +0.09% |
Volatility
VWICX vs. GSIMX - Volatility Comparison
Vanguard International Core Stock Fund Investor Shares (VWICX) has a higher volatility of 5.77% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 2.65%. This indicates that VWICX'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.
Loading charts...
Volatility by Period
| VWICX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 2.65% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 8.16% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 9.83% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 14.24% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 15.61% | +2.44% |
VWICX vs. GSIMX - Expense Ratio Comparison
VWICX has a 0.47% expense ratio, which is lower than GSIMX's 0.76% expense ratio.
Dividends
VWICX vs. GSIMX - Dividend Comparison
VWICX's dividend yield for the trailing twelve months is around 3.82%, less than GSIMX's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.73% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% |
VWICX Vanguard International Core Stock Fund Investor Shares | 3.82% | 4.33% | 2.58% | 2.10% | 1.99% | 4.27% | 1.80% | 0.11% | 0.00% | 0.00% |
Frequently Asked Questions
VWICX and GSIMX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWICX has higher volatility (5.77%) compared to GSIMX (2.65%). In terms of maximum drawdown, VWICX dropped -34.37% vs GSIMX's -28.84%.
VWICX currently has the higher Sharpe Ratio (1.87 vs 1.60), 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.
Find the right allocation for VWICX and GSIMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer