VWILX vs. GSIFX
VWILX (Vanguard International Growth Fund Admiral Shares) and GSIFX (Goldman Sachs International Equity ESG Fund Class A) are both mutual funds - VWILX is a Large Cap Growth Equities fund managed by Vanguard, while GSIFX is a Foreign Large Cap Equities fund managed by Goldman Sachs. Over the past 10 years, VWILX returned 9.94%/yr vs 9.42%/yr for GSIFX. Their correlation of 0.89 suggests significant overlap in exposure. VWILX charges 0.32%/yr vs 1.35%/yr for GSIFX.
Performance
VWILX vs. GSIFX - Performance Comparison
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Returns By Period
In the year-to-date period, VWILX achieves a 6.25% return, which is significantly lower than GSIFX's 6.83% return. Over the past 10 years, VWILX has outperformed GSIFX with an annualized return of 9.94%, while GSIFX has yielded a comparatively lower 9.42% annualized return.
VWILX
- 1D
- 0.35%
- 1M
- 4.18%
- YTD
- 6.25%
- 6M
- 6.75%
- 1Y
- 13.81%
- 3Y*
- 12.51%
- 5Y*
- -1.21%
- 10Y*
- 9.94%
GSIFX
- 1D
- 0.50%
- 1M
- 4.77%
- YTD
- 6.83%
- 6M
- 9.07%
- 1Y
- 13.85%
- 3Y*
- 11.56%
- 5Y*
- 6.27%
- 10Y*
- 9.42%
VWILX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWILX Vanguard International Growth Fund Admiral Shares | 6.25% | 20.08% | 9.18% | 14.80% | -30.80% | -12.81% | 59.77% | 31.50% | -12.58% | 43.17% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 6.83% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Correlation
The correlation between VWILX and GSIFX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2001 | 0.89 |
The correlation between VWILX and GSIFX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
VWILX vs. GSIFX — Risk / Return Rank
VWILX
GSIFX
VWILX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Growth Fund Admiral Shares (VWILX) 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.
| VWILX | GSIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.11 | -0.15 |
| Martin ratioReturn relative to average drawdown | 3.10 | 4.24 | -1.13 |
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
| VWILX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.88 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.37 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.54 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.32 | +0.02 |
Drawdowns
VWILX vs. GSIFX - Drawdown Comparison
The maximum VWILX drawdown since its inception was -59.49%, roughly equal to the maximum GSIFX drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for VWILX and GSIFX.
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Drawdown Indicators
| VWILX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.49% | -59.25% | -0.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -12.15% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -13.83% | -6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -53.56% | -31.94% | -21.62% |
Max Drawdown (10Y)Largest decline over 10 years | -54.08% | -35.00% | -19.08% |
Current DrawdownCurrent decline from peak | -14.66% | -0.15% | -14.51% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -15.23% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 3.18% | +1.18% |
Volatility
VWILX vs. GSIFX - Volatility Comparison
Vanguard International Growth Fund Admiral Shares (VWILX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX) have volatilities of 4.73% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWILX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.89% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 12.38% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 15.46% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.43% | 16.93% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 17.40% | +4.30% |
VWILX vs. GSIFX - Expense Ratio Comparison
VWILX has a 0.32% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Dividends
VWILX vs. GSIFX - Dividend Comparison
VWILX's dividend yield for the trailing twelve months is around 6.49%, more than GSIFX's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.04% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
VWILX Vanguard International Growth Fund Admiral Shares | 6.49% | 6.89% | 9.81% | 1.92% | 7.03% | 0.36% | 2.38% | 1.30% | 5.52% | 0.84% | 1.42% | 1.53% |
Frequently Asked Questions
VWILX and GSIFX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSIFX has higher volatility (4.89%) compared to VWILX (4.73%). In terms of maximum drawdown, VWILX dropped -59.49% vs GSIFX's -59.25%.
GSIFX currently has the higher Sharpe Ratio (0.88 vs 0.76), 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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