These funds have the highest Sharpe ratios
![<b>Ticker symbol:</b> GCIIX<br>
<b>Morningstar category:</b> Foreign large blend<br>
<b>Sharpe ratio:</b> 0.98<br>
<b>Expense ratio:</b> 0.85%<br>
<b>12-month return:</b> 23.26%<br>
<b>5 years (annualized):</b> 11.06%<br>
The fund uses the Goldman Sachs quantitative prowess to find stocks: Currently, the model leans more toward momentum than value, according to Morningstar analyst Linda Abu Mushrefova. That strategy – and the management team – has undergone considerable changes in the past few years, but it still produces powerful returns.](https://s32566.pcdn.co/wp-content/uploads/2019/10/FREE_915009998_PH_2_NHORVHNPEIOC.jpg.optimal.jpg)
Ticker symbol: GCIIX
Morningstar category: Foreign large blend
Sharpe ratio: 0.98
Expense ratio: 0.85%
12-month return: 23.26%
5 years (annualized): 11.06%
The fund uses the Goldman Sachs quantitative prowess to find stocks: Currently, the model leans more toward momentum than value, according to Morningstar analyst Linda Abu Mushrefova. That strategy – and the management team – has undergone considerable changes in the past few years, but it still produces powerful returns.