An electrical connector includes a housing, signal contacts, and ground shields. The housing has a base wall that defines openings therethrough. The signal contacts are arranged in pairs and project through at least some of the openings beyond a top side of the base wall. The ground shields project through at least some of the openings beyond the top side of the base wall. Each ground shield has at least two walls and at least partially surrounds a corresponding pair of the signal contacts. Each ground shield has an inner side that faces the corresponding pair of signal contacts and an outer side that is opposite the inner side. The outer sides of the ground shields have a lossy coating to absorb electrical resonances, and the inner sides of the ground shields lack the lossy coating.