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ISIN
US38143H1831
Inception Date
Jun 25, 2007
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

GSIOX Performance Chart

Goldman Sachs Small Cap Growth Insights Fund (GSIOX) is up 20.2% since the beginning of the year. GSIOX is currently trading at $37 per share. Investors who bought $1,000 worth of GSIOX shares 5 years ago would now be looking at an investment worth $1,530.


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S&P 500 Index

Returns By Period

Goldman Sachs Small Cap Growth Insights Fund (GSIOX) has returned 20.18% so far this year and 46.81% over the past 12 months. Over the last ten years, GSIOX has returned 11.95% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Goldman Sachs Small Cap Growth Insights Fund

1D
-0.22%
1M
4.23%
YTD
20.18%
6M
21.91%
1Y
46.81%
3Y*
23.77%
5Y*
8.88%
10Y*
11.95%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIOX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2008, GSIOX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Oct 2011 with a return of +18.0%, while the worst month was Oct 2008 at -21.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GSIOX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.55%2.03%-6.99%15.43%5.17%-0.22%20.18%
20254.23%-6.83%-8.27%-0.82%7.64%5.30%1.75%7.09%4.35%2.12%1.00%-0.39%16.99%
2024-1.55%9.91%2.17%-7.46%5.89%0.08%8.50%-0.94%1.83%-0.82%13.03%-8.01%22.37%
20239.89%-0.88%-2.47%-1.16%0.56%9.16%4.99%-4.75%-6.16%-7.06%9.20%10.48%21.29%
2022-11.48%-1.41%-0.45%-12.09%-0.82%-7.11%10.71%-2.66%-8.91%10.29%1.54%-5.74%-27.09%
20213.77%3.46%-0.48%3.03%-0.56%3.53%-3.92%3.99%-4.19%4.68%-3.89%0.67%9.87%

Benchmark Metrics

Goldman Sachs Small Cap Growth Insights Fund has an annualized alpha of 0.41%, beta of 1.16, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since January 03, 2008.

  • This fund captured 121.60% of S&P 500 Index gains and 115.85% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
0.41%
Beta
1.16
0.80
Upside Capture
121.60%
Downside Capture
115.85%

Expense Ratio

GSIOX has an expense ratio of 0.84%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GSIOX ranks 60 for risk / return — better than 60% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GSIOX Risk / Return Rank: 6060
Overall Rank
GSIOX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GSIOX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GSIOX Omega Ratio Rank: 4545
Omega Ratio Rank
GSIOX Calmar Ratio Rank: 7979
Calmar Ratio Rank
GSIOX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs Small Cap Growth Insights Fund (GSIOX) and compare them to S&P 500 Index.


GSIOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.22

2.39

-0.17

Sortino ratio

Return per unit of downside risk

2.99

3.25

-0.26

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

3.63

3.11

+0.52

Martin ratio

Return relative to average drawdown

13.56

14.38

-0.82

Dividends

Dividend History

Goldman Sachs Small Cap Growth Insights Fund provided a 4.10% dividend yield over the last twelve months, with an annual payout of $1.51 per share.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%$0.00$5.00$10.00$15.00$20.00$25.00$30.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.51$1.51$0.22$0.00$0.07$29.18$1.48$0.49$3.81$1.53$0.00$2.69

Dividend yield

4.10%4.93%0.80%0.00%0.39%113.92%2.94%1.11%10.85%3.67%0.00%8.38%

Monthly Dividends

The table displays the monthly dividend distributions for Goldman Sachs Small Cap Growth Insights Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$29.18$29.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Small Cap Growth Insights Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs Small Cap Growth Insights Fund was 53.27%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.

The current Goldman Sachs Small Cap Growth Insights Fund drawdown is 0.84%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.27%Mar 2009
1y 2mo1y 1mo
2y 3moJan 2008 - Apr 2010
COVID crash2020
-43.57%Mar 2020
1y 6mo7mo 27d
2y 2moSep 2018 - Nov 2020
Bear market2022
-39.12%Jun 2022
7mo 9d2y 4mo
2y 12moNov 2021 - Nov 2024
2011 bear market2011
-28.60%Oct 2011
2mo 27d5mo 12d
8mo 9dJul 2011 - Mar 2012
2025 selloff2025
-28.21%Apr 2025
4mo 3d4mo 21d
8mo 24dDec 2024 - Aug 2025

Drawdown Indicators


GSIOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.27%

-56.78%

+3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-9.10%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-28.21%

-18.90%

-9.31%

Max Drawdown (5Y)

Largest decline over 5 years

-39.12%

-25.43%

-13.69%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

-33.92%

-9.65%

Current Drawdown

Current decline from peak

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-10.54%

-10.72%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

1.97%

+1.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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