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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Goldman Sachs Small Cap Value Insights Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Goldman Sachs Small Cap Value Insights Fund (GSITX) has returned 2.77% so far this year and 27.20% over the past 12 months. Over the last ten years, GSITX has had an annualized return of 11.96%, just under the S&P 500 Index benchmark’s 12.16%.
Goldman Sachs Small Cap Value Insights Fund
- 1D
- -1.05%
- 1M
- -6.87%
- YTD
- 2.77%
- 6M
- 6.77%
- 1Y
- 27.20%
- 3Y*
- 20.47%
- 5Y*
- 11.02%
- 10Y*
- 11.96%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2008, GSITX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -25.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GSITX closed higher 52% of trading days. The best single day was Dec 12, 2024 with a return of +14.7%, while the worst single day was Mar 16, 2020 at -14.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.93% | 3.20% | -6.87% | 2.77% | |||||||||
| 2025 | 2.01% | -4.52% | -6.30% | -4.05% | 4.55% | 5.30% | 1.15% | 9.69% | 1.66% | 0.17% | 3.51% | 0.20% | 12.95% |
| 2024 | -3.01% | 4.59% | 2.50% | -4.88% | 5.43% | -1.06% | 12.84% | -1.27% | -0.74% | -1.98% | 8.69% | 6.64% | 29.64% |
| 2023 | 9.51% | -1.29% | -6.46% | -1.84% | -1.99% | 7.89% | 6.51% | -4.55% | -4.23% | -5.63% | 8.68% | 12.10% | 17.50% |
| 2022 | -4.87% | 1.52% | 1.62% | -7.33% | 2.12% | -9.91% | 9.29% | -3.72% | -9.83% | 12.89% | 3.09% | -6.45% | -13.56% |
| 2021 | 3.58% | 9.77% | 6.19% | 3.04% | 3.71% | -0.42% | -3.58% | 3.10% | -1.62% | 4.93% | -3.37% | 4.56% | 33.22% |
Benchmark Metrics
Goldman Sachs Small Cap Value Insights Fund has an annualized alpha of 1.01%, beta of 1.14, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 03, 2008.
- This fund captured 113.85% of S&P 500 Index gains and 108.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.14 and R² of 0.75, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.01%
- Beta
- 1.14
- R²
- 0.75
- Upside Capture
- 113.85%
- Downside Capture
- 108.34%
Expense Ratio
GSITX has an expense ratio of 0.84%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GSITX ranks 67 for risk / return — better than 67% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and compare them to a chosen benchmark (S&P 500 Index).
| GSITX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.90 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.39 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.40 | +0.25 |
Martin ratioReturn relative to average drawdown | 6.48 | 6.61 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GSITX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Goldman Sachs Small Cap Value Insights Fund provided a 4.71% dividend yield over the last twelve months, with an annual payout of $2.89 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.89 | $2.89 | $17.04 | $0.78 | $1.29 | $15.40 | $0.40 | $0.40 | $4.16 | $5.05 | $2.00 | $2.49 |
Dividend yield | 4.71% | 4.84% | 30.83% | 1.37% | 2.63% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Goldman Sachs Small Cap Value Insights Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $2.89 | $2.89 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $17.04 | $17.04 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.29 | $1.29 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $15.40 | $15.40 |
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 Value 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 Value Insights Fund was 56.37%, occurring on Mar 9, 2009. Recovery took 277 trading sessions.
The current Goldman Sachs Small Cap Value Insights Fund drawdown is 8.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.37% | Sep 22, 2008 | 116 | Mar 9, 2009 | 277 | Apr 14, 2010 | 393 |
| -47.17% | Aug 27, 2018 | 395 | Mar 23, 2020 | 200 | Jan 6, 2021 | 595 |
| -26.18% | Jul 8, 2011 | 61 | Oct 3, 2011 | 111 | Mar 13, 2012 | 172 |
| -24.88% | Dec 13, 2024 | 78 | Apr 8, 2025 | 94 | Aug 22, 2025 | 172 |
| -24.34% | Nov 9, 2021 | 225 | Sep 30, 2022 | 369 | Mar 21, 2024 | 594 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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