AVFIX vs. GTTTX

Last updated Jun 25, 2026

AVFIX (American Beacon Small Cap Value Fund) and GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) are both Small Cap Value Equities funds. Over the past 10 years, AVFIX returned 10.96%/yr vs 15.01%/yr for GTTTX. With a 0.97 correlation, they move nearly in lockstep. AVFIX charges 0.81%/yr vs 0.95%/yr for GTTTX.

Performance

AVFIX vs. GTTTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Small Cap Value Fund (AVFIX) and Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVFIX achieves a 24.11% return, which is significantly higher than GTTTX's 21.95% return. Over the past 10 years, AVFIX has underperformed GTTTX with an annualized return of 10.96%, while GTTTX has yielded a comparatively higher 15.01% annualized return.

AVFIX

• 1D: -0.58%
• 1M: 4.27%
• YTD: 24.11%
• 6M: 21.62%
• 1Y: 37.75%
• 3Y*: 17.09%
• 5Y*: 9.22%
• 10Y*: 10.96%

GTTTX

• 1D: -0.36%
• 1M: 4.37%
• YTD: 21.95%
• 6M: 19.36%
• 1Y: 44.12%
• 3Y*: 32.42%
• 5Y*: 15.58%
• 10Y*: 15.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVFIX vs. GTTTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AVFIX American Beacon Small Cap Value Fund	24.11%	4.91%	7.48%	16.76%	-8.03%	28.32%	4.05%	23.52%	-15.78%	8.74%
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	21.95%	12.83%	45.27%	17.37%	-13.66%	32.94%	0.21%	23.37%	-10.83%	7.34%

Correlation

The correlation between AVFIX and GTTTX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.97

The correlation between AVFIX and GTTTX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

Return for Risk

AVFIX vs. GTTTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVFIX

AVFIX Risk / Return Rank: 69
AVFIX Sharpe Ratio Rank: 63
AVFIX Sortino Ratio Rank: 65
AVFIX Omega Ratio Rank: 53
AVFIX Calmar Ratio Rank: 90
AVFIX Martin Ratio Rank: 77

GTTTX

GTTTX Risk / Return Rank: 87
GTTTX Sharpe Ratio Rank: 87
GTTTX Sortino Ratio Rank: 84
GTTTX Omega Ratio Rank: 77
GTTTX Calmar Ratio Rank: 95
GTTTX Martin Ratio Rank: 94

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.

AVFIX vs. GTTTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Small Cap Value Fund (AVFIX) and Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AVFIX	GTTTX	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.49	-0.39
Sortino ratio: Return per unit of downside risk	3.02	3.46	-0.44
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.06
Calmar ratio: Return relative to maximum drawdown	4.29	5.06	-0.77
Martin ratio: Return relative to average drawdown	13.18	17.80	-4.62

AVFIX vs. GTTTX - Sharpe Ratio Comparison

The current AVFIX Sharpe Ratio is 2.10, which is comparable to the GTTTX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AVFIX and GTTTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVFIX vs. GTTTX - Drawdown Comparison

The maximum AVFIX drawdown since its inception was -61.40%, which is greater than GTTTX's maximum drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for AVFIX and GTTTX.

Drawdown Indicators

	AVFIX	GTTTX	Difference
Max Drawdown Largest peak-to-trough decline	-61.40%	-56.58%	-4.82%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-9.16%	-0.01%
Max Drawdown (3Y) Largest decline over 3 years	-28.94%	-39.29%	+10.35%
Max Drawdown (5Y) Largest decline over 5 years	-28.94%	-39.29%	+10.35%
Max Drawdown (10Y) Largest decline over 10 years	-49.78%	-47.29%	-2.49%
Current Drawdown Current decline from peak	-1.16%	-0.36%	-0.80%
Average Drawdown Average peak-to-trough decline	-9.19%	-9.91%	+0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.59%	+0.39%

Volatility

AVFIX vs. GTTTX - Volatility Comparison

American Beacon Small Cap Value Fund (AVFIX) and Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) have volatilities of 5.37% and 5.40%, 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.

Volatility by Period

	AVFIX	GTTTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	5.40%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	12.79%	12.69%	+0.10%
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	18.66%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.46%	35.35%	-12.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.51%	30.81%	-6.30%

AVFIX vs. GTTTX - Expense Ratio Comparison

AVFIX has a 0.81% expense ratio, which is lower than GTTTX's 0.95% expense ratio.

Dividends

AVFIX vs. GTTTX - Dividend Comparison

AVFIX's dividend yield for the trailing twelve months is around 8.62%, more than GTTTX's 6.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVFIX American Beacon Small Cap Value Fund	8.62%	10.70%	8.67%	4.91%	17.72%	11.86%	0.88%	1.84%	15.05%	9.66%	3.04%	6.00%
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	6.88%	8.39%	52.07%	1.87%	3.85%	40.18%	0.90%	0.90%	12.37%	11.87%	4.51%	7.00%

Frequently Asked Questions

Can I hold both AVFIX and GTTTX in my portfolio?

With a correlation of 0.95, AVFIX and GTTTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVFIX or GTTTX?

GTTTX has higher volatility (5.40%) compared to AVFIX (5.37%). In terms of maximum drawdown, AVFIX dropped -61.40% vs GTTTX's -56.58%.

Which has better risk-adjusted returns?

GTTTX currently has the higher Sharpe Ratio (2.49 vs 2.10), 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.