CUSIX vs. GTTTX
CUSIX (Cullen 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, CUSIX returned 8.07%/yr vs 15.01%/yr for GTTTX. Their correlation of 0.91 suggests significant overlap in exposure. CUSIX charges 1.00%/yr vs 0.95%/yr for GTTTX.
Performance
CUSIX vs. GTTTX - Performance Comparison
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Returns By Period
In the year-to-date period, CUSIX achieves a 5.96% return, which is significantly lower than GTTTX's 21.95% return. Over the past 10 years, CUSIX has underperformed GTTTX with an annualized return of 8.07%, while GTTTX has yielded a comparatively higher 15.01% annualized return.
CUSIX
- 1D
- 0.55%
- 1M
- 4.27%
- YTD
- 5.96%
- 6M
- 4.29%
- 1Y
- 12.99%
- 3Y*
- 7.54%
- 5Y*
- 2.57%
- 10Y*
- 8.07%
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%
CUSIX vs. GTTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CUSIX Cullen Small Cap Value Fund | 5.96% | -1.21% | 4.80% | 5.77% | -0.75% | 22.04% | 12.07% | 22.83% | -9.78% | 0.89% |
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 CUSIX and GTTTX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2009 | 0.91 |
The correlation between CUSIX and GTTTX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
CUSIX vs. GTTTX — Risk / Return Rank
CUSIX
GTTTX
CUSIX vs. GTTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cullen Small Cap Value Fund (CUSIX) 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.
| CUSIX | GTTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 5.06 | -4.28 |
| Martin ratioReturn relative to average drawdown | 1.63 | 17.80 | -16.17 |
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Drawdowns
CUSIX vs. GTTTX - Drawdown Comparison
The maximum CUSIX drawdown since its inception was -45.46%, smaller than the maximum GTTTX drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for CUSIX and GTTTX.
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Drawdown Indicators
| CUSIX | GTTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.46% | -56.58% | +11.12% |
Max Drawdown (1Y)Largest decline over 1 year | -18.49% | -9.16% | -9.33% |
Max Drawdown (3Y)Largest decline over 3 years | -31.76% | -39.29% | +7.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.76% | -39.29% | +7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -47.29% | +1.83% |
Current DrawdownCurrent decline from peak | -8.58% | -0.36% | -8.22% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -9.91% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 2.59% | +6.20% |
Volatility
CUSIX vs. GTTTX - Volatility Comparison
Cullen Small Cap Value Fund (CUSIX) and Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) have volatilities of 5.29% 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.
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Volatility by Period
| CUSIX | GTTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 5.40% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.92% | 12.69% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 18.66% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.59% | 35.35% | -11.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 30.81% | -5.78% |
CUSIX vs. GTTTX - Expense Ratio Comparison
CUSIX has a 1.00% expense ratio, which is higher than GTTTX's 0.95% expense ratio.
Dividends
CUSIX vs. GTTTX - Dividend Comparison
CUSIX's dividend yield for the trailing twelve months is around 1.02%, less than GTTTX's 6.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CUSIX Cullen Small Cap Value Fund | 1.02% | 1.06% | 5.46% | 1.71% | 7.61% | 11.67% | 0.21% | 3.01% | 5.98% | 19.35% | 0.67% | 2.63% |
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
CUSIX and GTTTX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTTTX has higher volatility (5.40%) compared to CUSIX (5.29%). In terms of maximum drawdown, CUSIX dropped -45.46% vs GTTTX's -56.58%.
GTTTX currently has the higher Sharpe Ratio (2.49 vs 0.61), 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.
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