FSCRX vs. GCSIX
Compare and contrast key facts about Fidelity Small Cap Discovery Fund (FSCRX) and Goldman Sachs Small Cap Equity Insights Fund (GCSIX).
FSCRX is managed by Fidelity. It was launched on Sep 26, 2000. GCSIX is managed by Goldman Sachs. It was launched on Aug 15, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCRX or GCSIX.
Performance
FSCRX vs. GCSIX - Performance Comparison
Returns By Period
In the year-to-date period, FSCRX achieves a -0.19% return, which is significantly lower than GCSIX's 24.82% return. Over the past 10 years, FSCRX has underperformed GCSIX with an annualized return of -0.55%, while GCSIX has yielded a comparatively higher 5.95% annualized return.
FSCRX
-0.19%
1.88%
-2.75%
7.39%
2.85%
-0.55%
GCSIX
24.82%
5.48%
16.93%
39.09%
4.45%
5.95%
Key characteristics
| FSCRX | GCSIX | |
|---|---|---|
| Sharpe Ratio | 0.40 | 1.90 |
| Sortino Ratio | 0.65 | 2.73 |
| Omega Ratio | 1.09 | 1.33 |
| Calmar Ratio | 0.33 | 1.03 |
| Martin Ratio | 1.03 | 11.87 |
| Ulcer Index | 7.77% | 3.38% |
| Daily Std Dev | 20.10% | 21.10% |
| Max Drawdown | -61.11% | -66.55% |
| Current Drawdown | -16.75% | -14.84% |
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FSCRX vs. GCSIX - Expense Ratio Comparison
FSCRX has a 0.98% expense ratio, which is higher than GCSIX's 0.84% expense ratio.
Correlation
The correlation between FSCRX and GCSIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FSCRX vs. GCSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Discovery Fund (FSCRX) and Goldman Sachs Small Cap Equity Insights Fund (GCSIX). 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.
Dividends
FSCRX vs. GCSIX - Dividend Comparison
FSCRX's dividend yield for the trailing twelve months is around 0.11%, less than GCSIX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCRX Fidelity Small Cap Discovery Fund | 0.11% | 0.11% | 0.19% | 0.09% | 0.40% | 0.80% | 1.14% | 0.63% | 0.44% | 7.89% | 0.28% | 0.11% |
GCSIX Goldman Sachs Small Cap Equity Insights Fund | 0.60% | 0.75% | 0.87% | 0.00% | 0.50% | 0.53% | 0.25% | 0.27% | 0.60% | 0.58% | 0.35% | 1.09% |
Drawdowns
FSCRX vs. GCSIX - Drawdown Comparison
The maximum FSCRX drawdown since its inception was -61.11%, smaller than the maximum GCSIX drawdown of -66.55%. Use the drawdown chart below to compare losses from any high point for FSCRX and GCSIX. For additional features, visit the drawdowns tool.
Volatility
FSCRX vs. GCSIX - Volatility Comparison
The current volatility for Fidelity Small Cap Discovery Fund (FSCRX) is 6.64%, while Goldman Sachs Small Cap Equity Insights Fund (GCSIX) has a volatility of 8.01%. This indicates that FSCRX experiences smaller price fluctuations and is considered to be less risky than GCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.