FSCRX vs. GSITX
Compare and contrast key facts about Fidelity Small Cap Discovery Fund (FSCRX) and Goldman Sachs Small Cap Value Insights Fund (GSITX).
FSCRX is managed by Fidelity. It was launched on Sep 26, 2000. GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSCRX or GSITX.
Key characteristics
| FSCRX | GSITX | |
|---|---|---|
| YTD Return | 3.90% | 13.79% |
| 1Y Return | 26.00% | 38.63% |
| 3Y Return (Ann) | 2.78% | 4.87% |
| 5Y Return (Ann) | 9.62% | 9.49% |
| 10Y Return (Ann) | 7.87% | 8.88% |
| Sharpe Ratio | 1.55 | 1.90 |
| Sortino Ratio | 2.24 | 2.73 |
| Omega Ratio | 1.27 | 1.33 |
| Calmar Ratio | 1.57 | 1.85 |
| Martin Ratio | 6.87 | 11.20 |
| Ulcer Index | 4.02% | 3.56% |
| Daily Std Dev | 17.83% | 20.98% |
| Max Drawdown | -56.31% | -84.54% |
| Current Drawdown | -4.47% | -2.30% |
Correlation
The correlation between FSCRX and GSITX is 0.95, 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.
Performance
FSCRX vs. GSITX - Performance Comparison
In the year-to-date period, FSCRX achieves a 3.90% return, which is significantly lower than GSITX's 13.79% return. Over the past 10 years, FSCRX has underperformed GSITX with an annualized return of 7.87%, while GSITX has yielded a comparatively higher 8.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FSCRX vs. GSITX - Expense Ratio Comparison
FSCRX has a 0.98% expense ratio, which is higher than GSITX's 0.84% expense ratio.
Risk-Adjusted Performance
FSCRX vs. GSITX - 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 Value Insights Fund (GSITX). 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. GSITX - Dividend Comparison
FSCRX's dividend yield for the trailing twelve months is around 10.95%, more than GSITX's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCRX Fidelity Small Cap Discovery Fund | 10.95% | 4.44% | 11.56% | 6.12% | 2.79% | 7.46% | 35.76% | 13.90% | 0.44% | 7.89% | 10.82% | 5.88% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 1.20% | 1.37% | 1.28% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% | 1.78% | 0.68% |
Drawdowns
FSCRX vs. GSITX - Drawdown Comparison
The maximum FSCRX drawdown since its inception was -56.31%, smaller than the maximum GSITX drawdown of -84.54%. Use the drawdown chart below to compare losses from any high point for FSCRX and GSITX. For additional features, visit the drawdowns tool.
Volatility
FSCRX vs. GSITX - Volatility Comparison
The current volatility for Fidelity Small Cap Discovery Fund (FSCRX) is 3.65%, while Goldman Sachs Small Cap Value Insights Fund (GSITX) has a volatility of 4.56%. This indicates that FSCRX experiences smaller price fluctuations and is considered to be less risky than GSITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.