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GCGIX vs. SMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCGIX vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Large Cap Growth Insights Fund (GCGIX) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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GCGIX vs. SMH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
-14.32%15.51%53.44%37.56%-29.62%29.10%32.21%29.70%-4.58%29.75%
SMH
VanEck Semiconductor ETF
6.46%49.17%39.10%73.38%-33.53%42.13%55.53%64.45%-9.05%38.48%

Returns By Period

In the year-to-date period, GCGIX achieves a -14.32% return, which is significantly lower than SMH's 6.46% return. Over the past 10 years, GCGIX has underperformed SMH with an annualized return of 15.72%, while SMH has yielded a comparatively higher 31.28% annualized return.


GCGIX

1D
-0.41%
1M
-8.68%
YTD
-14.32%
6M
-13.58%
1Y
12.16%
3Y*
22.25%
5Y*
13.07%
10Y*
15.72%

SMH

1D
5.76%
1M
-5.65%
YTD
6.46%
6M
17.84%
1Y
81.87%
3Y*
43.47%
5Y*
25.59%
10Y*
31.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCGIX vs. SMH - Expense Ratio Comparison

GCGIX has a 0.54% expense ratio, which is higher than SMH's 0.35% expense ratio.


Return for Risk

GCGIX vs. SMH — Risk / Return Rank

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

GCGIX
GCGIX Risk / Return Rank: 2121
Overall Rank
GCGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GCGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GCGIX Omega Ratio Rank: 2424
Omega Ratio Rank
GCGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCGIX Martin Ratio Rank: 1717
Martin Ratio Rank

SMH
SMH Risk / Return Rank: 9595
Overall Rank
SMH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9494
Sortino Ratio Rank
SMH Omega Ratio Rank: 9393
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9797
Martin Ratio Rank
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.

GCGIX vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Growth Insights Fund (GCGIX) and VanEck Semiconductor ETF (SMH). 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.


GCGIXSMHDifference

Sharpe ratio

Return per unit of total volatility

0.54

2.23

-1.70

Sortino ratio

Return per unit of downside risk

0.94

2.85

-1.91

Omega ratio

Gain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratio

Return relative to maximum drawdown

0.49

5.10

-4.61

Martin ratio

Return relative to average drawdown

1.66

18.29

-16.63

GCGIX vs. SMH - Sharpe Ratio Comparison

The current GCGIX Sharpe Ratio is 0.54, which is lower than the SMH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of GCGIX and SMH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GCGIXSMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.23

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.74

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.97

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.28

+0.15

Correlation

The correlation between GCGIX and SMH is 0.78, 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.


Dividends

GCGIX vs. SMH - Dividend Comparison

GCGIX's dividend yield for the trailing twelve months is around 8.75%, more than SMH's 0.29% yield.


TTM20252024202320222021202020192018201720162015
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
8.75%7.50%23.16%7.08%19.27%42.43%9.71%4.02%10.10%4.76%0.76%0.87%
SMH
VanEck Semiconductor ETF
0.29%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

Drawdowns

GCGIX vs. SMH - Drawdown Comparison

The maximum GCGIX drawdown since its inception was -65.78%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for GCGIX and SMH.


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Drawdown Indicators


GCGIXSMHDifference

Max Drawdown

Largest peak-to-trough decline

-65.78%

-84.96%

+19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-15.95%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-32.57%

-45.30%

+12.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.94%

-45.30%

+12.36%

Current Drawdown

Current decline from peak

-17.25%

-10.03%

-7.22%

Average Drawdown

Average peak-to-trough decline

-20.92%

-41.36%

+20.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

4.44%

+0.62%

Volatility

GCGIX vs. SMH - Volatility Comparison

The current volatility for Goldman Sachs Large Cap Growth Insights Fund (GCGIX) is 5.46%, while VanEck Semiconductor ETF (SMH) has a volatility of 12.11%. This indicates that GCGIX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCGIXSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

12.11%

-6.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

23.95%

-11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.89%

36.84%

-13.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.19%

34.71%

-12.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

32.28%

-10.80%