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