GCTIX vs. SSSYX
Compare and contrast key facts about Goldman Sachs U.S. Tax-Managed Equity Fund (GCTIX) and State Street Equity 500 Index Fund Class K (SSSYX).
GCTIX is managed by BlackRock. It was launched on Apr 3, 2000. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
GCTIX vs. SSSYX - Performance Comparison
Loading graphics...
GCTIX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCTIX Goldman Sachs U.S. Tax-Managed Equity Fund | -7.27% | 15.35% | 27.60% | 23.80% | -20.26% | 29.22% | 17.53% | 25.90% | -7.78% | 20.29% |
SSSYX State Street Equity 500 Index Fund Class K | -7.05% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
The year-to-date returns for both investments are quite close, with GCTIX having a -7.27% return and SSSYX slightly higher at -7.05%. Over the past 10 years, GCTIX has underperformed SSSYX with an annualized return of 12.17%, while SSSYX has yielded a comparatively higher 13.69% annualized return.
GCTIX
- 1D
- -0.65%
- 1M
- -8.78%
- YTD
- -7.27%
- 6M
- -4.94%
- 1Y
- 13.80%
- 3Y*
- 16.64%
- 5Y*
- 10.41%
- 10Y*
- 12.17%
SSSYX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -7.05%
- 6M
- -4.60%
- 1Y
- 14.40%
- 3Y*
- 17.15%
- 5Y*
- 11.37%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GCTIX vs. SSSYX - Expense Ratio Comparison
GCTIX has a 0.75% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
GCTIX vs. SSSYX — Risk / Return Rank
GCTIX
SSSYX
GCTIX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs U.S. Tax-Managed Equity Fund (GCTIX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| GCTIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.84 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.30 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.06 | -0.14 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.13 | -0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GCTIX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.84 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.11 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.11 | +0.33 |
Correlation
The correlation between GCTIX and SSSYX is 0.96, 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
GCTIX vs. SSSYX - Dividend Comparison
GCTIX's dividend yield for the trailing twelve months is around 0.55%, less than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCTIX Goldman Sachs U.S. Tax-Managed Equity Fund | 0.55% | 0.51% | 3.06% | 0.52% | 0.71% | 0.42% | 0.70% | 0.68% | 0.10% | 0.86% | 0.96% | 1.02% |
SSSYX State Street Equity 500 Index Fund Class K | 1.55% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
GCTIX vs. SSSYX - Drawdown Comparison
The maximum GCTIX drawdown since its inception was -56.62%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GCTIX and SSSYX.
Loading graphics...
Drawdown Indicators
| GCTIX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.62% | -91.48% | +34.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.10% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -24.49% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -91.48% | +55.94% |
Current DrawdownCurrent decline from peak | -9.98% | -8.88% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -4.20% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.49% | +0.30% |
Volatility
GCTIX vs. SSSYX - Volatility Comparison
Goldman Sachs U.S. Tax-Managed Equity Fund (GCTIX) has a higher volatility of 4.71% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that GCTIX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GCTIX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.24% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 9.08% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 18.10% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 16.85% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 124.43% | -105.60% |