GGOIX vs. FAMVX

Last updated Jun 23, 2026

GGOIX (Goldman Sachs Mid Cap Growth Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, GGOIX returned 13.97%/yr vs 10.52%/yr for FAMVX. Their correlation of 0.84 suggests significant overlap in exposure. GGOIX charges 0.90%/yr vs 1.19%/yr for FAMVX.

Performance

GGOIX vs. FAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Mid Cap Growth Fund (GGOIX) and FAM Value Fund (FAMVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GGOIX achieves a 13.43% return, which is significantly higher than FAMVX's 6.68% return. Over the past 10 years, GGOIX has outperformed FAMVX with an annualized return of 13.97%, while FAMVX has yielded a comparatively lower 10.52% annualized return.

GGOIX

• 1D: 0.84%
• 1M: 4.87%
• YTD: 13.43%
• 6M: 10.89%
• 1Y: 15.36%
• 3Y*: 19.73%
• 5Y*: 8.73%
• 10Y*: 13.97%

FAMVX

• 1D: 0.96%
• 1M: 4.05%
• YTD: 6.68%
• 6M: 5.28%
• 1Y: 9.95%
• 3Y*: 12.78%
• 5Y*: 7.91%
• 10Y*: 10.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOIX vs. FAMVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GGOIX Goldman Sachs Mid Cap Growth Fund	13.43%	7.55%	31.58%	19.20%	-26.37%	11.40%	44.78%	34.92%	-5.04%	27.13%
FAMVX FAM Value Fund	6.68%	4.90%	15.51%	16.09%	-14.06%	25.65%	6.81%	30.31%	-6.15%	17.34%

Correlation

The correlation between GGOIX and FAMVX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000	0.84

The correlation between GGOIX and FAMVX shifts across timeframes, from 0.72 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GGOIX vs. FAMVX — Risk / Return Rank

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

GGOIX

GGOIX Risk / Return Rank: 14
GGOIX Sharpe Ratio Rank: 11
GGOIX Sortino Ratio Rank: 12
GGOIX Omega Ratio Rank: 10
GGOIX Calmar Ratio Rank: 16
GGOIX Martin Ratio Rank: 20

FAMVX

FAMVX Risk / Return Rank: 10
FAMVX Sharpe Ratio Rank: 9
FAMVX Sortino Ratio Rank: 10
FAMVX Omega Ratio Rank: 9
FAMVX Calmar Ratio Rank: 12
FAMVX Martin Ratio Rank: 12

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.

GGOIX vs. FAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Growth Fund (GGOIX) and FAM Value Fund (FAMVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GGOIX	FAMVX	Difference
Sharpe ratio: Return per unit of total volatility	0.84	0.72	+0.13
Sortino ratio: Return per unit of downside risk	1.29	1.13	+0.16
Omega ratio: Gain probability vs. loss probability	1.15	1.13	+0.02
Calmar ratio: Return relative to maximum drawdown	1.30	1.05	+0.25
Martin ratio: Return relative to average drawdown	4.71	3.14	+1.57

GGOIX vs. FAMVX - Sharpe Ratio Comparison

The current GGOIX Sharpe Ratio is 0.84, which is comparable to the FAMVX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GGOIX and FAMVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGOIX vs. FAMVX - Drawdown Comparison

The maximum GGOIX drawdown since its inception was -54.80%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for GGOIX and FAMVX.

Drawdown Indicators

	GGOIX	FAMVX	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-51.12%	-3.68%
Max Drawdown (1Y) Largest decline over 1 year	-11.72%	-9.47%	-2.25%
Max Drawdown (3Y) Largest decline over 3 years	-24.74%	-16.74%	-8.00%
Max Drawdown (5Y) Largest decline over 5 years	-38.94%	-22.77%	-16.17%
Max Drawdown (10Y) Largest decline over 10 years	-38.94%	-37.73%	-1.21%
Current Drawdown Current decline from peak	-0.57%	-0.67%	+0.10%
Average Drawdown Average peak-to-trough decline	-9.79%	-6.42%	-3.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	3.16%	+0.06%

Volatility

GGOIX vs. FAMVX - Volatility Comparison

Goldman Sachs Mid Cap Growth Fund (GGOIX) has a higher volatility of 6.72% compared to FAM Value Fund (FAMVX) at 4.21%. This indicates that GGOIX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGOIX	FAMVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.72%	4.21%	+2.51%
Volatility (6M) Calculated over the trailing 6-month period	14.88%	10.71%	+4.17%
Volatility (1Y) Calculated over the trailing 1-year period	18.05%	13.84%	+4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.04%	17.19%	+5.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.02%	18.23%	+6.79%

GGOIX vs. FAMVX - Expense Ratio Comparison

GGOIX has a 0.90% expense ratio, which is lower than FAMVX's 1.19% expense ratio.

Dividends

GGOIX vs. FAMVX - Dividend Comparison

GGOIX's dividend yield for the trailing twelve months is around 12.28%, more than FAMVX's 4.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FAMVX FAM Value Fund	4.60%	4.90%	6.28%	5.01%	3.67%	4.99%	3.69%	6.80%	4.09%	5.06%	5.21%	9.06%
GGOIX Goldman Sachs Mid Cap Growth Fund	12.28%	13.93%	18.08%	0.00%	6.22%	13.58%	17.16%	26.17%	32.56%	18.47%	2.38%	11.98%

Frequently Asked Questions

Can I hold both GGOIX and FAMVX in my portfolio?

GGOIX and FAMVX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGOIX or FAMVX?

GGOIX has higher volatility (6.72%) compared to FAMVX (4.21%). In terms of maximum drawdown, GGOIX dropped -54.80% vs FAMVX's -51.12%.

Which has better risk-adjusted returns?

GGOIX currently has the higher Sharpe Ratio (0.84 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.