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GGOIX vs. SSMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGOIX vs. SSMGX - Performance Comparison

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

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GGOIX vs. SSMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGOIX
Goldman Sachs Mid Cap Growth Fund
-6.71%7.55%31.58%19.20%-26.37%11.40%44.78%34.92%-5.04%27.13%
SSMGX
SIT Small Cap Growth Fund
1.24%9.40%13.42%16.93%-25.59%15.80%35.97%29.19%-10.88%15.69%

Returns By Period

In the year-to-date period, GGOIX achieves a -6.71% return, which is significantly lower than SSMGX's 1.24% return. Over the past 10 years, GGOIX has outperformed SSMGX with an annualized return of 11.97%, while SSMGX has yielded a comparatively lower 9.55% annualized return.


GGOIX

1D
-1.57%
1M
-10.71%
YTD
-6.71%
6M
-9.09%
1Y
10.41%
3Y*
13.90%
5Y*
5.33%
10Y*
11.97%

SSMGX

1D
-2.56%
1M
-9.50%
YTD
1.24%
6M
3.23%
1Y
23.28%
3Y*
11.40%
5Y*
3.28%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGOIX vs. SSMGX - Expense Ratio Comparison

GGOIX has a 0.90% expense ratio, which is lower than SSMGX's 1.50% expense ratio.


Return for Risk

GGOIX vs. SSMGX — Risk / Return Rank

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

GGOIX
GGOIX Risk / Return Rank: 1717
Overall Rank
GGOIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GGOIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GGOIX Omega Ratio Rank: 1616
Omega Ratio Rank
GGOIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GGOIX Martin Ratio Rank: 1818
Martin Ratio Rank

SSMGX
SSMGX Risk / Return Rank: 6060
Overall Rank
SSMGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SSMGX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SSMGX Omega Ratio Rank: 5353
Omega Ratio Rank
SSMGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSMGX Martin Ratio Rank: 6969
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.

GGOIX vs. SSMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Growth Fund (GGOIX) and SIT Small Cap Growth Fund (SSMGX). 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.


GGOIXSSMGXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.02

-0.56

Sortino ratio

Return per unit of downside risk

0.79

1.54

-0.75

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.50

1.56

-1.06

Martin ratio

Return relative to average drawdown

1.87

6.49

-4.62

GGOIX vs. SSMGX - Sharpe Ratio Comparison

The current GGOIX Sharpe Ratio is 0.45, which is lower than the SSMGX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of GGOIX and SSMGX, 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


GGOIXSSMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.02

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.15

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.45

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.35

+0.06

Correlation

The correlation between GGOIX and SSMGX is 0.92, 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

GGOIX vs. SSMGX - Dividend Comparison

GGOIX's dividend yield for the trailing twelve months is around 14.93%, more than SSMGX's 5.41% yield.


TTM20252024202320222021202020192018201720162015
GGOIX
Goldman Sachs Mid Cap Growth Fund
14.93%13.93%18.08%0.00%6.22%13.58%17.16%26.17%32.56%18.47%2.38%11.98%
SSMGX
SIT Small Cap Growth Fund
5.41%5.48%4.69%3.13%1.73%15.89%3.44%3.14%9.80%6.81%0.17%10.68%

Drawdowns

GGOIX vs. SSMGX - Drawdown Comparison

The maximum GGOIX drawdown since its inception was -54.80%, smaller than the maximum SSMGX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for GGOIX and SSMGX.


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Drawdown Indicators


GGOIXSSMGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-65.75%

+10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-13.50%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-34.37%

-4.57%

Max Drawdown (10Y)

Largest decline over 10 years

-38.94%

-35.72%

-3.22%

Current Drawdown

Current decline from peak

-11.72%

-10.05%

-1.67%

Average Drawdown

Average peak-to-trough decline

-9.85%

-19.15%

+9.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.24%

+0.20%

Volatility

GGOIX vs. SSMGX - Volatility Comparison

The current volatility for Goldman Sachs Mid Cap Growth Fund (GGOIX) is 6.78%, while SIT Small Cap Growth Fund (SSMGX) has a volatility of 7.29%. This indicates that GGOIX experiences smaller price fluctuations and is considered to be less risky than SSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOIXSSMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

7.29%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

13.65%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

22.81%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

21.77%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

21.51%

+3.36%