Correlation
The correlation between GSC and DBC is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
GSC vs. DBC
Compare and contrast key facts about Goldman Sachs Small Cap Core Equity ETF (GSC) and Invesco DB Commodity Index Tracking Fund (DBC).
GSC and DBC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSC is an actively managed fund by Goldman Sachs. It was launched on Oct 3, 2023. DBC is a passively managed fund by Invesco that tracks the performance of the DBIQ Optimum Yield Diversified Commodity Index Excess Return. It was launched on Feb 3, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSC or DBC.
Performance
GSC vs. DBC - Performance Comparison
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Key characteristics
GSC:
0.05
DBC:
-0.41
GSC:
0.17
DBC:
-0.40
GSC:
1.02
DBC:
0.95
GSC:
-0.00
DBC:
-0.12
GSC:
-0.01
DBC:
-0.93
GSC:
9.40%
DBC:
6.22%
GSC:
24.41%
DBC:
16.01%
GSC:
-26.63%
DBC:
-76.36%
GSC:
-13.01%
DBC:
-47.34%
Returns By Period
In the year-to-date period, GSC achieves a -4.90% return, which is significantly lower than DBC's -1.59% return.
GSC
-4.90%
6.42%
-12.16%
1.19%
N/A
N/A
N/A
DBC
-1.59%
0.38%
0.20%
-6.44%
-6.91%
14.71%
3.14%
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GSC vs. DBC - Expense Ratio Comparison
GSC has a 0.75% expense ratio, which is lower than DBC's 0.85% expense ratio.
Risk-Adjusted Performance
GSC vs. DBC — Risk-Adjusted Performance Rank
GSC
DBC
GSC vs. DBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Core Equity ETF (GSC) and Invesco DB Commodity Index Tracking Fund (DBC). 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.
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Dividends
GSC vs. DBC - Dividend Comparison
GSC's dividend yield for the trailing twelve months is around 0.70%, less than DBC's 5.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
GSC Goldman Sachs Small Cap Core Equity ETF | 0.70% | 0.66% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 5.30% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
Drawdowns
GSC vs. DBC - Drawdown Comparison
The maximum GSC drawdown since its inception was -26.63%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for GSC and DBC.
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Volatility
GSC vs. DBC - Volatility Comparison
Goldman Sachs Small Cap Core Equity ETF (GSC) has a higher volatility of 6.78% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 4.34%. This indicates that GSC's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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