Correlation
The correlation between GSC and SCHA is 0.78, 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.
GSC vs. SCHA
Compare and contrast key facts about Goldman Sachs Small Cap Core Equity ETF (GSC) and Schwab U.S. Small-Cap ETF (SCHA).
GSC and SCHA 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. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSC or SCHA.
Performance
GSC vs. SCHA - Performance Comparison
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Key characteristics
GSC:
0.05
SCHA:
0.19
GSC:
0.17
SCHA:
0.35
GSC:
1.02
SCHA:
1.04
GSC:
-0.00
SCHA:
0.11
GSC:
-0.01
SCHA:
0.31
GSC:
9.40%
SCHA:
9.38%
GSC:
24.41%
SCHA:
24.15%
GSC:
-26.63%
SCHA:
-42.41%
GSC:
-13.01%
SCHA:
-13.47%
Returns By Period
In the year-to-date period, GSC achieves a -4.90% return, which is significantly higher than SCHA's -5.82% return.
GSC
-4.90%
6.42%
-12.16%
1.19%
N/A
N/A
N/A
SCHA
-5.82%
5.88%
-12.86%
4.66%
5.89%
10.85%
7.44%
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GSC vs. SCHA - Expense Ratio Comparison
GSC has a 0.75% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Risk-Adjusted Performance
GSC vs. SCHA — Risk-Adjusted Performance Rank
GSC
SCHA
GSC vs. SCHA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Core Equity ETF (GSC) and Schwab U.S. Small-Cap ETF (SCHA). 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. SCHA - Dividend Comparison
GSC's dividend yield for the trailing twelve months is around 0.70%, less than SCHA's 1.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSC Goldman Sachs Small Cap Core Equity ETF | 0.70% | 0.66% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHA Schwab U.S. Small-Cap ETF | 1.61% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% |
Drawdowns
GSC vs. SCHA - Drawdown Comparison
The maximum GSC drawdown since its inception was -26.63%, smaller than the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for GSC and SCHA.
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Volatility
GSC vs. SCHA - Volatility Comparison
Goldman Sachs Small Cap Core Equity ETF (GSC) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 6.78% and 6.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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