GSCGX vs. SSSYX
Compare and contrast key facts about Goldman Sachs Large Cap Core Fund (GSCGX) and State Street Equity 500 Index Fund Class K (SSSYX).
GSCGX is managed by Goldman Sachs. It was launched on Apr 20, 1990. 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
GSCGX vs. SSSYX - Performance Comparison
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GSCGX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSCGX Goldman Sachs Large Cap Core Fund | -7.80% | 15.70% | 38.33% | 26.49% | -19.82% | 24.47% | 22.78% | 32.33% | -2.82% | 31.84% |
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
In the year-to-date period, GSCGX achieves a -7.80% return, which is significantly lower than SSSYX's -7.05% return. Over the past 10 years, GSCGX has outperformed SSSYX with an annualized return of 14.80%, while SSSYX has yielded a comparatively lower 13.69% annualized return.
GSCGX
- 1D
- -0.45%
- 1M
- -7.91%
- YTD
- -7.80%
- 6M
- -6.65%
- 1Y
- 12.61%
- 3Y*
- 20.16%
- 5Y*
- 12.44%
- 10Y*
- 14.80%
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%
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GSCGX vs. SSSYX - Expense Ratio Comparison
GSCGX has a 1.04% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
GSCGX vs. SSSYX — Risk / Return Rank
GSCGX
SSSYX
GSCGX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Core Fund (GSCGX) 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.
| GSCGX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.84 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.30 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.06 | -0.24 |
Martin ratioReturn relative to average drawdown | 3.81 | 5.13 | -1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSCGX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.84 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.68 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.11 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.11 | +0.45 |
Correlation
The correlation between GSCGX and SSSYX is 0.97, 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
GSCGX vs. SSSYX - Dividend Comparison
GSCGX's dividend yield for the trailing twelve months is around 13.14%, more than SSSYX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSCGX Goldman Sachs Large Cap Core Fund | 13.14% | 12.12% | 25.42% | 0.46% | 8.75% | 10.68% | 3.70% | 4.03% | 49.12% | 8.67% | 1.45% | 8.72% |
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
GSCGX vs. SSSYX - Drawdown Comparison
The maximum GSCGX drawdown since its inception was -57.27%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for GSCGX and SSSYX.
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Drawdown Indicators
| GSCGX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.27% | -91.48% | +34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -12.10% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -24.49% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | -91.48% | +57.39% |
Current DrawdownCurrent decline from peak | -9.53% | -8.88% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -11.04% | -4.20% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.49% | +0.21% |
Volatility
GSCGX vs. SSSYX - Volatility Comparison
Goldman Sachs Large Cap Core Fund (GSCGX) has a higher volatility of 4.57% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 4.24%. This indicates that GSCGX'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.
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Volatility by Period
| GSCGX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.24% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 9.08% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 18.10% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.80% | 16.85% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 124.43% | -103.78% |