GSCMX vs. VTI
Compare and contrast key facts about Goldman Sachs Income Fund (GSCMX) and Vanguard Total Stock Market ETF (VTI).
GSCMX is managed by Goldman Sachs. It was launched on Dec 2, 2019. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSCMX or VTI.
Key characteristics
| GSCMX | VTI | |
|---|---|---|
| YTD Return | 7.12% | 17.69% |
| 1Y Return | 13.14% | 25.82% |
| 3Y Return (Ann) | 1.65% | 8.20% |
| Sharpe Ratio | 3.54 | 2.06 |
| Daily Std Dev | 3.71% | 13.08% |
| Max Drawdown | -20.12% | -55.45% |
| Current Drawdown | 0.00% | -0.67% |
Correlation
The correlation between GSCMX and VTI is 0.39, 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.
Performance
GSCMX vs. VTI - Performance Comparison
In the year-to-date period, GSCMX achieves a 7.12% return, which is significantly lower than VTI's 17.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSCMX vs. VTI - Expense Ratio Comparison
GSCMX has a 0.72% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
GSCMX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Income Fund (GSCMX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
GSCMX vs. VTI - Dividend Comparison
GSCMX's dividend yield for the trailing twelve months is around 5.78%, more than VTI's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSCMX Goldman Sachs Income Fund | 5.78% | 5.69% | 7.35% | 4.41% | 3.95% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GSCMX vs. VTI - Drawdown Comparison
The maximum GSCMX drawdown since its inception was -20.12%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GSCMX and VTI. For additional features, visit the drawdowns tool.
Volatility
GSCMX vs. VTI - Volatility Comparison
The current volatility for Goldman Sachs Income Fund (GSCMX) is 0.61%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.40%. This indicates that GSCMX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.