GSITX vs. DLDRX
GSITX (Goldman Sachs Small Cap Value Insights Fund) and DLDRX (BNY Mellon Natural Resources Fund) are both mutual funds - GSITX is a Small Cap Value Equities fund managed by Goldman Sachs, while DLDRX is a Energy Equities fund managed by Dreyfus. Over the past 10 years, GSITX returned 13.24%/yr vs 13.12%/yr for DLDRX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. GSITX charges 0.84%/yr vs 0.91%/yr for DLDRX.
Performance
GSITX vs. DLDRX - Performance Comparison
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Returns By Period
In the year-to-date period, GSITX achieves a 23.19% return, which is significantly higher than DLDRX's 21.71% return. Both investments have delivered pretty close results over the past 10 years, with GSITX having a 13.24% annualized return and DLDRX not far behind at 13.12%.
GSITX
- 1D
- -0.24%
- 1M
- 0.25%
- 6M
- 13.53%
- YTD
- 23.19%
- 1Y
- 45.69%
- 3Y*
- 23.93%
- 5Y*
- 14.53%
- 10Y*
- 13.24%
- ALL TIME*
- 10.35%
DLDRX
- 1D
- -0.66%
- 1M
- 5.99%
- 6M
- 8.00%
- YTD
- 21.71%
- 1Y
- 43.66%
- 3Y*
- 10.40%
- 5Y*
- 17.76%
- 10Y*
- 13.12%
- ALL TIME*
- 11.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GSITX vs. DLDRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSITX Goldman Sachs Small Cap Value Insights Fund | 23.19% | 12.95% | 29.64% | 17.50% | -13.56% | 33.22% | 0.32% | 23.52% | -10.69% | 7.49% |
DLDRX BNY Mellon Natural Resources Fund | 21.71% | 15.04% | 0.81% | 1.58% | 34.18% | 38.30% | 6.58% | 16.64% | -17.57% | 14.05% |
Correlation
The correlation between GSITX and DLDRX is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.70 |
Over the past year, the correlation between GSITX and DLDRX has dropped to 0.50 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
GSITX vs. DLDRX — Risk / Return Rank
GSITX
DLDRX
GSITX vs. DLDRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and BNY Mellon Natural Resources Fund (DLDRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSITX | DLDRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 3.70 | +1.01 |
| Martin ratioReturn relative to average drawdown | 17.21 | 11.59 | +5.62 |
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Drawdowns
GSITX vs. DLDRX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, smaller than the maximum DLDRX drawdown of -69.13%. Use the drawdown chart below to compare losses from any high point for GSITX and DLDRX.
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Drawdown Indicators
| GSITX | DLDRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -69.13% | +12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -11.26% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -32.44% | +7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -32.44% | +7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -54.24% | +7.07% |
Current DrawdownCurrent decline from peak | -1.24% | -4.75% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -20.67% | +11.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.59% | -1.09% |
Volatility
GSITX vs. DLDRX - Volatility Comparison
The current volatility for Goldman Sachs Small Cap Value Insights Fund (GSITX) is 3.51%, while BNY Mellon Natural Resources Fund (DLDRX) has a volatility of 4.44%. This indicates that GSITX experiences smaller price fluctuations and is considered to be less risky than DLDRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | DLDRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.44% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 14.21% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 18.94% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 25.46% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 25.47% | -1.41% |
GSITX vs. DLDRX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than DLDRX's 0.91% expense ratio.
Dividends
GSITX vs. DLDRX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 3.93%, more than DLDRX's 1.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLDRX BNY Mellon Natural Resources Fund | 1.92% | 2.33% | 7.45% | 12.42% | 9.66% | 5.07% | 1.11% | 2.16% | 1.87% | 0.63% | 1.44% | 1.25% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 3.93% | 4.84% | 30.83% | 1.37% | 2.63% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% |
Frequently Asked Questions
GSITX and DLDRX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLDRX has higher volatility (4.44%) compared to GSITX (3.51%). In terms of maximum drawdown, GSITX dropped -56.37% vs DLDRX's -69.13%.
GSITX currently has the higher Sharpe Ratio (2.39 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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