GSITX vs. FSCRX
Compare and contrast key facts about Goldman Sachs Small Cap Value Insights Fund (GSITX) and Fidelity Small Cap Discovery Fund (FSCRX).
GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007. FSCRX is managed by Fidelity. It was launched on Sep 26, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSITX or FSCRX.
Performance
GSITX vs. FSCRX - Performance Comparison
Returns By Period
In the year-to-date period, GSITX achieves a 16.61% return, which is significantly higher than FSCRX's -0.19% return. Over the past 10 years, GSITX has outperformed FSCRX with an annualized return of 3.95%, while FSCRX has yielded a comparatively lower -0.55% annualized return.
GSITX
16.61%
2.83%
13.16%
31.26%
5.10%
3.95%
FSCRX
-0.19%
1.88%
-2.75%
7.39%
2.85%
-0.55%
Key characteristics
| GSITX | FSCRX | |
|---|---|---|
| Sharpe Ratio | 1.52 | 0.40 |
| Sortino Ratio | 2.27 | 0.65 |
| Omega Ratio | 1.27 | 1.09 |
| Calmar Ratio | 0.97 | 0.33 |
| Martin Ratio | 8.82 | 1.03 |
| Ulcer Index | 3.63% | 7.77% |
| Daily Std Dev | 21.14% | 20.10% |
| Max Drawdown | -84.54% | -61.11% |
| Current Drawdown | -11.94% | -16.75% |
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GSITX vs. FSCRX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than FSCRX's 0.98% expense ratio.
Correlation
The correlation between GSITX and FSCRX is 0.94, 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.
Risk-Adjusted Performance
GSITX vs. FSCRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and Fidelity Small Cap Discovery Fund (FSCRX). 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
GSITX vs. FSCRX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 1.18%, more than FSCRX's 0.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSITX Goldman Sachs Small Cap Value Insights Fund | 1.18% | 1.37% | 1.28% | 0.76% | 0.72% | 0.71% | 0.71% | 0.60% | 0.73% | 1.00% | 0.58% | 0.68% |
FSCRX Fidelity Small Cap Discovery Fund | 0.11% | 0.11% | 0.19% | 0.09% | 0.40% | 0.80% | 1.14% | 0.63% | 0.44% | 7.89% | 0.28% | 0.11% |
Drawdowns
GSITX vs. FSCRX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -84.54%, which is greater than FSCRX's maximum drawdown of -61.11%. Use the drawdown chart below to compare losses from any high point for GSITX and FSCRX. For additional features, visit the drawdowns tool.
Volatility
GSITX vs. FSCRX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) has a higher volatility of 8.18% compared to Fidelity Small Cap Discovery Fund (FSCRX) at 6.64%. This indicates that GSITX's price experiences larger fluctuations and is considered to be riskier than FSCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.