GSITX vs. HWSIX
Compare and contrast key facts about Goldman Sachs Small Cap Value Insights Fund (GSITX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
GSITX vs. HWSIX - Performance Comparison
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GSITX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSITX Goldman Sachs Small Cap Value Insights Fund | 2.77% | 12.95% | 29.64% | 17.50% | -13.56% | 33.22% | 0.32% | 23.52% | -10.69% | 7.49% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 7.19% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Returns By Period
In the year-to-date period, GSITX achieves a 2.77% return, which is significantly lower than HWSIX's 7.19% return. Over the past 10 years, GSITX has outperformed HWSIX with an annualized return of 11.96%, while HWSIX has yielded a comparatively lower 10.01% annualized return.
GSITX
- 1D
- -1.05%
- 1M
- -6.87%
- YTD
- 2.77%
- 6M
- 6.77%
- 1Y
- 27.20%
- 3Y*
- 20.47%
- 5Y*
- 11.02%
- 10Y*
- 11.96%
HWSIX
- 1D
- -0.30%
- 1M
- -0.11%
- YTD
- 7.19%
- 6M
- 5.71%
- 1Y
- 16.85%
- 3Y*
- 9.76%
- 5Y*
- 9.23%
- 10Y*
- 10.01%
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GSITX vs. HWSIX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than HWSIX's 1.06% expense ratio.
Return for Risk
GSITX vs. HWSIX — Risk / Return Rank
GSITX
HWSIX
GSITX vs. HWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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.
| GSITX | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.73 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.16 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.92 | +0.72 |
Martin ratioReturn relative to average drawdown | 6.48 | 3.44 | +3.04 |
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
| GSITX | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.73 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.43 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.41 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.44 | -0.08 |
Correlation
The correlation between GSITX and HWSIX is 0.93, 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
GSITX vs. HWSIX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 4.71%, more than HWSIX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSITX Goldman Sachs Small Cap Value Insights Fund | 4.71% | 4.84% | 30.83% | 1.37% | 2.63% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.94% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Drawdowns
GSITX vs. HWSIX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for GSITX and HWSIX.
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Drawdown Indicators
| GSITX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -72.00% | +15.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -16.44% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -26.92% | +2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -53.67% | +6.50% |
Current DrawdownCurrent decline from peak | -8.36% | -2.75% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -12.12% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 4.42% | -0.73% |
Volatility
GSITX vs. HWSIX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) has a higher volatility of 5.88% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that GSITX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 4.15% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 12.90% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 23.97% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 21.70% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 24.67% | -0.58% |