GSITX vs. JMCRX
GSITX (Goldman Sachs Small Cap Value Insights Fund) and JMCRX (James Micro Cap Fund) are both Small Cap Value Equities funds. Over the past 10 years, GSITX returned 13.24%/yr vs 9.37%/yr for JMCRX. Their correlation of 0.91 means they have usually moved in the same direction. GSITX charges 0.84%/yr vs 1.51%/yr for JMCRX.
Performance
GSITX vs. JMCRX - 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 JMCRX's 20.59% return. Over the past 10 years, GSITX has outperformed JMCRX with an annualized return of 13.24%, while JMCRX has yielded a comparatively lower 9.37% annualized return.
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%
JMCRX
- 1D
- 0.38%
- 1M
- 1.90%
- 6M
- 10.85%
- YTD
- 20.59%
- 1Y
- 33.05%
- 3Y*
- 13.56%
- 5Y*
- 10.56%
- 10Y*
- 9.37%
- ALL TIME*
- 10.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
JMCRX James Micro Cap Fund | $0.00 | $0.00 | $0.00 |
GSITX vs. JMCRX - 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% |
JMCRX James Micro Cap Fund | 20.59% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
Correlation
The correlation between GSITX and JMCRX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2010 | 0.91 |
The correlation between GSITX and JMCRX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
GSITX vs. JMCRX — Risk / Return Rank
GSITX
JMCRX
GSITX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and James Micro Cap Fund (JMCRX). 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 | JMCRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 3.19 | +1.52 |
| Martin ratioReturn relative to average drawdown | 17.21 | 9.12 | +8.09 |
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Drawdowns
GSITX vs. JMCRX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for GSITX and JMCRX.
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Drawdown Indicators
| GSITX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -46.65% | -9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -9.92% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -26.90% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -26.90% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -46.65% | -0.52% |
Current DrawdownCurrent decline from peak | -1.24% | -0.41% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -7.36% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.46% | -0.96% |
Volatility
GSITX vs. JMCRX - Volatility Comparison
The current volatility for Goldman Sachs Small Cap Value Insights Fund (GSITX) is 3.51%, while James Micro Cap Fund (JMCRX) has a volatility of 4.18%. This indicates that GSITX experiences smaller price fluctuations and is considered to be less risky than JMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.18% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 12.66% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 18.44% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 20.76% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 21.69% | +2.37% |
GSITX vs. JMCRX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Dividends
GSITX vs. JMCRX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 3.93%, more than JMCRX's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JMCRX James Micro Cap Fund | 0.85% | 1.02% | 1.43% | 0.63% | 9.14% | 3.84% | 0.53% | 6.35% | 6.71% | 7.80% | 0.00% | 0.09% |
Frequently Asked Questions
GSITX and JMCRX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMCRX has higher volatility (4.18%) compared to GSITX (3.51%). In terms of maximum drawdown, GSITX dropped -56.37% vs JMCRX's -46.65%.
GSITX currently has the higher Sharpe Ratio (2.39 vs 1.73), 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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