GSITX vs. PRVIX

Last updated Jun 4, 2026

GSITX (Goldman Sachs Small Cap Value Insights Fund) and PRVIX (T. Rowe Price Small-Cap Value Fund Class I) are both Small Cap Value Equities funds. Over the past 10 years, GSITX returned 13.24%/yr vs 10.74%/yr for PRVIX. With a 0.96 correlation, they move nearly in lockstep. GSITX charges 0.84%/yr vs 0.66%/yr for PRVIX.

Performance

GSITX vs. PRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Small Cap Value Insights Fund (GSITX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSITX achieves a 19.26% return, which is significantly higher than PRVIX's 17.26% return. Over the past 10 years, GSITX has outperformed PRVIX with an annualized return of 13.24%, while PRVIX has yielded a comparatively lower 10.74% annualized return.

GSITX

• 1D: 0.91%
• 1M: 3.83%
• YTD: 19.26%
• 6M: 18.44%
• 1Y: 45.14%
• 3Y*: 26.13%
• 5Y*: 12.47%
• 10Y*: 13.24%

PRVIX

• 1D: 1.15%
• 1M: 3.65%
• YTD: 17.26%
• 6M: 16.21%
• 1Y: 32.84%
• 3Y*: 16.40%
• 5Y*: 6.57%
• 10Y*: 10.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSITX vs. PRVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GSITX Goldman Sachs Small Cap Value Insights Fund	19.26%	12.95%	29.64%	17.50%	-13.56%	33.22%	0.32%	23.52%	-10.69%	7.49%
PRVIX T. Rowe Price Small-Cap Value Fund Class I	17.26%	8.44%	10.96%	12.46%	-18.42%	25.60%	12.58%	25.95%	-11.49%	12.86%

Correlation

The correlation between GSITX and PRVIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Aug 31, 2015	0.96

The correlation between GSITX and PRVIX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

GSITX vs. PRVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSITX

GSITX Risk / Return Rank: 80
GSITX Sharpe Ratio Rank: 80
GSITX Sortino Ratio Rank: 75
GSITX Omega Ratio Rank: 61
GSITX Calmar Ratio Rank: 93
GSITX Martin Ratio Rank: 90

PRVIX

PRVIX Risk / Return Rank: 64
PRVIX Sharpe Ratio Rank: 53
PRVIX Sortino Ratio Rank: 53
PRVIX Omega Ratio Rank: 47
PRVIX Calmar Ratio Rank: 85
PRVIX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSITX vs. PRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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	PRVIX	Difference
Sharpe ratio: Return per unit of total volatility	2.60	2.15	+0.45
Sortino ratio: Return per unit of downside risk	3.60	3.07	+0.53
Omega ratio: Gain probability vs. loss probability	1.44	1.37	+0.06
Calmar ratio: Return relative to maximum drawdown	5.20	4.02	+1.18
Martin ratio: Return relative to average drawdown	18.26	15.00	+3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSITX vs. PRVIX - Sharpe Ratio Comparison

The current GSITX Sharpe Ratio is 2.60, which is comparable to the PRVIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of GSITX and PRVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GSITX	PRVIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	2.15	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.33	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.51	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.52	-0.13

Drawdowns

GSITX vs. PRVIX - Drawdown Comparison

The maximum GSITX drawdown since its inception was -56.37%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for GSITX and PRVIX.

Drawdown Indicators

	GSITX	PRVIX	Difference
Max Drawdown Largest peak-to-trough decline	-56.37%	-40.95%	-15.42%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-8.93%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-24.88%	-24.57%	-0.31%
Max Drawdown (5Y) Largest decline over 5 years	-24.88%	-28.00%	+3.12%
Max Drawdown (10Y) Largest decline over 10 years	-47.17%	-40.95%	-6.22%
Current Drawdown Current decline from peak	-0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.85%	-8.33%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.36%	+0.24%

Volatility

GSITX vs. PRVIX - Volatility Comparison

Goldman Sachs Small Cap Value Insights Fund (GSITX) has a higher volatility of 5.01% compared to T. Rowe Price Small-Cap Value Fund Class I (PRVIX) at 4.48%. This indicates that GSITX's price experiences larger fluctuations and is considered to be riskier than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSITX	PRVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	4.48%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	12.15%	12.31%	-0.16%
Volatility (1Y) Calculated over the trailing 1-year period	18.33%	16.73%	+1.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.67%	19.84%	+2.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.12%	21.06%	+3.06%

GSITX vs. PRVIX - Expense Ratio Comparison

GSITX has a 0.84% expense ratio, which is higher than PRVIX's 0.66% expense ratio.

Dividends

GSITX vs. PRVIX - Dividend Comparison

GSITX's dividend yield for the trailing twelve months is around 4.06%, less than PRVIX's 10.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSITX Goldman Sachs Small Cap Value Insights Fund	4.06%	4.84%	30.83%	1.37%	2.63%	26.49%	0.72%	0.71%	9.14%	9.11%	3.55%	5.63%
PRVIX T. Rowe Price Small-Cap Value Fund Class I	10.33%	12.11%	9.96%	3.40%	5.54%	7.15%	2.12%	4.72%	9.61%	3.79%	3.88%	22.61%

Frequently Asked Questions

Can I hold both GSITX and PRVIX in my portfolio?

With a correlation of 0.93, GSITX and PRVIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GSITX or PRVIX?

GSITX has higher volatility (5.01%) compared to PRVIX (4.48%). In terms of maximum drawdown, GSITX dropped -56.37% vs PRVIX's -40.95%.

Which has better risk-adjusted returns?

GSITX currently has the higher Sharpe Ratio (2.60 vs 2.15), 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.