GSITX vs. PURZX
GSITX (Goldman Sachs Small Cap Value Insights Fund) and PURZX (PGIM Global Real Estate Fund) are both mutual funds - GSITX is a Small Cap Value Equities fund managed by Goldman Sachs, while PURZX is a REIT fund managed by PGIM. Over the past 10 years, GSITX returned 13.24%/yr vs 4.14%/yr for PURZX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. GSITX charges 0.84%/yr vs 0.93%/yr for PURZX.
Performance
GSITX vs. PURZX - 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 PURZX's 14.54% return. Over the past 10 years, GSITX has outperformed PURZX with an annualized return of 13.24%, while PURZX has yielded a comparatively lower 4.14% 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%
PURZX
- 1D
- -1.06%
- 1M
- 1.33%
- 6M
- 10.82%
- YTD
- 14.54%
- 1Y
- 20.10%
- 3Y*
- 10.71%
- 5Y*
- 2.38%
- 10Y*
- 4.14%
- ALL TIME*
- 7.48%
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. PURZX - 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% |
PURZX PGIM Global Real Estate Fund | 14.54% | 9.22% | 3.64% | 11.24% | -26.73% | 27.91% | -4.39% | 20.60% | -5.32% | 10.36% |
Correlation
The correlation between GSITX and PURZX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.71 |
The correlation between GSITX and PURZX shifts across timeframes, from 0.57 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSITX vs. PURZX — Risk / Return Rank
GSITX
PURZX
GSITX vs. PURZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and PGIM Global Real Estate Fund (PURZX). 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 | PURZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 1.98 | +2.73 |
| Martin ratioReturn relative to average drawdown | 17.21 | 7.32 | +9.89 |
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Drawdowns
GSITX vs. PURZX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, smaller than the maximum PURZX drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for GSITX and PURZX.
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Drawdown Indicators
| GSITX | PURZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -69.49% | +13.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -10.16% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -18.57% | -6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -34.80% | +9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -41.05% | -6.12% |
Current DrawdownCurrent decline from peak | -1.24% | -1.57% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -11.92% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.74% | -0.24% |
Volatility
GSITX vs. PURZX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) and PGIM Global Real Estate Fund (PURZX) have volatilities of 3.51% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | PURZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.55% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 9.99% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 12.37% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 16.34% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 17.27% | +6.79% |
GSITX vs. PURZX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than PURZX's 0.93% expense ratio.
Dividends
GSITX vs. PURZX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 3.93%, more than PURZX's 2.62% 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% |
PURZX PGIM Global Real Estate Fund | 2.62% | 2.85% | 2.68% | 2.27% | 2.22% | 16.92% | 1.71% | 10.18% | 4.22% | 3.93% | 4.67% | 3.45% |
Frequently Asked Questions
GSITX and PURZX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PURZX has higher volatility (3.55%) compared to GSITX (3.51%). In terms of maximum drawdown, GSITX dropped -56.37% vs PURZX's -69.49%.
GSITX currently has the higher Sharpe Ratio (2.39 vs 1.64), 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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