GSITX vs. RYSEX
Compare and contrast key facts about Goldman Sachs Small Cap Value Insights Fund (GSITX) and Royce Special Equity Fund (RYSEX).
GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007. RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998.
Performance
GSITX vs. RYSEX - Performance Comparison
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GSITX vs. RYSEX - 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% |
RYSEX Royce Special Equity Fund | 3.35% | 3.66% | 2.93% | 12.96% | -6.60% | 22.24% | 7.43% | 12.73% | -9.96% | 7.13% |
Returns By Period
In the year-to-date period, GSITX achieves a 2.77% return, which is significantly lower than RYSEX's 3.35% return. Over the past 10 years, GSITX has outperformed RYSEX with an annualized return of 11.96%, while RYSEX has yielded a comparatively lower 7.57% 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%
RYSEX
- 1D
- 0.35%
- 1M
- -3.72%
- YTD
- 3.35%
- 6M
- 5.06%
- 1Y
- 17.66%
- 3Y*
- 6.41%
- 5Y*
- 4.67%
- 10Y*
- 7.57%
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GSITX vs. RYSEX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is lower than RYSEX's 1.20% expense ratio.
Return for Risk
GSITX vs. RYSEX — Risk / Return Rank
GSITX
RYSEX
GSITX vs. RYSEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and Royce Special Equity Fund (RYSEX). 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 | RYSEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.96 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.51 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.41 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.48 | 4.67 | +1.81 |
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 | RYSEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.96 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.29 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.44 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Correlation
The correlation between GSITX and RYSEX is 0.92, 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. RYSEX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 4.71%, less than RYSEX's 11.96% 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% |
RYSEX Royce Special Equity Fund | 11.96% | 12.36% | 16.35% | 5.32% | 12.34% | 16.53% | 3.70% | 11.56% | 13.11% | 8.24% | 7.72% | 11.68% |
Drawdowns
GSITX vs. RYSEX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, which is greater than RYSEX's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for GSITX and RYSEX.
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Drawdown Indicators
| GSITX | RYSEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -43.25% | -13.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -10.97% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -23.03% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -32.13% | -15.04% |
Current DrawdownCurrent decline from peak | -8.36% | -6.33% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -6.39% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.30% | +0.39% |
Volatility
GSITX vs. RYSEX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) has a higher volatility of 5.88% compared to Royce Special Equity Fund (RYSEX) at 3.43%. This indicates that GSITX's price experiences larger fluctuations and is considered to be riskier than RYSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | RYSEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 3.43% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 9.64% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 18.16% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 16.43% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 17.40% | +6.69% |