GSITX vs. SWPPX
Compare and contrast key facts about Goldman Sachs Small Cap Value Insights Fund (GSITX) and Schwab S&P 500 Index Fund (SWPPX).
GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
GSITX vs. SWPPX - Performance Comparison
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GSITX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, GSITX achieves a 2.77% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, GSITX has underperformed SWPPX with an annualized return of 11.96%, while SWPPX has yielded a comparatively higher 13.71% 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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GSITX vs. SWPPX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
GSITX vs. SWPPX — Risk / Return Rank
GSITX
SWPPX
GSITX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.84 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.30 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.06 | +0.59 |
Martin ratioReturn relative to average drawdown | 6.48 | 5.14 | +1.34 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.84 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.68 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.76 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.48 | -0.12 |
Correlation
The correlation between GSITX and SWPPX is 0.82, 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. SWPPX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 4.71%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
GSITX vs. SWPPX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for GSITX and SWPPX.
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Drawdown Indicators
| GSITX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -55.06% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -12.10% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -24.51% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -33.80% | -13.37% |
Current DrawdownCurrent decline from peak | -8.36% | -8.89% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -8.92% | -10.00% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 2.49% | +1.20% |
Volatility
GSITX vs. SWPPX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) has a higher volatility of 5.88% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that GSITX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSITX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 4.29% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 9.11% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 18.14% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 16.89% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.09% | 18.19% | +5.90% |