GSITX vs. TASVX
GSITX (Goldman Sachs Small Cap Value Insights Fund) and TASVX (PGIM Quant Solutions Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, GSITX returned 13.24%/yr vs 11.26%/yr for TASVX. Their 0.96 correlation means they have historically moved very closely together. GSITX charges 0.84%/yr vs 0.79%/yr for TASVX.
Performance
GSITX vs. TASVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GSITX having a 23.19% return and TASVX slightly higher at 23.39%. Over the past 10 years, GSITX has outperformed TASVX with an annualized return of 13.24%, while TASVX has yielded a comparatively lower 11.26% 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%
TASVX
- 1D
- -0.13%
- 1M
- 1.69%
- 6M
- 14.64%
- YTD
- 23.39%
- 1Y
- 46.47%
- 3Y*
- 21.37%
- 5Y*
- 13.48%
- 10Y*
- 11.26%
- ALL TIME*
- 11.05%
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. TASVX - 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% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 23.39% | 13.71% | 18.76% | 16.92% | -11.44% | 41.68% | -3.08% | 15.56% | -19.00% | 6.21% |
Correlation
The correlation between GSITX and TASVX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.96 |
The correlation between GSITX and TASVX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
GSITX vs. TASVX — Risk / Return Rank
GSITX
TASVX
GSITX vs. TASVX - 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 Quant Solutions Small-Cap Value Fund (TASVX). 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 | TASVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 4.97 | -0.26 |
| Martin ratioReturn relative to average drawdown | 17.21 | 17.56 | -0.35 |
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Drawdowns
GSITX vs. TASVX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, smaller than the maximum TASVX drawdown of -59.79%. Use the drawdown chart below to compare losses from any high point for GSITX and TASVX.
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Drawdown Indicators
| GSITX | TASVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -59.79% | +3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -8.75% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -23.91% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -24.62% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -59.79% | +12.62% |
Current DrawdownCurrent decline from peak | -1.24% | -0.97% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -8.46% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.48% | +0.02% |
Volatility
GSITX vs. TASVX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) and PGIM Quant Solutions Small-Cap Value Fund (TASVX) have volatilities of 3.51% and 3.50%, 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 | TASVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.50% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 11.47% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.79% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.46% | 22.37% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.06% | 26.35% | -2.29% |
GSITX vs. TASVX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is higher than TASVX's 0.79% expense ratio.
Dividends
GSITX vs. TASVX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 3.93%, more than TASVX's 1.05% 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% |
TASVX PGIM Quant Solutions Small-Cap Value Fund | 1.05% | 1.29% | 26.54% | 3.43% | 22.08% | 1.46% | 1.38% | 2.81% | 10.87% | 13.42% | 1.83% | 45.04% |
Frequently Asked Questions
With a correlation of 0.96, GSITX and TASVX 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.
GSITX has higher volatility (3.51%) compared to TASVX (3.50%). In terms of maximum drawdown, GSITX dropped -56.37% vs TASVX's -59.79%.
TASVX currently has the higher Sharpe Ratio (2.60 vs 2.39), 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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