GSITX vs. VRTVX
GSITX (Goldman Sachs Small Cap Value Insights Fund) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, GSITX returned 13.24%/yr vs 10.48%/yr for VRTVX. With a 0.99 correlation, they move nearly in lockstep. GSITX charges 0.84%/yr vs 0.08%/yr for VRTVX.
Performance
GSITX vs. VRTVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GSITX having a 19.26% return and VRTVX slightly lower at 18.94%. Over the past 10 years, GSITX has outperformed VRTVX with an annualized return of 13.24%, while VRTVX has yielded a comparatively lower 10.48% 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%
VRTVX
- 1D
- 0.95%
- 1M
- 4.04%
- YTD
- 18.94%
- 6M
- 18.07%
- 1Y
- 43.21%
- 3Y*
- 18.32%
- 5Y*
- 6.89%
- 10Y*
- 10.48%
GSITX vs. VRTVX - 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 18.94% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Correlation
The correlation between GSITX and VRTVX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010 | 0.99 |
The correlation between GSITX and VRTVX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
GSITX vs. VRTVX — Risk / Return Rank
GSITX
VRTVX
GSITX vs. VRTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund (GSITX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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 | VRTVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.20 | 5.34 | -0.14 |
| Martin ratioReturn relative to average drawdown | 18.26 | 18.14 | +0.13 |
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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.54 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.32 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.44 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Drawdowns
GSITX vs. VRTVX - Drawdown Comparison
The maximum GSITX drawdown since its inception was -56.37%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for GSITX and VRTVX.
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Drawdown Indicators
| GSITX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.37% | -45.98% | -10.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -8.54% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -26.85% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.88% | -26.85% | +1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -45.98% | -1.19% |
Current DrawdownCurrent decline from peak | -0.00% | -0.25% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -7.78% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.51% | +0.09% |
Volatility
GSITX vs. VRTVX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund (GSITX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 5.01% and 4.90%, 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 | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.90% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 11.98% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 17.95% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 21.67% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.12% | 23.71% | +0.41% |
GSITX vs. VRTVX - Expense Ratio Comparison
GSITX has a 0.84% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Dividends
GSITX vs. VRTVX - Dividend Comparison
GSITX's dividend yield for the trailing twelve months is around 4.06%, more than VRTVX's 1.58% 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.58% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Frequently Asked Questions
With a correlation of 0.99, GSITX and VRTVX 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 (5.01%) compared to VRTVX (4.90%). In terms of maximum drawdown, GSITX dropped -56.37% vs VRTVX's -45.98%.
GSITX currently has the higher Sharpe Ratio (2.60 vs 2.54), 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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