GSMCX vs. FTSIX

Last updated Jun 4, 2026

GSMCX (Goldman Sachs Mid Cap Value Fund) and FTSIX (Fuller & Thaler Behavioral Small-Mid Core Equity Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, GSMCX returned 10.80%/yr vs 6.57%/yr for FTSIX. Their correlation of 0.93 suggests significant overlap in exposure. GSMCX charges 0.84%/yr vs 2.69%/yr for FTSIX.

Performance

GSMCX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Mid Cap Value Fund (GSMCX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with GSMCX having a 13.99% return and FTSIX slightly higher at 14.68%.

GSMCX

• 1D: 2.10%
• 1M: 4.61%
• YTD: 13.99%
• 6M: 14.16%
• 1Y: 25.16%
• 3Y*: 18.73%
• 5Y*: 10.80%
• 10Y*: 11.75%

FTSIX

• 1D: 0.81%
• 1M: 2.54%
• YTD: 14.68%
• 6M: 14.78%
• 1Y: 27.56%
• 3Y*: 15.31%
• 5Y*: 6.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSMCX vs. FTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GSMCX Goldman Sachs Mid Cap Value Fund	13.99%	9.77%	19.33%	11.95%	-10.25%	30.75%	8.78%	32.04%
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	14.68%	6.04%	11.86%	18.52%	-17.63%	25.29%	19.19%	26.72%

Correlation

The correlation between GSMCX and FTSIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 2, 2019	0.93

The correlation between GSMCX and FTSIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

GSMCX vs. FTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GSMCX

GSMCX Risk / Return Rank: 45
GSMCX Sharpe Ratio Rank: 40
GSMCX Sortino Ratio Rank: 40
GSMCX Omega Ratio Rank: 36
GSMCX Calmar Ratio Rank: 56
GSMCX Martin Ratio Rank: 53

FTSIX

FTSIX Risk / Return Rank: 55
FTSIX Sharpe Ratio Rank: 41
FTSIX Sortino Ratio Rank: 43
FTSIX Omega Ratio Rank: 38
FTSIX Calmar Ratio Rank: 88
FTSIX Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSMCX vs. FTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Value Fund (GSMCX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.

	GSMCX	FTSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.88	-0.03
Sortino ratio: Return per unit of downside risk	2.64	2.75	-0.10
Omega ratio: Gain probability vs. loss probability	1.32	1.33	-0.01
Calmar ratio: Return relative to maximum drawdown	2.87	4.34	-1.46
Martin ratio: Return relative to average drawdown	10.82	12.51	-1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GSMCX vs. FTSIX - Sharpe Ratio Comparison

The current GSMCX Sharpe Ratio is 1.84, which is comparable to the FTSIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GSMCX and FTSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GSMCX	FTSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	1.88	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.35	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.57	-0.01

Drawdowns

GSMCX vs. FTSIX - Drawdown Comparison

The maximum GSMCX drawdown since its inception was -54.35%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for GSMCX and FTSIX.

Drawdown Indicators

	GSMCX	FTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.35%	-42.12%	-12.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-6.80%	-2.37%
Max Drawdown (3Y) Largest decline over 3 years	-19.34%	-23.30%	+3.96%
Max Drawdown (5Y) Largest decline over 5 years	-20.03%	-27.57%	+7.54%
Max Drawdown (10Y) Largest decline over 10 years	-42.57%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.57%	-7.65%	+0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.35%	+0.08%

Volatility

GSMCX vs. FTSIX - Volatility Comparison

Goldman Sachs Mid Cap Value Fund (GSMCX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) have volatilities of 4.18% and 4.28%, 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.

Volatility by Period

	GSMCX	FTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	4.28%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	11.11%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	15.75%	-1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.94%	19.09%	-1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.51%	23.34%	-2.83%

GSMCX vs. FTSIX - Expense Ratio Comparison

GSMCX has a 0.84% expense ratio, which is lower than FTSIX's 2.69% expense ratio.

Dividends

GSMCX vs. FTSIX - Dividend Comparison

GSMCX's dividend yield for the trailing twelve months is around 12.85%, more than FTSIX's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund	0.56%	0.64%	0.84%	0.85%	0.95%	5.50%	0.35%	2.16%	0.00%	0.00%	0.00%	0.00%
GSMCX Goldman Sachs Mid Cap Value Fund	12.85%	14.65%	13.86%	4.92%	13.96%	17.06%	0.69%	3.42%	18.39%	15.77%	1.49%	13.85%

Frequently Asked Questions

Can I hold both GSMCX and FTSIX in my portfolio?

GSMCX and FTSIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GSMCX or FTSIX?

FTSIX has higher volatility (4.28%) compared to GSMCX (4.18%). In terms of maximum drawdown, GSMCX dropped -54.35% vs FTSIX's -42.12%.

Which has better risk-adjusted returns?

FTSIX currently has the higher Sharpe Ratio (1.88 vs 1.84), 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.