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GSMCX vs. GCGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSMCX vs. GCGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Mid Cap Value Fund (GSMCX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). The values are adjusted to include any dividend payments, if applicable.

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GSMCX vs. GCGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSMCX
Goldman Sachs Mid Cap Value Fund
-0.51%9.77%19.33%11.95%-10.25%30.75%8.78%32.04%-10.53%11.14%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
-14.32%15.51%53.44%37.56%-29.62%29.10%32.21%29.70%-4.58%29.75%

Returns By Period

In the year-to-date period, GSMCX achieves a -0.51% return, which is significantly higher than GCGIX's -14.32% return. Over the past 10 years, GSMCX has underperformed GCGIX with an annualized return of 10.74%, while GCGIX has yielded a comparatively higher 15.72% annualized return.


GSMCX

1D
-0.99%
1M
-8.53%
YTD
-0.51%
6M
0.87%
1Y
13.30%
3Y*
13.40%
5Y*
9.10%
10Y*
10.74%

GCGIX

1D
-0.41%
1M
-8.68%
YTD
-14.32%
6M
-13.58%
1Y
12.16%
3Y*
22.25%
5Y*
13.07%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSMCX vs. GCGIX - Expense Ratio Comparison

GSMCX has a 0.84% expense ratio, which is higher than GCGIX's 0.54% expense ratio.


Return for Risk

GSMCX vs. GCGIX — Risk / Return Rank

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

GSMCX
GSMCX Risk / Return Rank: 3333
Overall Rank
GSMCX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GSMCX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GSMCX Omega Ratio Rank: 3131
Omega Ratio Rank
GSMCX Calmar Ratio Rank: 3232
Calmar Ratio Rank
GSMCX Martin Ratio Rank: 3535
Martin Ratio Rank

GCGIX
GCGIX Risk / Return Rank: 2121
Overall Rank
GCGIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GCGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
GCGIX Omega Ratio Rank: 2424
Omega Ratio Rank
GCGIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GCGIX Martin Ratio Rank: 1717
Martin Ratio Rank
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. GCGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Value Fund (GSMCX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX). 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.


GSMCXGCGIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.54

+0.21

Sortino ratio

Return per unit of downside risk

1.15

0.94

+0.21

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.03

Calmar ratio

Return relative to maximum drawdown

0.89

0.49

+0.40

Martin ratio

Return relative to average drawdown

3.82

1.66

+2.16

GSMCX vs. GCGIX - Sharpe Ratio Comparison

The current GSMCX Sharpe Ratio is 0.75, which is higher than the GCGIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GSMCX and GCGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GSMCXGCGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.54

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.59

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.73

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.43

+0.11

Correlation

The correlation between GSMCX and GCGIX is 0.79, 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

GSMCX vs. GCGIX - Dividend Comparison

GSMCX's dividend yield for the trailing twelve months is around 14.72%, more than GCGIX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
GSMCX
Goldman Sachs Mid Cap Value Fund
14.72%14.65%13.86%4.92%13.96%17.06%0.69%3.42%18.39%15.77%1.49%13.85%
GCGIX
Goldman Sachs Large Cap Growth Insights Fund
8.75%7.50%23.16%7.08%19.27%42.43%9.71%4.02%10.10%4.76%0.76%0.87%

Drawdowns

GSMCX vs. GCGIX - Drawdown Comparison

The maximum GSMCX drawdown since its inception was -54.35%, smaller than the maximum GCGIX drawdown of -65.78%. Use the drawdown chart below to compare losses from any high point for GSMCX and GCGIX.


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Drawdown Indicators


GSMCXGCGIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.35%

-65.78%

+11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-17.25%

+4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.03%

-32.57%

+12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.57%

-32.94%

-9.63%

Current Drawdown

Current decline from peak

-9.17%

-17.25%

+8.08%

Average Drawdown

Average peak-to-trough decline

-7.61%

-20.92%

+13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

5.06%

-2.00%

Volatility

GSMCX vs. GCGIX - Volatility Comparison

Goldman Sachs Mid Cap Value Fund (GSMCX) and Goldman Sachs Large Cap Growth Insights Fund (GCGIX) have volatilities of 5.54% and 5.46%, 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


GSMCXGCGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.46%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

11.96%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

22.89%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

22.19%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

21.48%

-1.03%