GSMCX vs. THPMX
GSMCX (Goldman Sachs Mid Cap Value Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, GSMCX returned 11.80%/yr vs 11.04%/yr for THPMX. Their correlation of 0.93 means they have usually moved in the same direction. GSMCX charges 0.84%/yr vs 1.15%/yr for THPMX.
Performance
GSMCX vs. THPMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GSMCX having a 17.33% return and THPMX slightly lower at 16.70%. Over the past 10 years, GSMCX has outperformed THPMX with an annualized return of 11.80%, while THPMX has yielded a comparatively lower 11.04% annualized return.
GSMCX
- 1D
- 0.46%
- 1M
- 1.11%
- 6M
- 12.94%
- YTD
- 17.33%
- 1Y
- 24.34%
- 3Y*
- 16.22%
- 5Y*
- 11.31%
- 10Y*
- 11.80%
- ALL TIME*
- 10.80%
THPMX
- 1D
- -0.41%
- 1M
- 0.35%
- 6M
- 13.92%
- YTD
- 16.70%
- 1Y
- 34.90%
- 3Y*
- 15.14%
- 5Y*
- 9.32%
- 10Y*
- 11.04%
- ALL TIME*
- 13.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
GSMCX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSMCX Goldman Sachs Mid Cap Value Fund | 17.33% | 9.77% | 19.33% | 11.95% | -10.25% | 30.75% | 8.78% | 32.04% | -10.53% | 11.14% |
THPMX Thompson MidCap Fund | 16.70% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between GSMCX and THPMX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.93 |
The correlation between GSMCX and THPMX shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSMCX vs. THPMX — Risk / Return Rank
GSMCX
THPMX
GSMCX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Value Fund (GSMCX) and Thompson MidCap Fund (THPMX). 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.
| GSMCX | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.20 | -0.78 |
| Martin ratioReturn relative to average drawdown | 9.15 | 11.78 | -2.63 |
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Drawdowns
GSMCX vs. THPMX - Drawdown Comparison
The maximum GSMCX drawdown since its inception was -54.35%, which is greater than THPMX's maximum drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for GSMCX and THPMX.
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Drawdown Indicators
| GSMCX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.35% | -47.55% | -6.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -9.90% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -21.52% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.03% | -25.29% | +5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -47.55% | +4.98% |
Current DrawdownCurrent decline from peak | -1.15% | -1.43% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -6.71% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.69% | -0.24% |
Volatility
GSMCX vs. THPMX - Volatility Comparison
The current volatility for Goldman Sachs Mid Cap Value Fund (GSMCX) is 2.97%, while Thompson MidCap Fund (THPMX) has a volatility of 3.92%. This indicates that GSMCX experiences smaller price fluctuations and is considered to be less risky than THPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSMCX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 3.92% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 11.35% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 15.38% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 20.47% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 22.65% | -2.17% |
GSMCX vs. THPMX - Expense Ratio Comparison
GSMCX has a 0.84% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
GSMCX vs. THPMX - Dividend Comparison
GSMCX's dividend yield for the trailing twelve months is around 12.48%, more than THPMX's 8.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSMCX Goldman Sachs Mid Cap Value Fund | 12.48% | 14.65% | 13.86% | 4.92% | 13.96% | 17.06% | 0.69% | 3.42% | 18.39% | 15.77% | 1.49% | 13.85% |
THPMX Thompson MidCap Fund | 8.13% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
Frequently Asked Questions
GSMCX and THPMX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THPMX has higher volatility (3.92%) compared to GSMCX (2.97%). In terms of maximum drawdown, GSMCX dropped -54.35% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.06 vs 1.51), 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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