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GSSC vs. CAFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSSC vs. CAFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG). The values are adjusted to include any dividend payments, if applicable.

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GSSC vs. CAFG - Yearly Performance Comparison


2026 (YTD)202520242023
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
-1.16%10.76%11.14%20.07%
CAFG
Pacer US Small Cap Cash Cows Growth Leaders ETF
7.31%0.17%6.95%20.44%

Returns By Period

In the year-to-date period, GSSC achieves a -1.16% return, which is significantly lower than CAFG's 7.31% return.


GSSC

1D
2.88%
1M
-5.14%
YTD
-1.16%
6M
0.13%
1Y
18.99%
3Y*
11.84%
5Y*
4.65%
10Y*

CAFG

1D
2.95%
1M
-2.69%
YTD
7.31%
6M
5.20%
1Y
13.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSSC vs. CAFG - Expense Ratio Comparison

GSSC has a 0.20% expense ratio, which is lower than CAFG's 0.59% expense ratio.


Return for Risk

GSSC vs. CAFG — Risk / Return Rank

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

GSSC
GSSC Risk / Return Rank: 5151
Overall Rank
GSSC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSSC Sortino Ratio Rank: 5050
Sortino Ratio Rank
GSSC Omega Ratio Rank: 4444
Omega Ratio Rank
GSSC Calmar Ratio Rank: 5858
Calmar Ratio Rank
GSSC Martin Ratio Rank: 5454
Martin Ratio Rank

CAFG
CAFG Risk / Return Rank: 4040
Overall Rank
CAFG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CAFG Sortino Ratio Rank: 3535
Sortino Ratio Rank
CAFG Omega Ratio Rank: 3232
Omega Ratio Rank
CAFG Calmar Ratio Rank: 4949
Calmar Ratio Rank
CAFG Martin Ratio Rank: 5050
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.

GSSC vs. CAFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG). 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.


GSSCCAFGDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.62

+0.24

Sortino ratio

Return per unit of downside risk

1.34

1.02

+0.33

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.46

1.27

+0.19

Martin ratio

Return relative to average drawdown

5.16

4.89

+0.28

GSSC vs. CAFG - Sharpe Ratio Comparison

The current GSSC Sharpe Ratio is 0.86, which is higher than the CAFG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GSSC and CAFG, 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


GSSCCAFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.62

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Correlation

The correlation between GSSC and CAFG is 0.91, 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

GSSC vs. CAFG - Dividend Comparison

GSSC's dividend yield for the trailing twelve months is around 1.23%, more than CAFG's 0.32% yield.


TTM202520242023202220212020201920182017
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
1.23%1.17%1.42%1.33%1.31%1.00%0.94%1.24%1.21%0.73%
CAFG
Pacer US Small Cap Cash Cows Growth Leaders ETF
0.32%0.35%0.36%0.39%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSSC vs. CAFG - Drawdown Comparison

The maximum GSSC drawdown since its inception was -41.38%, which is greater than CAFG's maximum drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for GSSC and CAFG.


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Drawdown Indicators


GSSCCAFGDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-23.66%

-17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-13.08%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-27.81%

Current Drawdown

Current decline from peak

-7.99%

-3.74%

-4.25%

Average Drawdown

Average peak-to-trough decline

-9.17%

-5.81%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.40%

+0.34%

Volatility

GSSC vs. CAFG - Volatility Comparison

The current volatility for Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) is 7.03%, while Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) has a volatility of 7.41%. This indicates that GSSC experiences smaller price fluctuations and is considered to be less risky than CAFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSSCCAFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

7.41%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

13.24%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

21.41%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

19.76%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

19.76%

+3.35%