GSSC vs. FLQS
Compare and contrast key facts about Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS).
GSSC and FLQS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSSC is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta U.S. Small Cap Equity Index. It was launched on Jun 28, 2017. FLQS is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Small Cap Equity Index. It was launched on Apr 26, 2017. Both GSSC and FLQS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GSSC vs. FLQS - Performance Comparison
Loading graphics...
GSSC vs. FLQS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | -1.16% | 10.76% | 11.14% | 17.27% | -16.81% | 24.13% | 16.02% | 23.14% | -9.24% | 8.77% |
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF | -0.70% | 5.04% | 8.34% | 21.28% | -16.88% | 26.58% | 10.51% | 18.34% | -5.86% | 8.48% |
Returns By Period
In the year-to-date period, GSSC achieves a -1.16% return, which is significantly lower than FLQS's -0.70% return.
GSSC
- 1D
- 2.88%
- 1M
- -5.14%
- YTD
- -1.16%
- 6M
- 0.13%
- 1Y
- 18.99%
- 3Y*
- 11.84%
- 5Y*
- 4.65%
- 10Y*
- —
FLQS
- 1D
- 1.70%
- 1M
- -5.45%
- YTD
- -0.70%
- 6M
- -2.00%
- 1Y
- 9.91%
- 3Y*
- 9.43%
- 5Y*
- 4.39%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSSC vs. FLQS - Expense Ratio Comparison
GSSC has a 0.20% expense ratio, which is lower than FLQS's 0.35% expense ratio.
Return for Risk
GSSC vs. FLQS — Risk / Return Rank
GSSC
FLQS
GSSC vs. FLQS - 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 Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS). 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.
| GSSC | FLQS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.52 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.34 | 0.88 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.87 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.16 | 3.00 | +2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSSC | FLQS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.52 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.23 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.35 | +0.03 |
Correlation
The correlation between GSSC and FLQS is 0.90, 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. FLQS - Dividend Comparison
GSSC's dividend yield for the trailing twelve months is around 1.23%, less than FLQS's 1.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLQS Franklin LibertyQ U.S. Small Cap Equity ETF | 1.45% | 1.16% | 1.29% | 1.75% | 1.40% | 0.95% | 1.20% | 1.41% | 1.27% | 1.02% |
Drawdowns
GSSC vs. FLQS - Drawdown Comparison
The maximum GSSC drawdown since its inception was -41.38%, roughly equal to the maximum FLQS drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for GSSC and FLQS.
Loading graphics...
Drawdown Indicators
| GSSC | FLQS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.38% | -42.16% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -12.41% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -27.81% | -28.05% | +0.24% |
Current DrawdownCurrent decline from peak | -7.99% | -6.55% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -8.14% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 3.59% | +0.15% |
Volatility
GSSC vs. FLQS - Volatility Comparison
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has a higher volatility of 7.03% compared to Franklin LibertyQ U.S. Small Cap Equity ETF (FLQS) at 5.22%. This indicates that GSSC's price experiences larger fluctuations and is considered to be riskier than FLQS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GSSC | FLQS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 5.22% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 10.90% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 19.33% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 19.35% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.11% | 21.81% | +1.30% |