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GSSC vs. FNDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSSC and FNDA is 1.00, 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.


Performance

GSSC vs. FNDA - 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 Schwab Fundamental US Small Co. Index ETF (FNDA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GSSC:

19.50%

FNDA:

16.60%

Max Drawdown

GSSC:

-0.86%

FNDA:

-0.82%

Current Drawdown

GSSC:

-0.11%

FNDA:

-0.04%

Returns By Period


GSSC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GSSC vs. FNDA - Expense Ratio Comparison

GSSC has a 0.20% expense ratio, which is lower than FNDA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

GSSC vs. FNDA — Risk-Adjusted Performance Rank

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

GSSC
The Risk-Adjusted Performance Rank of GSSC is 2222
Overall Rank
The Sharpe Ratio Rank of GSSC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GSSC is 2323
Sortino Ratio Rank
The Omega Ratio Rank of GSSC is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GSSC is 2323
Calmar Ratio Rank
The Martin Ratio Rank of GSSC is 2222
Martin Ratio Rank

FNDA
The Risk-Adjusted Performance Rank of FNDA is 1616
Overall Rank
The Sharpe Ratio Rank of FNDA is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDA is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FNDA is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FNDA is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FNDA is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSSC vs. FNDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Schwab Fundamental US Small Co. Index ETF (FNDA). 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.



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Dividends

GSSC vs. FNDA - Dividend Comparison

GSSC's dividend yield for the trailing twelve months is around 1.50%, less than FNDA's 1.58% yield.


TTM20242023202220212020201920182017201620152014
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
1.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNDA
Schwab Fundamental US Small Co. Index ETF
1.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GSSC vs. FNDA - Drawdown Comparison

The maximum GSSC drawdown since its inception was -0.86%, roughly equal to the maximum FNDA drawdown of -0.82%. Use the drawdown chart below to compare losses from any high point for GSSC and FNDA. For additional features, visit the drawdowns tool.


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Volatility

GSSC vs. FNDA - Volatility Comparison


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