GSSC vs. FSSNX
Compare and contrast key facts about Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Fidelity Small Cap Index Fund (FSSNX).
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. FSSNX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
GSSC vs. FSSNX - Performance Comparison
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GSSC vs. FSSNX - 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% |
FSSNX Fidelity Small Cap Index Fund | -2.46% | 12.94% | 11.71% | 17.11% | -20.28% | 14.70% | 19.99% | 25.70% | -11.24% | 9.28% |
Returns By Period
In the year-to-date period, GSSC achieves a -1.16% return, which is significantly higher than FSSNX's -2.46% return.
GSSC
- 1D
- 2.88%
- 1M
- -5.14%
- YTD
- -1.16%
- 6M
- 0.13%
- 1Y
- 18.99%
- 3Y*
- 11.84%
- 5Y*
- 4.65%
- 10Y*
- —
FSSNX
- 1D
- -1.44%
- 1M
- -8.16%
- YTD
- -2.46%
- 6M
- -0.28%
- 1Y
- 21.68%
- 3Y*
- 11.92%
- 5Y*
- 3.17%
- 10Y*
- 9.53%
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GSSC vs. FSSNX - Expense Ratio Comparison
GSSC has a 0.20% expense ratio, which is higher than FSSNX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
GSSC vs. FSSNX — Risk / Return Rank
GSSC
FSSNX
GSSC vs. FSSNX - 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 Fidelity Small Cap Index Fund (FSSNX). 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 | FSSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.92 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.41 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.34 | +0.12 |
Martin ratioReturn relative to average drawdown | 5.16 | 5.05 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSSC | FSSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.92 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.14 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Correlation
The correlation between GSSC and FSSNX is 0.96, 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. FSSNX - Dividend Comparison
GSSC's dividend yield for the trailing twelve months is around 1.23%, more than FSSNX's 1.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FSSNX Fidelity Small Cap Index Fund | 1.11% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
Drawdowns
GSSC vs. FSSNX - Drawdown Comparison
The maximum GSSC drawdown since its inception was -41.38%, roughly equal to the maximum FSSNX drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for GSSC and FSSNX.
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Drawdown Indicators
| GSSC | FSSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.38% | -41.72% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -13.89% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -27.81% | -31.87% | +4.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.72% | — |
Current DrawdownCurrent decline from peak | -7.99% | -11.00% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -8.37% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 3.68% | +0.06% |
Volatility
GSSC vs. FSSNX - Volatility Comparison
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has a higher volatility of 7.03% compared to Fidelity Small Cap Index Fund (FSSNX) at 6.60%. This indicates that GSSC's price experiences larger fluctuations and is considered to be riskier than FSSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSSC | FSSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 6.60% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 14.12% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 23.11% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 22.56% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.11% | 23.38% | -0.27% |