GSSC vs. IJR
Compare and contrast key facts about Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and iShares Core S&P Small-Cap ETF (IJR).
GSSC and IJR 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. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both GSSC and IJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSSC or IJR.
Performance
GSSC vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, GSSC achieves a 20.00% return, which is significantly higher than IJR's 16.80% return.
GSSC
20.00%
9.70%
17.41%
34.44%
11.85%
N/A
IJR
16.80%
9.06%
15.84%
32.18%
11.02%
9.90%
Key characteristics
| GSSC | IJR | |
|---|---|---|
| Sharpe Ratio | 1.67 | 1.61 |
| Sortino Ratio | 2.44 | 2.37 |
| Omega Ratio | 1.30 | 1.28 |
| Calmar Ratio | 1.96 | 1.80 |
| Martin Ratio | 9.30 | 9.00 |
| Ulcer Index | 3.70% | 3.58% |
| Daily Std Dev | 20.67% | 20.00% |
| Max Drawdown | -41.38% | -58.15% |
| Current Drawdown | -1.11% | -0.96% |
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GSSC vs. IJR - Expense Ratio Comparison
GSSC has a 0.20% expense ratio, which is higher than IJR's 0.07% 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%.
Correlation
The correlation between GSSC and IJR 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.
Risk-Adjusted Performance
GSSC vs. IJR - 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 iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
GSSC vs. IJR - Dividend Comparison
GSSC's dividend yield for the trailing twelve months is around 1.14%, less than IJR's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | 1.14% | 1.33% | 1.31% | 1.01% | 0.78% | 1.24% | 1.21% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.21% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
GSSC vs. IJR - Drawdown Comparison
The maximum GSSC drawdown since its inception was -41.38%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for GSSC and IJR. For additional features, visit the drawdowns tool.
Volatility
GSSC vs. IJR - Volatility Comparison
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 7.93% and 7.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.