GSSC vs. SCHA
Compare and contrast key facts about Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Schwab U.S. Small-Cap ETF (SCHA).
GSSC and SCHA 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. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009. Both GSSC and SCHA 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 SCHA.
Performance
GSSC vs. SCHA - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with GSSC having a 20.00% return and SCHA slightly lower at 19.43%.
GSSC
20.00%
9.70%
17.41%
34.44%
11.85%
N/A
SCHA
19.43%
8.87%
17.03%
34.96%
11.02%
9.64%
Key characteristics
| GSSC | SCHA | |
|---|---|---|
| Sharpe Ratio | 1.67 | 1.80 |
| Sortino Ratio | 2.44 | 2.54 |
| Omega Ratio | 1.30 | 1.31 |
| Calmar Ratio | 1.96 | 1.67 |
| Martin Ratio | 9.30 | 10.21 |
| Ulcer Index | 3.70% | 3.42% |
| Daily Std Dev | 20.67% | 19.45% |
| Max Drawdown | -41.38% | -42.41% |
| Current Drawdown | -1.11% | -0.64% |
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. SCHA - Expense Ratio Comparison
GSSC has a 0.20% expense ratio, which is higher than SCHA's 0.04% 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 SCHA 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. SCHA - 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 U.S. Small-Cap ETF (SCHA). 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. SCHA - Dividend Comparison
GSSC's dividend yield for the trailing twelve months is around 1.14%, less than SCHA'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% |
SCHA Schwab U.S. Small-Cap ETF | 1.21% | 1.74% | 1.74% | 2.17% | 1.65% | 1.39% | 2.91% | 2.01% | 2.62% | 1.93% | 1.83% | 2.28% |
Drawdowns
GSSC vs. SCHA - Drawdown Comparison
The maximum GSSC drawdown since its inception was -41.38%, roughly equal to the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for GSSC and SCHA. For additional features, visit the drawdowns tool.
Volatility
GSSC vs. SCHA - Volatility Comparison
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has a higher volatility of 7.93% compared to Schwab U.S. Small-Cap ETF (SCHA) at 6.92%. This indicates that GSSC's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.