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GSSC vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSSC vs. SPMD - 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with GSSC having a 13.55% return and SPMD slightly higher at 14.16%.


GSSC

1D
-1.21%
1M
3.24%
YTD
13.55%
6M
13.10%
1Y
30.39%
3Y*
16.72%
5Y*
7.20%
10Y*

SPMD

1D
-0.08%
1M
3.86%
YTD
14.16%
6M
14.41%
1Y
25.49%
3Y*
16.15%
5Y*
8.20%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSSC vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
13.55%10.76%11.14%17.27%-16.81%24.13%16.02%23.14%-9.24%8.77%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.16%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%9.55%

Correlation

The correlation between GSSC and SPMD is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.94

The correlation between GSSC and SPMD has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

GSSC vs. SPMD — Risk / Return Rank

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

GSSC
GSSC Risk / Return Rank: 5151
Overall Rank
GSSC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GSSC Sortino Ratio Rank: 4848
Sortino Ratio Rank
GSSC Omega Ratio Rank: 4444
Omega Ratio Rank
GSSC Calmar Ratio Rank: 5959
Calmar Ratio Rank
GSSC Martin Ratio Rank: 5656
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5151
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GSSC vs. SPMD - 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


GSSCSPMDDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.89

2.89

0.00

Martin ratioReturn relative to average drawdown

9.64

10.61

-0.97

GSSC vs. SPMD - Sharpe Ratio Comparison

The current GSSC Sharpe Ratio is 1.65, which is comparable to the SPMD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of GSSC and SPMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GSSCSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.65

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.42

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.45

-0.01

Drawdowns

GSSC vs. SPMD - Drawdown Comparison

The maximum GSSC drawdown since its inception was -41.38%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for GSSC and SPMD.


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Drawdown Indicators


GSSCSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-57.62%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-8.86%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

-24.08%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-27.81%

-24.08%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

Current Drawdown

Current decline from peak

-1.21%

-0.08%

-1.13%

Average Drawdown

Average peak-to-trough decline

-9.02%

-8.12%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.41%

+0.75%

Volatility

GSSC vs. SPMD - Volatility Comparison

Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has a higher volatility of 5.31% compared to SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) at 4.38%. This indicates that GSSC's price experiences larger fluctuations and is considered to be riskier than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSSCSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.38%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

11.37%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

15.57%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

19.70%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

21.18%

+1.84%

GSSC vs. SPMD - Expense Ratio Comparison

GSSC has a 0.20% expense ratio, which is higher than SPMD's 0.05% 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%.


Dividends

GSSC vs. SPMD - Dividend Comparison

GSSC's dividend yield for the trailing twelve months is around 1.07%, less than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
GSSC
Goldman Sachs ActiveBeta US Small Cap Equity ETF
1.07%1.17%1.42%1.33%1.31%1.00%0.94%1.24%1.21%0.73%0.00%0.00%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.23%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


With a correlation of 0.92, GSSC and SPMD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GSSC has higher volatility (5.31%) compared to SPMD (4.38%). In terms of maximum drawdown, GSSC dropped -41.38% vs SPMD's -57.62%.

On 5-year performance, SPMD leads with 8.20% vs 7.20% for GSSC. On fees, SPMD is cheaper at 0.05% per year. On volatility, SPMD has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPMD has performed better with a 8.20% return vs 7.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMD is cheaper with a 0.05% expense ratio, compared with 0.20% for GSSC.

SPMD has the higher dividend yield at 1.23%, compared with 1.07% for GSSC.

GSSC is categorized as Small Cap Growth Equities, while SPMD is Mid Cap Blend Equities. GSSC tracks Goldman Sachs ActiveBeta U.S. Small Cap Equity Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: Goldman Sachs and State Street. Their fees differ too: 0.20% for GSSC and 0.05% for SPMD.

SPMD currently has the higher Sharpe Ratio (1.65 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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