GSSC vs. VTI
Compare and contrast key facts about Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) and Vanguard Total Stock Market ETF (VTI).
GSSC and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both GSSC and VTI 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 VTI.
Key characteristics
| GSSC | VTI | |
|---|---|---|
| YTD Return | -0.30% | 4.91% |
| 1Y Return | 19.67% | 23.63% |
| 3Y Return (Ann) | 0.53% | 6.13% |
| 5Y Return (Ann) | 7.86% | 12.30% |
| Sharpe Ratio | 1.06 | 1.83 |
| Daily Std Dev | 18.54% | 12.05% |
| Max Drawdown | -41.38% | -55.45% |
| Current Drawdown | -7.64% | -4.58% |
Correlation
The correlation between GSSC and VTI is 0.83, 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. VTI - Performance Comparison
In the year-to-date period, GSSC achieves a -0.30% return, which is significantly lower than VTI's 4.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GSSC vs. VTI - Expense Ratio Comparison
GSSC has a 0.20% expense ratio, which is higher than VTI'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%.
Risk-Adjusted Performance
GSSC vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
GSSC's dividend yield for the trailing twelve months is around 1.37%, less than VTI's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | 1.37% | 1.33% | 1.31% | 1.00% | 0.94% | 1.24% | 1.21% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.43% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
GSSC vs. VTI - Drawdown Comparison
The maximum GSSC drawdown since its inception was -41.38%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GSSC and VTI. For additional features, visit the drawdowns tool.
Volatility
GSSC vs. VTI - Volatility Comparison
Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) has a higher volatility of 5.25% compared to Vanguard Total Stock Market ETF (VTI) at 3.92%. This indicates that GSSC's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.