GSSMX vs. CAMSX
Compare and contrast key facts about Goldman Sachs Small Cap Value Fund (GSSMX) and Cambiar Small Cap Fund (CAMSX).
GSSMX is managed by Goldman Sachs. It was launched on Oct 22, 1992. CAMSX is managed by Cambiar Funds. It was launched on Aug 31, 2004.
Performance
GSSMX vs. CAMSX - Performance Comparison
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GSSMX vs. CAMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSSMX Goldman Sachs Small Cap Value Fund | 1.23% | 10.65% | 36.03% | 11.18% | -15.00% | 26.15% | 1.65% | 22.75% | -14.37% | 11.85% |
CAMSX Cambiar Small Cap Fund | 1.25% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 4.01% |
Returns By Period
The year-to-date returns for both investments are quite close, with GSSMX having a 1.23% return and CAMSX slightly higher at 1.25%. Over the past 10 years, GSSMX has outperformed CAMSX with an annualized return of 10.38%, while CAMSX has yielded a comparatively lower 7.77% annualized return.
GSSMX
- 1D
- -0.64%
- 1M
- -7.60%
- YTD
- 1.23%
- 6M
- 4.12%
- 1Y
- 18.85%
- 3Y*
- 19.21%
- 5Y*
- 9.24%
- 10Y*
- 10.38%
CAMSX
- 1D
- -0.86%
- 1M
- -6.95%
- YTD
- 1.25%
- 6M
- 2.33%
- 1Y
- 16.66%
- 3Y*
- 7.00%
- 5Y*
- 4.34%
- 10Y*
- 7.77%
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GSSMX vs. CAMSX - Expense Ratio Comparison
GSSMX has a 1.28% expense ratio, which is higher than CAMSX's 1.10% expense ratio.
Return for Risk
GSSMX vs. CAMSX — Risk / Return Rank
GSSMX
CAMSX
GSSMX vs. CAMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Fund (GSSMX) and Cambiar Small Cap Fund (CAMSX). 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.
| GSSMX | CAMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.82 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.27 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.24 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.20 | 4.03 | +0.17 |
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
| GSSMX | CAMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.82 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.23 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.38 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.02 |
Correlation
The correlation between GSSMX and CAMSX is 0.93, 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
GSSMX vs. CAMSX - Dividend Comparison
GSSMX's dividend yield for the trailing twelve months is around 22.20%, more than CAMSX's 10.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSSMX Goldman Sachs Small Cap Value Fund | 22.20% | 22.47% | 47.63% | 4.49% | 20.33% | 22.93% | 0.19% | 4.63% | 13.73% | 11.34% | 3.52% | 5.49% |
CAMSX Cambiar Small Cap Fund | 10.47% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
Drawdowns
GSSMX vs. CAMSX - Drawdown Comparison
The maximum GSSMX drawdown since its inception was -54.94%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for GSSMX and CAMSX.
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Drawdown Indicators
| GSSMX | CAMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.94% | -58.43% | +3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -11.67% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -22.14% | -14.14% |
Max Drawdown (10Y)Largest decline over 10 years | -46.16% | -41.99% | -4.17% |
Current DrawdownCurrent decline from peak | -13.18% | -10.44% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -8.90% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.60% | +0.26% |
Volatility
GSSMX vs. CAMSX - Volatility Comparison
Goldman Sachs Small Cap Value Fund (GSSMX) and Cambiar Small Cap Fund (CAMSX) have volatilities of 5.93% and 5.87%, 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.
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Volatility by Period
| GSSMX | CAMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.87% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 12.42% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 20.10% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.71% | 18.66% | +14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.80% | 20.73% | +8.07% |