GSSMX vs. GSSRX
Compare and contrast key facts about Goldman Sachs Small Cap Value Fund (GSSMX) and Goldman Sachs Short Duration Bond Fund (GSSRX).
GSSMX is managed by Goldman Sachs. It was launched on Oct 22, 1992. GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012.
Performance
GSSMX vs. GSSRX - Performance Comparison
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GSSMX vs. GSSRX - 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% |
GSSRX Goldman Sachs Short Duration Bond Fund | -0.81% | 6.57% | 4.53% | 5.28% | -6.06% | -0.86% | 5.85% | 6.79% | -0.02% | 1.61% |
Returns By Period
In the year-to-date period, GSSMX achieves a 1.23% return, which is significantly higher than GSSRX's -0.81% return. Over the past 10 years, GSSMX has outperformed GSSRX with an annualized return of 10.38%, while GSSRX has yielded a comparatively lower 2.34% 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%
GSSRX
- 1D
- 0.10%
- 1M
- -1.22%
- YTD
- -0.81%
- 6M
- 0.56%
- 1Y
- 3.89%
- 3Y*
- 4.51%
- 5Y*
- 1.88%
- 10Y*
- 2.34%
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GSSMX vs. GSSRX - Expense Ratio Comparison
GSSMX has a 1.28% expense ratio, which is higher than GSSRX's 0.48% expense ratio.
Return for Risk
GSSMX vs. GSSRX — Risk / Return Rank
GSSMX
GSSRX
GSSMX vs. GSSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Fund (GSSMX) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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 | GSSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 2.00 | -1.12 |
Sortino ratioReturn per unit of downside risk | 1.35 | 3.42 | -2.07 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.46 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.69 | -1.56 |
Martin ratioReturn relative to average drawdown | 4.20 | 11.87 | -7.67 |
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 | GSSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 2.00 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.80 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.98 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.94 | -0.53 |
Correlation
The correlation between GSSMX and GSSRX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GSSMX vs. GSSRX - Dividend Comparison
GSSMX's dividend yield for the trailing twelve months is around 22.20%, more than GSSRX's 3.95% 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% |
GSSRX Goldman Sachs Short Duration Bond Fund | 3.95% | 4.18% | 3.58% | 2.36% | 1.59% | 1.40% | 2.20% | 2.87% | 2.56% | 2.21% | 2.04% | 2.15% |
Drawdowns
GSSMX vs. GSSRX - Drawdown Comparison
The maximum GSSMX drawdown since its inception was -54.94%, which is greater than GSSRX's maximum drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for GSSMX and GSSRX.
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Drawdown Indicators
| GSSMX | GSSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.94% | -9.03% | -45.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -1.62% | -12.65% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -8.88% | -27.40% |
Max Drawdown (10Y)Largest decline over 10 years | -46.16% | -9.03% | -37.13% |
Current DrawdownCurrent decline from peak | -13.18% | -1.42% | -11.76% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -1.27% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.37% | +3.49% |
Volatility
GSSMX vs. GSSRX - Volatility Comparison
Goldman Sachs Small Cap Value Fund (GSSMX) has a higher volatility of 5.93% compared to Goldman Sachs Short Duration Bond Fund (GSSRX) at 0.84%. This indicates that GSSMX's price experiences larger fluctuations and is considered to be riskier than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSSMX | GSSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 0.84% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 1.49% | +11.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 2.15% | +20.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.71% | 2.38% | +30.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.80% | 2.39% | +26.41% |