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GSSMX vs. RLBGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSSMX and RLBGX is 0.81, 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.


-0.50.00.51.00.8

Performance

GSSMX vs. RLBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Small Cap Value Fund (GSSMX) and American Funds American Balanced Fund Class R-6 (RLBGX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-12.24%
2.36%
GSSMX
RLBGX

Key characteristics

Sharpe Ratio

GSSMX:

-0.27

RLBGX:

1.19

Sortino Ratio

GSSMX:

-0.16

RLBGX:

1.56

Omega Ratio

GSSMX:

0.97

RLBGX:

1.23

Calmar Ratio

GSSMX:

-0.14

RLBGX:

1.60

Martin Ratio

GSSMX:

-0.68

RLBGX:

4.85

Ulcer Index

GSSMX:

10.41%

RLBGX:

2.41%

Daily Std Dev

GSSMX:

26.55%

RLBGX:

9.81%

Max Drawdown

GSSMX:

-63.30%

RLBGX:

-22.33%

Current Drawdown

GSSMX:

-45.67%

RLBGX:

-2.72%

Returns By Period

In the year-to-date period, GSSMX achieves a 3.73% return, which is significantly lower than RLBGX's 4.22% return. Over the past 10 years, GSSMX has underperformed RLBGX with an annualized return of -3.56%, while RLBGX has yielded a comparatively higher 5.83% annualized return.


GSSMX

YTD

3.73%

1M

0.43%

6M

-12.68%

1Y

-5.10%

5Y*

-5.86%

10Y*

-3.56%

RLBGX

YTD

4.22%

1M

2.20%

6M

1.73%

1Y

12.30%

5Y*

6.33%

10Y*

5.83%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GSSMX vs. RLBGX - Expense Ratio Comparison

GSSMX has a 1.28% expense ratio, which is higher than RLBGX's 0.25% expense ratio.


GSSMX
Goldman Sachs Small Cap Value Fund
Expense ratio chart for GSSMX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for RLBGX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

GSSMX vs. RLBGX — Risk-Adjusted Performance Rank

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

GSSMX
The Risk-Adjusted Performance Rank of GSSMX is 33
Overall Rank
The Sharpe Ratio Rank of GSSMX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GSSMX is 33
Sortino Ratio Rank
The Omega Ratio Rank of GSSMX is 33
Omega Ratio Rank
The Calmar Ratio Rank of GSSMX is 33
Calmar Ratio Rank
The Martin Ratio Rank of GSSMX is 22
Martin Ratio Rank

RLBGX
The Risk-Adjusted Performance Rank of RLBGX is 6464
Overall Rank
The Sharpe Ratio Rank of RLBGX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RLBGX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of RLBGX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of RLBGX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of RLBGX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSSMX vs. RLBGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Fund (GSSMX) and American Funds American Balanced Fund Class R-6 (RLBGX). 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.


Sharpe ratio
The chart of Sharpe ratio for GSSMX, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.00-0.271.19
The chart of Sortino ratio for GSSMX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.00-0.161.56
The chart of Omega ratio for GSSMX, currently valued at 0.97, compared to the broader market1.002.003.004.000.971.23
The chart of Calmar ratio for GSSMX, currently valued at -0.14, compared to the broader market0.005.0010.0015.0020.00-0.141.60
The chart of Martin ratio for GSSMX, currently valued at -0.68, compared to the broader market0.0020.0040.0060.0080.00-0.684.85
GSSMX
RLBGX

The current GSSMX Sharpe Ratio is -0.27, which is lower than the RLBGX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of GSSMX and RLBGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.27
1.19
GSSMX
RLBGX

Dividends

GSSMX vs. RLBGX - Dividend Comparison

GSSMX's dividend yield for the trailing twelve months is around 1.34%, less than RLBGX's 2.32% yield.


TTM20242023202220212020201920182017201620152014
GSSMX
Goldman Sachs Small Cap Value Fund
1.34%1.39%0.76%0.47%0.06%0.19%0.52%0.04%0.14%0.40%0.33%0.19%
RLBGX
American Funds American Balanced Fund Class R-6
2.32%2.41%2.66%2.02%1.50%1.63%2.20%2.41%2.07%2.07%2.84%8.51%

Drawdowns

GSSMX vs. RLBGX - Drawdown Comparison

The maximum GSSMX drawdown since its inception was -63.30%, which is greater than RLBGX's maximum drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for GSSMX and RLBGX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-45.67%
-2.72%
GSSMX
RLBGX

Volatility

GSSMX vs. RLBGX - Volatility Comparison

Goldman Sachs Small Cap Value Fund (GSSMX) has a higher volatility of 3.78% compared to American Funds American Balanced Fund Class R-6 (RLBGX) at 2.48%. This indicates that GSSMX's price experiences larger fluctuations and is considered to be riskier than RLBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.78%
2.48%
GSSMX
RLBGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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