GSSMX vs. SWSSX
Compare and contrast key facts about Goldman Sachs Small Cap Value Fund (GSSMX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
GSSMX is managed by Goldman Sachs. It was launched on Oct 22, 1992. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
GSSMX vs. SWSSX - Performance Comparison
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GSSMX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, GSSMX achieves a 1.23% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, GSSMX has outperformed SWSSX with an annualized return of 10.38%, while SWSSX has yielded a comparatively lower 9.50% 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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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GSSMX vs. SWSSX - Expense Ratio Comparison
GSSMX has a 1.28% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
GSSMX vs. SWSSX — Risk / Return Rank
GSSMX
SWSSX
GSSMX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Fund (GSSMX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.91 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.40 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.33 | -0.19 |
Martin ratioReturn relative to average drawdown | 4.20 | 5.02 | -0.82 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.91 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.14 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.33 | +0.08 |
Correlation
The correlation between GSSMX and SWSSX is 0.94, 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. SWSSX - Dividend Comparison
GSSMX's dividend yield for the trailing twelve months is around 22.20%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
GSSMX vs. SWSSX - Drawdown Comparison
The maximum GSSMX drawdown since its inception was -54.94%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for GSSMX and SWSSX.
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Drawdown Indicators
| GSSMX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.94% | -60.34% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.27% | -13.90% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -36.28% | -31.93% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -46.16% | -41.81% | -4.35% |
Current DrawdownCurrent decline from peak | -13.18% | -11.00% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -10.78% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.68% | +0.18% |
Volatility
GSSMX vs. SWSSX - Volatility Comparison
The current volatility for Goldman Sachs Small Cap Value Fund (GSSMX) is 5.93%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that GSSMX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSSMX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 6.59% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 14.12% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 23.11% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.71% | 22.57% | +10.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.80% | 24.03% | +4.77% |