GTTTX vs. BSCMX
GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) and BSCMX (Brandes Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, GTTTX returned 17.11%/yr vs 17.32%/yr for BSCMX. Their correlation of 0.89 means they have usually moved in the same direction. GTTTX charges 0.95%/yr vs 0.91%/yr for BSCMX.
Performance
GTTTX vs. BSCMX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GTTTX having a 23.44% return and BSCMX slightly higher at 23.52%.
GTTTX
- 1D
- 0.21%
- 1M
- 0.50%
- 6M
- 15.45%
- YTD
- 23.44%
- 1Y
- 45.89%
- 3Y*
- 28.57%
- 5Y*
- 17.11%
- 10Y*
- 14.32%
- ALL TIME*
- 10.88%
BSCMX
- 1D
- -0.56%
- 1M
- -0.28%
- 6M
- 13.55%
- YTD
- 23.52%
- 1Y
- 46.32%
- 3Y*
- 25.94%
- 5Y*
- 17.32%
- 10Y*
- —
- ALL TIME*
- 14.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GTTTX vs. BSCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class | 23.44% | 12.83% | 45.27% | 17.37% | -13.66% | 32.94% | 0.21% | 23.37% | -12.19% |
BSCMX Brandes Small Cap Value Fund | 23.52% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
Correlation
The correlation between GTTTX and BSCMX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2018 | 0.89 |
The correlation between GTTTX and BSCMX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
GTTTX vs. BSCMX — Risk / Return Rank
GTTTX
BSCMX
GTTTX vs. BSCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) and Brandes Small Cap Value Fund (BSCMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GTTTX | BSCMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 4.36 | +0.24 |
| Martin ratioReturn relative to average drawdown | 16.78 | 15.73 | +1.04 |
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Drawdowns
GTTTX vs. BSCMX - Drawdown Comparison
The maximum GTTTX drawdown since its inception was -56.58%, which is greater than BSCMX's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for GTTTX and BSCMX.
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Drawdown Indicators
| GTTTX | BSCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.58% | -38.12% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -9.65% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -39.29% | -22.34% | -16.95% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -22.34% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -47.29% | — | — |
Current DrawdownCurrent decline from peak | -0.99% | -2.18% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -5.94% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.70% | -0.17% |
Volatility
GTTTX vs. BSCMX - Volatility Comparison
The current volatility for Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) is 3.50%, while Brandes Small Cap Value Fund (BSCMX) has a volatility of 4.14%. This indicates that GTTTX experiences smaller price fluctuations and is considered to be less risky than BSCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTTTX | BSCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 4.14% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 11.73% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 17.29% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.22% | 17.95% | +17.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.76% | 20.52% | +10.24% |
GTTTX vs. BSCMX - Expense Ratio Comparison
GTTTX has a 0.95% expense ratio, which is higher than BSCMX's 0.91% expense ratio.
Dividends
GTTTX vs. BSCMX - Dividend Comparison
GTTTX's dividend yield for the trailing twelve months is around 6.80%, more than BSCMX's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 3.76% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% | 0.00% | 0.00% |
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class | 6.80% | 8.39% | 52.07% | 1.87% | 3.85% | 40.18% | 0.90% | 0.90% | 12.37% | 11.87% | 4.51% | 7.00% |
Frequently Asked Questions
GTTTX and BSCMX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCMX has higher volatility (4.14%) compared to GTTTX (3.50%). In terms of maximum drawdown, GTTTX dropped -56.58% vs BSCMX's -38.12%.
BSCMX currently has the higher Sharpe Ratio (2.44 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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