GTTTX vs. GSIMX

Last updated Jun 5, 2026

GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) and GSIMX (Goldman Sachs GQG Partners International Opportunities Fund) are both mutual funds - GTTTX is a Small Cap Value Equities fund actively managed by Goldman Sachs, while GSIMX is a Foreign Large Cap Equities fund managed by Goldman Sachs. Over the past 5 years, GTTTX returned 14.70%/yr vs 8.60%/yr for GSIMX. A 0.58 correlation means they provide meaningful diversification when combined. GTTTX charges 0.95%/yr vs 0.76%/yr for GSIMX.

Performance

GTTTX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTTTX achieves a 17.75% return, which is significantly higher than GSIMX's 5.38% return.

GTTTX

• 1D: -1.25%
• 1M: 0.98%
• YTD: 17.75%
• 6M: 16.68%
• 1Y: 43.68%
• 3Y*: 30.38%
• 5Y*: 14.70%
• 10Y*: 14.25%

GSIMX

• 1D: -1.00%
• 1M: -1.91%
• YTD: 5.38%
• 6M: 7.01%
• 1Y: 11.66%
• 3Y*: 16.77%
• 5Y*: 8.60%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTTTX vs. GSIMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	17.75%	12.83%	45.27%	17.37%	-13.66%	32.94%	0.21%	23.37%	-10.83%	6.66%
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	5.38%	20.85%	9.66%	22.10%	-11.06%	12.50%	15.77%	27.64%	-6.04%	29.92%

Correlation

The correlation between GTTTX and GSIMX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.58

The correlation between GTTTX and GSIMX shifts across timeframes, from 0.45 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

GTTTX vs. GSIMX — Risk / Return Rank

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

GTTTX

GTTTX Risk / Return Rank: 75
GTTTX Sharpe Ratio Rank: 70
GTTTX Sortino Ratio Rank: 68
GTTTX Omega Ratio Rank: 57
GTTTX Calmar Ratio Rank: 92
GTTTX Martin Ratio Rank: 89

GSIMX

GSIMX Risk / Return Rank: 18
GSIMX Sharpe Ratio Rank: 18
GSIMX Sortino Ratio Rank: 16
GSIMX Omega Ratio Rank: 18
GSIMX Calmar Ratio Rank: 18
GSIMX Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTTTX vs. GSIMX - 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 Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.

	GTTTX	GSIMX	Difference
Sharpe ratio: Return per unit of total volatility	2.38	1.21	+1.17
Sortino ratio: Return per unit of downside risk	3.34	1.70	+1.64
Omega ratio: Gain probability vs. loss probability	1.40	1.22	+0.18
Calmar ratio: Return relative to maximum drawdown	4.76	1.49	+3.27
Martin ratio: Return relative to average drawdown	16.70	4.95	+11.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GTTTX vs. GSIMX - Sharpe Ratio Comparison

The current GTTTX Sharpe Ratio is 2.38, which is higher than the GSIMX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of GTTTX and GSIMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GTTTX	GSIMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	1.21	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.60	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.81	-0.45

Drawdowns

GTTTX vs. GSIMX - Drawdown Comparison

The maximum GTTTX drawdown since its inception was -56.58%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for GTTTX and GSIMX.

Drawdown Indicators

	GTTTX	GSIMX	Difference
Max Drawdown Largest peak-to-trough decline	-56.58%	-28.84%	-27.74%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-7.81%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-39.29%	-10.32%	-28.97%
Max Drawdown (5Y) Largest decline over 5 years	-39.29%	-25.37%	-13.92%
Max Drawdown (10Y) Largest decline over 10 years	-47.29%	—	—
Current Drawdown Current decline from peak	-1.25%	-4.67%	+3.42%
Average Drawdown Average peak-to-trough decline	-9.94%	-4.82%	-5.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.35%	+0.25%

Volatility

GTTTX vs. GSIMX - Volatility Comparison

Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) has a higher volatility of 5.05% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 2.93%. This indicates that GTTTX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTTTX	GSIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	2.93%	+2.12%
Volatility (6M) Calculated over the trailing 6-month period	12.22%	7.95%	+4.27%
Volatility (1Y) Calculated over the trailing 1-year period	18.38%	9.69%	+8.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.35%	14.36%	+20.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.81%	15.69%	+15.12%

GTTTX vs. GSIMX - Expense Ratio Comparison

GTTTX has a 0.95% expense ratio, which is higher than GSIMX's 0.76% expense ratio.

Dividends

GTTTX vs. GSIMX - Dividend Comparison

GTTTX's dividend yield for the trailing twelve months is around 7.13%, more than GSIMX's 4.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GSIMX Goldman Sachs GQG Partners International Opportunities Fund	4.86%	5.12%	11.18%	2.36%	4.89%	2.23%	0.18%	0.65%	0.53%	0.16%	0.00%	0.00%
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	7.13%	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

Can I hold both GTTTX and GSIMX in my portfolio?

GTTTX and GSIMX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GTTTX or GSIMX?

GTTTX has higher volatility (5.05%) compared to GSIMX (2.93%). In terms of maximum drawdown, GTTTX dropped -56.58% vs GSIMX's -28.84%.

Which has better risk-adjusted returns?

GTTTX currently has the higher Sharpe Ratio (2.38 vs 1.21), 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.