GTTTX vs. PCFAX

Last updated Aug 1, 2026

GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) and PCFAX (PIMCO RAE PLUS Small Fund) are both Small Cap Value Equities funds. Over the past 10 years, GTTTX returned 14.32%/yr vs 12.84%/yr for PCFAX. Their correlation of 0.95 means they have usually moved in the same direction. GTTTX charges 0.95%/yr vs 1.21%/yr for PCFAX.

Performance

GTTTX vs. PCFAX - 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 PIMCO RAE PLUS Small Fund (PCFAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTTTX achieves a 23.44% return, which is significantly higher than PCFAX's 19.28% return. Over the past 10 years, GTTTX has outperformed PCFAX with an annualized return of 14.32%, while PCFAX has yielded a comparatively lower 12.84% annualized return.

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%

PCFAX

• 1D: 0.41%
• 1M: -0.10%
• 6M: 15.55%
• YTD: 19.28%
• 1Y: 36.55%
• 3Y*: 17.88%
• 5Y*: 10.61%
• 10Y*: 12.84%
• ALL TIME*: 10.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	$0.00	$0.00	$0.00
PCFAX PIMCO RAE PLUS Small Fund	$0.00	$0.00	$0.00

GTTTX vs. PCFAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	-10.83%	7.34%
PCFAX PIMCO RAE PLUS Small Fund	19.28%	6.44%	20.44%	17.64%	-12.75%	38.96%	9.25%	21.17%	-12.42%	12.52%

Correlation

The correlation between GTTTX and PCFAX is 0.91, 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.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Mar 6, 2014	0.95

The correlation between GTTTX and PCFAX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Return for Risk

GTTTX vs. PCFAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GTTTX

GTTTX Risk / Return Rank: 91
GTTTX Sharpe Ratio Rank: 91
GTTTX Sortino Ratio Rank: 89
GTTTX Omega Ratio Rank: 82
GTTTX Calmar Ratio Rank: 96
GTTTX Martin Ratio Rank: 96

PCFAX

PCFAX Risk / Return Rank: 83
PCFAX Sharpe Ratio Rank: 80
PCFAX Sortino Ratio Rank: 79
PCFAX Omega Ratio Rank: 74
PCFAX Calmar Ratio Rank: 93
PCFAX Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GTTTX vs. PCFAX - 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 PIMCO RAE PLUS Small Fund (PCFAX). 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	PCFAX	Difference
Sharpe ratio: Return per unit of total volatility	2.33	1.90	+0.43
Sortino ratio: Return per unit of downside risk	3.33	2.76	+0.57
Omega ratio: Gain probability vs. loss probability	1.40	1.32	+0.07
Calmar ratio: Return relative to maximum drawdown	4.60	3.75	+0.85
Martin ratio: Return relative to average drawdown	16.78	12.33	+4.45

GTTTX vs. PCFAX - Sharpe Ratio Comparison

The current GTTTX Sharpe Ratio is 2.33, which is comparable to the PCFAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GTTTX and PCFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GTTTX vs. PCFAX - Drawdown Comparison

The maximum GTTTX drawdown since its inception was -56.58%, which is greater than PCFAX's maximum drawdown of -52.29%. Use the drawdown chart below to compare losses from any high point for GTTTX and PCFAX.

Drawdown Indicators

	GTTTX	PCFAX	Difference
Max Drawdown Largest peak-to-trough decline	-56.58%	-52.29%	-4.29%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-8.94%	-0.22%
Max Drawdown (3Y) Largest decline over 3 years	-39.29%	-28.18%	-11.11%
Max Drawdown (5Y) Largest decline over 5 years	-39.29%	-28.91%	-10.38%
Max Drawdown (10Y) Largest decline over 10 years	-47.29%	-52.29%	+5.00%
Current Drawdown Current decline from peak	-0.99%	-1.80%	+0.81%
Average Drawdown Average peak-to-trough decline	-9.86%	-9.01%	-0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.73%	-0.20%

Volatility

GTTTX vs. PCFAX - Volatility Comparison

The current volatility for Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) is 3.50%, while PIMCO RAE PLUS Small Fund (PCFAX) has a volatility of 3.88%. This indicates that GTTTX experiences smaller price fluctuations and is considered to be less risky than PCFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTTTX	PCFAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.50%	3.88%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	12.47%	-0.15%
Volatility (1Y) Calculated over the trailing 1-year period	18.13%	17.69%	+0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.22%	22.85%	+12.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.76%	24.82%	+5.94%

GTTTX vs. PCFAX - Expense Ratio Comparison

GTTTX has a 0.95% expense ratio, which is lower than PCFAX's 1.21% expense ratio.

Dividends

GTTTX vs. PCFAX - Dividend Comparison

GTTTX's dividend yield for the trailing twelve months is around 6.80%, more than PCFAX's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PCFAX PIMCO RAE PLUS Small Fund	4.11%	2.26%	6.30%	1.99%	13.66%	235.35%	18.04%	2.29%	12.48%	8.98%	0.00%	26.20%

Frequently Asked Questions

Can I hold both GTTTX and PCFAX in my portfolio?

With a correlation of 0.91, GTTTX and PCFAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GTTTX or PCFAX?

PCFAX has higher volatility (3.88%) compared to GTTTX (3.50%). In terms of maximum drawdown, GTTTX dropped -56.58% vs PCFAX's -52.29%.

Which has better risk-adjusted returns?

GTTTX currently has the higher Sharpe Ratio (2.33 vs 1.90), 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.