GTTTX vs. PMJAX

Last updated Jun 3, 2026

GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) and PMJAX (PIMCO RAE US Small Fund Class A) are both Small Cap Value Equities funds. Both are actively managed. Over the past 10 years, GTTTX returned 14.29%/yr vs 13.16%/yr for PMJAX. Their correlation of 0.94 suggests significant overlap in exposure. GTTTX charges 0.95%/yr vs 0.90%/yr for PMJAX.

Performance

GTTTX vs. PMJAX - 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 US Small Fund Class A (PMJAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GTTTX having a 18.16% return and PMJAX slightly lower at 17.31%. Over the past 10 years, GTTTX has outperformed PMJAX with an annualized return of 14.29%, while PMJAX has yielded a comparatively lower 13.16% annualized return.

GTTTX

• 1D: -0.12%
• 1M: 1.90%
• YTD: 18.16%
• 6M: 19.50%
• 1Y: 45.72%
• 3Y*: 30.53%
• 5Y*: 14.56%
• 10Y*: 14.29%

PMJAX

• 1D: 1.17%
• 1M: 4.75%
• YTD: 17.31%
• 6M: 16.94%
• 1Y: 35.74%
• 3Y*: 21.21%
• 5Y*: 10.10%
• 10Y*: 13.16%

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

GTTTX vs. PMJAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	18.16%	12.83%	45.27%	17.37%	-13.66%	32.94%	0.21%	23.37%	-10.83%	7.34%
PMJAX PIMCO RAE US Small Fund Class A	17.31%	4.89%	20.53%	19.76%	-5.07%	38.48%	6.52%	19.76%	-12.02%	8.76%

Correlation

The correlation between GTTTX and PMJAX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.94

The correlation between GTTTX and PMJAX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Return for Risk

GTTTX vs. PMJAX — Risk / Return Rank

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

GTTTX

GTTTX Risk / Return Rank: 77
GTTTX Sharpe Ratio Rank: 75
GTTTX Sortino Ratio Rank: 71
GTTTX Omega Ratio Rank: 58
GTTTX Calmar Ratio Rank: 92
GTTTX Martin Ratio Rank: 89

PMJAX

PMJAX Risk / Return Rank: 60
PMJAX Sharpe Ratio Rank: 49
PMJAX Sortino Ratio Rank: 48
PMJAX Omega Ratio Rank: 42
PMJAX Calmar Ratio Rank: 89
PMJAX Martin Ratio Rank: 69

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. PMJAX - 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 US Small Fund Class A (PMJAX). 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	PMJAX	Difference
Sharpe ratio Return per unit of total volatility	2.52	2.07	+0.45
Sortino ratio Return per unit of downside risk	3.51	2.94	+0.57
Omega ratio Gain probability vs. loss probability	1.42	1.35	+0.08
Calmar ratio Return relative to maximum drawdown	4.99	4.45	+0.54
Martin ratio Return relative to average drawdown	17.58	13.27	+4.31
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. PMJAX - Sharpe Ratio Comparison

The current GTTTX Sharpe Ratio is 2.52, which is comparable to the PMJAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of GTTTX and PMJAX, 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	PMJAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	2.07	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.25	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.39	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.40	-0.04

Drawdowns

GTTTX vs. PMJAX - Drawdown Comparison

The maximum GTTTX drawdown since its inception was -56.58%, which is greater than PMJAX's maximum drawdown of -50.53%. Use the drawdown chart below to compare losses from any high point for GTTTX and PMJAX.

Drawdown Indicators

	GTTTX	PMJAX	Difference
Max Drawdown Largest peak-to-trough decline	-56.58%	-50.53%	-6.05%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-7.66%	-1.50%
Max Drawdown (3Y) Largest decline over 3 years	-39.29%	-26.72%	-12.57%
Max Drawdown (5Y) Largest decline over 5 years	-39.29%	-50.53%	+11.24%
Max Drawdown (10Y) Largest decline over 10 years	-47.29%	-50.53%	+3.24%
Current Drawdown Current decline from peak	-0.89%	0.00%	-0.89%
Average Drawdown Average peak-to-trough decline	-9.94%	-17.04%	+7.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.57%	+0.03%

Volatility

GTTTX vs. PMJAX - Volatility Comparison

Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) and PIMCO RAE US Small Fund Class A (PMJAX) have volatilities of 4.91% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GTTTX	PMJAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	4.98%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	11.43%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	18.35%	17.14%	+1.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.34%	40.27%	-4.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.81%	33.57%	-2.76%

GTTTX vs. PMJAX - Expense Ratio Comparison

GTTTX has a 0.95% expense ratio, which is higher than PMJAX's 0.90% expense ratio.

Dividends

GTTTX vs. PMJAX - Dividend Comparison

GTTTX's dividend yield for the trailing twelve months is around 7.10%, more than PMJAX's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class	7.10%	8.39%	52.07%	1.87%	3.85%	40.18%	0.90%	0.90%	12.37%	11.87%	4.51%	7.00%
PMJAX PIMCO RAE US Small Fund Class A	2.82%	3.31%	2.48%	1.40%	10.08%	67.74%	9.44%	1.37%	7.72%	4.51%	1.16%	0.00%

Frequently Asked Questions

Can I hold both GTTTX and PMJAX in my portfolio?

With a correlation of 0.91, GTTTX and PMJAX 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 PMJAX?

PMJAX has higher volatility (4.98%) compared to GTTTX (4.91%). In terms of maximum drawdown, GTTTX dropped -56.58% vs PMJAX's -50.53%.

Which has better risk-adjusted returns?

GTTTX currently has the higher Sharpe Ratio (2.52 vs 2.07), 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.