GTTTX vs. VRTVX
GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, GTTTX returned 14.32%/yr vs 10.33%/yr for VRTVX. Their 0.99 correlation means they have historically moved very closely together. GTTTX charges 0.95%/yr vs 0.08%/yr for VRTVX.
Performance
GTTTX vs. VRTVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GTTTX having a 25.32% return and VRTVX slightly lower at 24.78%. Over the past 10 years, GTTTX has outperformed VRTVX with an annualized return of 14.32%, while VRTVX has yielded a comparatively lower 10.33% annualized return.
GTTTX
- 1D
- 1.79%
- 1M
- 2.03%
- 6M
- 14.63%
- YTD
- 25.32%
- 1Y
- 45.13%
- 3Y*
- 29.79%
- 5Y*
- 17.90%
- 10Y*
- 14.32%
- ALL TIME*
- 10.96%
VRTVX
- 1D
- 1.43%
- 1M
- 1.44%
- 6M
- 14.51%
- YTD
- 24.78%
- 1Y
- 43.10%
- 3Y*
- 16.93%
- 5Y*
- 9.65%
- 10Y*
- 10.33%
- ALL TIME*
- 10.90%
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. VRTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class | 25.32% | 12.83% | 45.27% | 17.37% | -13.66% | 32.94% | 0.21% | 23.37% | -10.83% | 7.34% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 24.78% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Correlation
The correlation between GTTTX and VRTVX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.99 |
The correlation between GTTTX and VRTVX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
GTTTX vs. VRTVX — Risk / Return Rank
GTTTX
VRTVX
GTTTX vs. VRTVX - 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 Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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 | VRTVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.45 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.30 | 5.37 | -0.07 |
| Martin ratioReturn relative to average drawdown | 19.37 | 19.49 | -0.12 |
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Drawdowns
GTTTX vs. VRTVX - Drawdown Comparison
The maximum GTTTX drawdown since its inception was -56.58%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for GTTTX and VRTVX.
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Drawdown Indicators
| GTTTX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.58% | -45.98% | -10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -8.54% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -39.29% | -26.85% | -12.44% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -26.85% | -12.44% |
Max Drawdown (10Y)Largest decline over 10 years | -47.29% | -45.98% | -1.31% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -7.70% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.35% | +0.15% |
Volatility
GTTTX vs. VRTVX - Volatility Comparison
Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) has a higher volatility of 3.86% compared to Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) at 3.46%. This indicates that GTTTX's price experiences larger fluctuations and is considered to be riskier than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTTTX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.46% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 12.01% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 17.45% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.23% | 21.49% | +13.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.78% | 23.66% | +7.12% |
GTTTX vs. VRTVX - Expense Ratio Comparison
GTTTX has a 0.95% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Dividends
GTTTX vs. VRTVX - Dividend Comparison
GTTTX's dividend yield for the trailing twelve months is around 6.70%, more than VRTVX's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class | 6.70% | 8.39% | 52.07% | 1.87% | 3.85% | 40.18% | 0.90% | 0.90% | 12.37% | 11.87% | 4.51% | 7.00% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.60% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Frequently Asked Questions
With a correlation of 0.99, GTTTX and VRTVX 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.
GTTTX has higher volatility (3.86%) compared to VRTVX (3.46%). In terms of maximum drawdown, GTTTX dropped -56.58% vs VRTVX's -45.98%.
GTTTX currently has the higher Sharpe Ratio (2.70 vs 2.63), 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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