JSIVX vs. GTTTX
JSIVX (Janus Henderson Small Cap Value Fund) and GTTTX (Goldman Sachs Small Cap Value Insights Fund Investor Class) are both Small Cap Value Equities funds. Over the past 10 years, JSIVX returned 9.48%/yr vs 15.01%/yr for GTTTX. With a 0.96 correlation, they move nearly in lockstep. JSIVX charges 0.81%/yr vs 0.95%/yr for GTTTX.
Performance
JSIVX vs. GTTTX - Performance Comparison
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Returns By Period
In the year-to-date period, JSIVX achieves a 12.87% return, which is significantly lower than GTTTX's 21.95% return. Over the past 10 years, JSIVX has underperformed GTTTX with an annualized return of 9.48%, while GTTTX has yielded a comparatively higher 15.01% annualized return.
JSIVX
- 1D
- -0.18%
- 1M
- 2.08%
- YTD
- 12.87%
- 6M
- 10.56%
- 1Y
- 27.32%
- 3Y*
- 16.87%
- 5Y*
- 8.26%
- 10Y*
- 9.48%
GTTTX
- 1D
- -0.36%
- 1M
- 4.37%
- YTD
- 21.95%
- 6M
- 19.36%
- 1Y
- 44.12%
- 3Y*
- 32.42%
- 5Y*
- 15.58%
- 10Y*
- 15.01%
JSIVX vs. GTTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSIVX Janus Henderson Small Cap Value Fund | 12.87% | 7.86% | 15.40% | 13.47% | -9.75% | 22.89% | -6.64% | 26.31% | -13.05% | 12.91% |
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class | 21.95% | 12.83% | 45.27% | 17.37% | -13.66% | 32.94% | 0.21% | 23.37% | -10.83% | 7.34% |
Correlation
The correlation between JSIVX and GTTTX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.96 |
The correlation between JSIVX and GTTTX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
JSIVX vs. GTTTX — Risk / Return Rank
JSIVX
GTTTX
JSIVX vs. GTTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Small Cap Value Fund (JSIVX) and Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX). 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.
| JSIVX | GTTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 5.06 | -2.31 |
| Martin ratioReturn relative to average drawdown | 9.93 | 17.80 | -7.88 |
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Drawdowns
JSIVX vs. GTTTX - Drawdown Comparison
The maximum JSIVX drawdown since its inception was -46.98%, smaller than the maximum GTTTX drawdown of -56.58%. Use the drawdown chart below to compare losses from any high point for JSIVX and GTTTX.
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Drawdown Indicators
| JSIVX | GTTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.98% | -56.58% | +9.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -9.16% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.24% | -39.29% | +15.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.24% | -39.29% | +15.05% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -47.29% | +6.71% |
Current DrawdownCurrent decline from peak | -0.58% | -0.36% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -9.91% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.59% | +0.26% |
Volatility
JSIVX vs. GTTTX - Volatility Comparison
The current volatility for Janus Henderson Small Cap Value Fund (JSIVX) is 4.03%, while Goldman Sachs Small Cap Value Insights Fund Investor Class (GTTTX) has a volatility of 5.40%. This indicates that JSIVX experiences smaller price fluctuations and is considered to be less risky than GTTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSIVX | GTTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.40% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 12.69% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 18.66% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 35.35% | -14.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 30.81% | -9.71% |
JSIVX vs. GTTTX - Expense Ratio Comparison
JSIVX has a 0.81% expense ratio, which is lower than GTTTX's 0.95% expense ratio.
Dividends
JSIVX vs. GTTTX - Dividend Comparison
JSIVX's dividend yield for the trailing twelve months is around 3.61%, less than GTTTX's 6.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTTTX Goldman Sachs Small Cap Value Insights Fund Investor Class | 6.88% | 8.39% | 52.07% | 1.87% | 3.85% | 40.18% | 0.90% | 0.90% | 12.37% | 11.87% | 4.51% | 7.00% |
JSIVX Janus Henderson Small Cap Value Fund | 3.61% | 4.07% | 20.33% | 5.34% | 4.94% | 1.84% | 1.15% | 1.11% | 8.15% | 8.74% | 3.76% | 14.24% |
Frequently Asked Questions
With a correlation of 0.92, JSIVX and GTTTX 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 (5.40%) compared to JSIVX (4.03%). In terms of maximum drawdown, JSIVX dropped -46.98% vs GTTTX's -56.58%.
GTTTX currently has the higher Sharpe Ratio (2.49 vs 1.75), 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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