PFSLX vs. GSMCX
Compare and contrast key facts about Paradigm Select Fund (PFSLX) and Goldman Sachs Mid Cap Value Fund (GSMCX).
PFSLX is managed by Paradigm Funds. It was launched on Jan 3, 2005. GSMCX is managed by Goldman Sachs. It was launched on Aug 1, 1995.
Performance
PFSLX vs. GSMCX - Performance Comparison
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PFSLX vs. GSMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFSLX Paradigm Select Fund | 11.83% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
GSMCX Goldman Sachs Mid Cap Value Fund | 2.03% | 9.77% | 19.33% | 11.95% | -10.25% | 30.75% | 8.78% | 32.04% | -10.53% | 11.14% |
Returns By Period
In the year-to-date period, PFSLX achieves a 11.83% return, which is significantly higher than GSMCX's 2.03% return. Over the past 10 years, PFSLX has outperformed GSMCX with an annualized return of 14.28%, while GSMCX has yielded a comparatively lower 11.02% annualized return.
PFSLX
- 1D
- 4.93%
- 1M
- -5.75%
- YTD
- 11.83%
- 6M
- 22.96%
- 1Y
- 45.46%
- 3Y*
- 19.79%
- 5Y*
- 9.58%
- 10Y*
- 14.28%
GSMCX
- 1D
- 2.55%
- 1M
- -6.39%
- YTD
- 2.03%
- 6M
- 3.47%
- 1Y
- 16.00%
- 3Y*
- 14.35%
- 5Y*
- 9.38%
- 10Y*
- 11.02%
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PFSLX vs. GSMCX - Expense Ratio Comparison
PFSLX has a 1.16% expense ratio, which is higher than GSMCX's 0.84% expense ratio.
Return for Risk
PFSLX vs. GSMCX — Risk / Return Rank
PFSLX
GSMCX
PFSLX vs. GSMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Paradigm Select Fund (PFSLX) and Goldman Sachs Mid Cap Value Fund (GSMCX). 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.
| PFSLX | GSMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.86 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.30 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.36 | 1.16 | +2.20 |
Martin ratioReturn relative to average drawdown | 12.98 | 4.93 | +8.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFSLX | GSMCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.86 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.53 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.54 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.54 | -0.49 |
Correlation
The correlation between PFSLX and GSMCX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PFSLX vs. GSMCX - Dividend Comparison
PFSLX's dividend yield for the trailing twelve months is around 0.13%, less than GSMCX's 14.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSLX Paradigm Select Fund | 0.13% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
GSMCX Goldman Sachs Mid Cap Value Fund | 14.36% | 14.65% | 13.86% | 4.92% | 13.96% | 17.06% | 0.69% | 3.42% | 18.39% | 15.77% | 1.49% | 13.85% |
Drawdowns
PFSLX vs. GSMCX - Drawdown Comparison
The maximum PFSLX drawdown since its inception was -93.50%, which is greater than GSMCX's maximum drawdown of -54.35%. Use the drawdown chart below to compare losses from any high point for PFSLX and GSMCX.
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Drawdown Indicators
| PFSLX | GSMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.50% | -54.35% | -39.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -13.13% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -93.50% | -20.03% | -73.47% |
Max Drawdown (10Y)Largest decline over 10 years | -93.50% | -42.57% | -50.93% |
Current DrawdownCurrent decline from peak | -89.23% | -6.85% | -82.38% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -7.61% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.08% | +0.47% |
Volatility
PFSLX vs. GSMCX - Volatility Comparison
Paradigm Select Fund (PFSLX) has a higher volatility of 11.60% compared to Goldman Sachs Mid Cap Value Fund (GSMCX) at 6.25%. This indicates that PFSLX's price experiences larger fluctuations and is considered to be riskier than GSMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFSLX | GSMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 6.25% | +5.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.65% | 11.12% | +7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.15% | 19.02% | +9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 475.26% | 17.91% | +457.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 336.39% | 20.46% | +315.93% |