Correlation
The correlation between SMLF and GSSC is 0.78, 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.
SMLF vs. GSSC
Compare and contrast key facts about iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC).
SMLF and GSSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMLF is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Diversified Multi-Factor. It was launched on Apr 28, 2015. GSSC is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta U.S. Small Cap Equity Index. It was launched on Jun 28, 2017. Both SMLF and GSSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMLF or GSSC.
Performance
SMLF vs. GSSC - Performance Comparison
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Key characteristics
SMLF:
0.23
GSSC:
0.12
SMLF:
0.38
GSSC:
0.20
SMLF:
1.05
GSSC:
1.03
SMLF:
0.13
GSSC:
0.02
SMLF:
0.40
GSSC:
0.05
SMLF:
8.63%
GSSC:
9.41%
SMLF:
23.97%
GSSC:
24.21%
SMLF:
-41.89%
GSSC:
-41.38%
SMLF:
-12.59%
GSSC:
-14.54%
Returns By Period
In the year-to-date period, SMLF achieves a -4.40% return, which is significantly higher than GSSC's -6.36% return.
SMLF
-4.40%
6.20%
-11.28%
4.66%
10.69%
15.08%
9.23%
GSSC
-6.36%
5.08%
-13.27%
1.83%
7.31%
12.80%
N/A
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SMLF vs. GSSC - Expense Ratio Comparison
SMLF has a 0.30% expense ratio, which is higher than GSSC's 0.20% expense ratio.
Risk-Adjusted Performance
SMLF vs. GSSC — Risk-Adjusted Performance Rank
SMLF
GSSC
SMLF vs. GSSC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC). 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.
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Dividends
SMLF vs. GSSC - Dividend Comparison
SMLF's dividend yield for the trailing twelve months is around 1.40%, less than GSSC's 1.49% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.40% | 1.33% | 1.13% | 1.23% | 1.07% | 1.32% | 1.39% | 1.16% | 0.93% | 0.78% | 0.79% |
GSSC Goldman Sachs ActiveBeta US Small Cap Equity ETF | 1.49% | 1.42% | 1.33% | 1.31% | 1.01% | 0.78% | 1.24% | 1.21% | 0.73% | 0.00% | 0.00% |
Drawdowns
SMLF vs. GSSC - Drawdown Comparison
The maximum SMLF drawdown since its inception was -41.89%, roughly equal to the maximum GSSC drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for SMLF and GSSC.
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Volatility
SMLF vs. GSSC - Volatility Comparison
iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC) have volatilities of 5.80% and 5.75%, 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.
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