SSCVX vs. GSITX
Compare and contrast key facts about Columbia Select Small Cap Value Fund (SSCVX) and Goldman Sachs Small Cap Value Insights Fund (GSITX).
SSCVX is managed by Columbia. It was launched on Apr 25, 1997. GSITX is managed by Goldman Sachs. It was launched on Jun 25, 2007.
Performance
SSCVX vs. GSITX - Performance Comparison
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Returns By Period
In the year-to-date period, SSCVX achieves a 9.23% return, which is significantly higher than GSITX's 6.90% return. Over the past 10 years, SSCVX has underperformed GSITX with an annualized return of 8.78%, while GSITX has yielded a comparatively higher 12.53% annualized return.
SSCVX
- 1D
- 0.11%
- 1M
- -1.88%
- YTD
- 9.23%
- 6M
- 8.69%
- 1Y
- 41.54%
- 3Y*
- 12.38%
- 5Y*
- 6.11%
- 10Y*
- 8.78%
GSITX
- 1D
- 0.73%
- 1M
- -1.12%
- YTD
- 6.90%
- 6M
- 9.52%
- 1Y
- 45.85%
- 3Y*
- 22.29%
- 5Y*
- 11.57%
- 10Y*
- 12.53%
SSCVX vs. GSITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSCVX Columbia Select Small Cap Value Fund | 9.23% | 5.46% | 12.33% | 12.47% | -15.35% | 31.25% | 9.61% | 18.76% | -13.70% | 12.65% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 6.90% | 12.95% | 29.64% | 17.50% | -13.56% | 33.22% | 0.32% | 23.52% | -10.69% | 7.49% |
Correlation
The correlation between SSCVX and GSITX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
SSCVX vs. GSITX - Expense Ratio Comparison
SSCVX has a 1.28% expense ratio, which is higher than GSITX's 0.84% expense ratio.
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Return for Risk
SSCVX vs. GSITX — Risk / Return Rank
SSCVX
GSITX
SSCVX vs. GSITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and Goldman Sachs Small Cap Value Insights Fund (GSITX). 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.
| SSCVX | GSITX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.37 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.98 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 2.34 | -0.63 |
Martin ratioReturn relative to average drawdown | 6.98 | 9.05 | -2.07 |
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
| SSCVX | GSITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.37 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.51 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.52 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.05 |
Drawdowns
SSCVX vs. GSITX - Drawdown Comparison
The maximum SSCVX drawdown since its inception was -65.34%, which is greater than GSITX's maximum drawdown of -56.37%. Use the drawdown chart below to compare losses from any high point for SSCVX and GSITX.
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Drawdown Indicators
| SSCVX | GSITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.34% | -56.37% | -8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -9.16% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | -24.88% | -4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -48.87% | -47.17% | -1.70% |
Current DrawdownCurrent decline from peak | -4.91% | -4.68% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -11.91% | -8.92% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 3.57% | +0.21% |
Volatility
SSCVX vs. GSITX - Volatility Comparison
Columbia Select Small Cap Value Fund (SSCVX) and Goldman Sachs Small Cap Value Insights Fund (GSITX) have volatilities of 6.31% and 6.38%, 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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Volatility by Period
| SSCVX | GSITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 6.38% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 13.50% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 22.53% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 22.77% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.44% | 24.09% | -0.65% |
Dividends
SSCVX vs. GSITX - Dividend Comparison
SSCVX's dividend yield for the trailing twelve months is around 10.04%, more than GSITX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSCVX Columbia Select Small Cap Value Fund | 10.04% | 10.96% | 20.45% | 6.56% | 4.62% | 6.64% | 6.45% | 0.12% | 7.59% | 13.50% | 6.18% | 12.44% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 4.53% | 4.84% | 30.83% | 1.37% | 2.63% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% |