Details

The population mean of the distribution of sample means is the same as the population mean of the distribution being sampled from. Thus the mean of the distribution of the means never changes. The standard deviation of the sample means, however, is the population standard deviation from the original distribution divided by the square root of the sample size. Thus as the sample size increases, the standard deviation of the means decreases; and as the sample size decreases, the standard deviation of the sample means increases.

Reference:

Michael Sullivan, Fundamentals of Statistics, Upper Saddle River, NJ: Pearson Education, Inc., 2008 pp. 382–383.