When Gandalf explains to Frodo how come the Ring came to his posession, he introduces the tale of Gollum with these words, making it clear that Gollum was related--however distantly--to hobbits:
Long after, but still very long ago, there lived by the banks of the Great River on the edge of Wilderland a clever-handed and quiet-footed little people. I guess they were of hobbit-kind; akin to the fathers of the fathers of the Stoors, for they loved the River, and often swam in it, or made little boats of reeds. (...)
A bit later he explains that Sméagol's grandmother, "desiring peace, expelled him from the family and turned him out of her hole", suggesting a structured society very much like the one the Brandybucks seemed to have (big family with an elder acting as a leader, like this matriarch). Then he says that "even Bilbo's story suggest the kinship", because they understood each other pretty well, knew the same riddles, etc.
This makes me wonder if there is any record that would allow us to trace Sméagol's family tree from the time of Sméagol and Déagol to the time of Bilbo, to see how they are related. I don't know how detailed were the family trees kept by hobbits in their libraries and their memories (or how many generations they involved). Also, having read only The Lord of the Rings, The Hobbit and a bit of The Silmarillion, I don't really know whether this is discussed in some other book, or maybe even in some letter by Tolkien.