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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gotham Enhanced S&P 500 Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Gotham Enhanced S&P 500 Index Fund (GSPFX) has returned -5.77% so far this year and 13.75% over the past 12 months.
Gotham Enhanced S&P 500 Index Fund
- 1D
- -0.39%
- 1M
- -7.53%
- YTD
- -5.77%
- 6M
- -2.54%
- 1Y
- 13.75%
- 3Y*
- 16.56%
- 5Y*
- 11.60%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2017, GSPFX's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, your investment would double in approximately 5.0 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.2%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GSPFX closed higher 52% of trading days. The best single day was Dec 18, 2024 with a return of +9.8%, while the worst single day was Dec 19, 2024 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.06% | -0.16% | -7.53% | -5.77% | |||||||||
| 2025 | 3.32% | -0.93% | -5.50% | -1.92% | 5.46% | 5.52% | 1.17% | 2.64% | 2.98% | 1.50% | 0.88% | 1.01% | 16.77% |
| 2024 | 1.69% | 4.48% | 3.59% | -4.03% | 4.67% | 2.71% | 1.71% | 2.27% | 2.54% | -0.72% | 5.71% | -3.44% | 22.74% |
| 2023 | 6.45% | -3.14% | 3.83% | 1.21% | 0.42% | 6.28% | 3.22% | -0.95% | -4.30% | -1.61% | 8.12% | 4.33% | 25.56% |
| 2022 | -4.37% | -2.88% | 4.19% | -7.61% | 1.47% | -8.51% | 8.15% | -3.13% | -9.15% | 8.56% | 5.72% | -5.97% | -14.75% |
| 2021 | -1.15% | 1.96% | 5.89% | 5.23% | 1.02% | 1.70% | 2.11% | 2.61% | -4.85% | 6.16% | -0.76% | 5.45% | 27.80% |
Benchmark Metrics
Gotham Enhanced S&P 500 Index Fund has an annualized alpha of 2.16%, beta of 0.95, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund captured 102.00% of S&P 500 Index gains but only 95.36% of its losses — a favorable profile for investors.
- This fund generated an annualized alpha of 2.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.95 and R² of 0.88, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.16%
- Beta
- 0.95
- R²
- 0.88
- Upside Capture
- 102.00%
- Downside Capture
- 95.36%
Expense Ratio
GSPFX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GSPFX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Gotham Enhanced S&P 500 Index Fund (GSPFX) and compare them to a chosen benchmark (S&P 500 Index).
| GSPFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.90 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.39 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.40 | -0.59 |
Martin ratioReturn relative to average drawdown | 3.86 | 6.61 | -2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GSPFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Gotham Enhanced S&P 500 Index Fund provided a 10.26% dividend yield over the last twelve months, with an annual payout of $1.83 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.83 | $1.83 | $1.96 | $0.50 | $1.10 | $1.11 | $0.13 | $0.42 | $1.99 | $0.42 |
Dividend yield | 10.26% | 9.67% | 11.01% | 3.15% | 8.37% | 6.67% | 0.95% | 3.41% | 19.92% | 3.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Gotham Enhanced S&P 500 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.83 | $1.83 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.96 | $1.96 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.50 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.10 | $1.10 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 | $1.11 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Gotham Enhanced S&P 500 Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Gotham Enhanced S&P 500 Index Fund was 33.10%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Gotham Enhanced S&P 500 Index Fund drawdown is 8.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.1% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
| -24.19% | Dec 19, 2024 | 74 | Apr 8, 2025 | 114 | Sep 22, 2025 | 188 |
| -21.33% | Dec 30, 2021 | 190 | Sep 30, 2022 | 198 | Jul 18, 2023 | 388 |
| -19.19% | Oct 3, 2018 | 57 | Dec 24, 2018 | 81 | Apr 23, 2019 | 138 |
| -10.31% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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