- ISIN
- US3608753220
- CUSIP
- 360875322
- Issuer
- Gotham
- Inception Date
- Dec 30, 2016
- Category
- Large Cap Blend Equities
- Min. Investment
- $5,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GSPFX Performance Chart
Gotham Enhanced S&P 500 Index Fund (GSPFX) is up 12.1% since the beginning of the year. GSPFX is currently trading at $21 per share. Investors who bought $1,000 worth of GSPFX shares 5 years ago would now be looking at an investment worth $1,942.
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Returns By Period
Gotham Enhanced S&P 500 Index Fund (GSPFX) has returned 12.07% so far this year and 29.69% over the past 12 months.
Gotham Enhanced S&P 500 Index Fund
- 1D
- -0.24%
- 1M
- 6.12%
- YTD
- 12.07%
- 6M
- 13.09%
- 1Y
- 29.69%
- 3Y*
- 21.94%
- 5Y*
- 14.19%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
GSPFX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, GSPFX's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.
Historically, 70% of months were positive and 30% 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 53% 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% | -5.04% | 9.25% | 5.91% | 0.09% | 12.07% | ||||||
| 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 101.74% 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
- 101.74%
- 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 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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 S&P 500 Index.
| GSPFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 2.93 | +0.75 |
| Martin ratioReturn relative to average drawdown | 16.66 | 13.52 | +3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Gotham Enhanced S&P 500 Index Fund provided a 8.63% 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 | 8.63% | 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 | $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 0.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.10%Mar 2020 | 1mo 9d | 4mo 16d | 5mo 25dFeb 2020 - Aug 2020 |
2025 selloff2025 | -24.19%Apr 2025 | 3mo 20d | 5mo 17d | 9mo 7dDec 2024 - Sep 2025 |
Bear market2022 | -21.33%Sep 2022 | 9mo 4d | 9mo 21d | 1y 6moDec 2021 - Jul 2023 |
Rate-hike selloffLate 2018 | -19.19%Dec 2018 | 2mo 22d | 4mo | 6mo 22dOct 2018 - Apr 2019 |
2018 correction2018 | -10.31%Feb 2018 | 10d | 5mo 17d | 5mo 27dJan 2018 - Jul 2018 |
Drawdown Indicators
| GSPFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -56.78% | +23.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -9.10% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | -18.90% | -5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -25.43% | +1.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.74% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -10.72% | +6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.97% | -0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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