- ISIN
- US3608754707
- CUSIP
- 360875470
- Issuer
- Gotham
- Inception Date
- Dec 31, 2015
- Category
- Large Cap Value Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
GVALX Performance Chart
Gotham Large Value Fund (GVALX) is up 9.6% since the beginning of the year. GVALX is currently trading at $15 per share. Investors who bought $1,000 worth of GVALX shares 5 years ago would now be looking at an investment worth $1,647.
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Returns By Period
Gotham Large Value Fund (GVALX) has returned 9.60% so far this year and 20.74% over the past 12 months.
Gotham Large Value Fund
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 9.60%
- 6M
- 8.67%
- 1Y
- 20.74%
- 3Y*
- 14.87%
- 5Y*
- 10.50%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GVALX Monthly Returns History
Based on dividend-adjusted daily data since Feb 22, 2019, GVALX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GVALX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.55% | 4.90% | -5.84% | 4.41% | 1.72% | -0.06% | 9.60% | ||||||
| 2025 | 3.98% | 1.39% | -2.75% | -3.18% | 3.50% | 3.45% | -0.48% | 3.63% | 0.66% | -0.79% | 2.58% | 1.35% | 13.83% |
| 2024 | 0.59% | 3.35% | 5.43% | -4.88% | 1.90% | -0.90% | 4.87% | 2.86% | 2.19% | -1.83% | 5.73% | -7.12% | 11.88% |
| 2023 | 5.35% | -3.88% | -0.44% | 0.52% | -4.25% | 6.97% | 3.65% | -1.38% | -3.29% | -3.40% | 6.90% | 5.47% | 11.74% |
| 2022 | -3.22% | -1.06% | 3.03% | -7.05% | 3.37% | -8.56% | 6.17% | -1.96% | -8.64% | 11.02% | 6.62% | -4.50% | -6.84% |
| 2021 | -1.19% | 3.74% | 7.90% | 3.91% | 3.52% | -0.59% | 0.71% | 1.87% | -3.91% | 5.33% | -1.76% | 6.88% | 28.96% |
Benchmark Metrics
Gotham Large Value Fund has an annualized alpha of -1.30%, beta of 0.90, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since February 22, 2019.
- This fund participated in 96.46% of S&P 500 Index downside but only 86.10% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R2 of 0.84, 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
- -1.30%
- Beta
- 0.90
- R²
- 0.84
- Upside Capture
- 86.10%
- Downside Capture
- 96.46%
Expense Ratio
GVALX has a high expense ratio of 1.05%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GVALX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Gotham Large Value Fund (GVALX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GVALX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.78 | +0.05 |
| Martin ratioReturn relative to average drawdown | 9.82 | 12.44 | -2.62 |
Dividends
Dividend History
Gotham Large Value Fund provided a 10.78% dividend yield over the last twelve months, with an annual payout of $1.66 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.66 | $1.66 | $1.48 | $1.33 | $1.02 | $2.87 | $0.23 | $0.34 |
Dividend yield | 10.78% | 11.81% | 10.72% | 9.77% | 7.59% | 18.49% | 1.61% | 2.40% |
Monthly Dividends
The table displays the monthly dividend distributions for Gotham Large Value 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 | $1.66 | $1.66 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.48 | $1.48 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $1.33 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.02 | $1.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.87 | $2.87 |
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 Large Value 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 Large Value Fund was 38.56%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Gotham Large Value Fund drawdown is 1.91%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -38.56%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Bear market2022 | -18.68%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -15.66%Apr 2025 | 4mo 7d | 2mo 24d | 7mo 1dDec 2024 - Jul 2025 |
2019 pullback2019 | -7.54%May 2019 | 1mo 7d | 1mo 1d | 2mo 8dApr 2019 - Jul 2019 |
2026 pullback2026 | -7.46%Mar 2026 | 28d | 1mo 29d | 2mo 27dMar 2026 - May 2026 |
Drawdown Indicators
| GVALX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.56% | -56.78% | +18.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -9.10% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.66% | -18.90% | +3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -18.68% | -25.43% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.91% | -1.80% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -10.71% | +6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.03% | +0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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