PortfoliosLab logoPortfoliosLab logo
GARIX vs. SAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GARIX vs. SAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham Absolute Return Fund (GARIX) and Guggenheim Alpha Opportunity Fund (SAOAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GARIX vs. SAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GARIX
Gotham Absolute Return Fund
0.28%16.18%20.46%17.70%-5.04%26.87%-6.19%11.50%-4.86%10.01%
SAOAX
Guggenheim Alpha Opportunity Fund
10.98%-2.00%10.49%8.81%-8.66%14.38%0.17%-2.26%-11.25%7.48%

Returns By Period

In the year-to-date period, GARIX achieves a 0.28% return, which is significantly lower than SAOAX's 10.98% return. Over the past 10 years, GARIX has outperformed SAOAX with an annualized return of 8.69%, while SAOAX has yielded a comparatively lower 2.97% annualized return.


GARIX

1D
1.51%
1M
-1.96%
YTD
0.28%
6M
2.80%
1Y
17.39%
3Y*
16.76%
5Y*
12.75%
10Y*
8.69%

SAOAX

1D
0.77%
1M
0.29%
YTD
10.98%
6M
12.29%
1Y
3.61%
3Y*
8.23%
5Y*
4.80%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GARIX vs. SAOAX - Expense Ratio Comparison

GARIX has a 1.50% expense ratio, which is lower than SAOAX's 1.76% expense ratio.


Return for Risk

GARIX vs. SAOAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GARIX
GARIX Risk / Return Rank: 8585
Overall Rank
GARIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GARIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
GARIX Omega Ratio Rank: 8181
Omega Ratio Rank
GARIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
GARIX Martin Ratio Rank: 9494
Martin Ratio Rank

SAOAX
SAOAX Risk / Return Rank: 1919
Overall Rank
SAOAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SAOAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SAOAX Omega Ratio Rank: 6565
Omega Ratio Rank
SAOAX Calmar Ratio Rank: 77
Calmar Ratio Rank
SAOAX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GARIX vs. SAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham Absolute Return Fund (GARIX) and Guggenheim Alpha Opportunity Fund (SAOAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GARIXSAOAXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.08

+1.42

Sortino ratio

Return per unit of downside risk

2.16

0.63

+1.53

Omega ratio

Gain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratio

Return relative to maximum drawdown

2.44

0.19

+2.24

Martin ratio

Return relative to average drawdown

12.77

0.96

+11.81

GARIX vs. SAOAX - Sharpe Ratio Comparison

The current GARIX Sharpe Ratio is 1.50, which is higher than the SAOAX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of GARIX and SAOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GARIXSAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.08

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.17

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.14

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.30

+0.39

Correlation

The correlation between GARIX and SAOAX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GARIX vs. SAOAX - Dividend Comparison

GARIX's dividend yield for the trailing twelve months is around 7.16%, more than SAOAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
GARIX
Gotham Absolute Return Fund
7.16%7.18%18.74%5.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.36%
SAOAX
Guggenheim Alpha Opportunity Fund
0.64%0.71%1.06%0.62%0.72%0.82%1.22%0.92%1.17%7.07%0.03%0.00%

Drawdowns

GARIX vs. SAOAX - Drawdown Comparison

The maximum GARIX drawdown since its inception was -26.49%, smaller than the maximum SAOAX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for GARIX and SAOAX.


Loading graphics...

Drawdown Indicators


GARIXSAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.49%

-52.28%

+25.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-6.53%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.15%

-35.90%

+12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-26.49%

-35.90%

+9.41%

Current Drawdown

Current decline from peak

-3.03%

0.00%

-3.03%

Average Drawdown

Average peak-to-trough decline

-4.57%

-8.77%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

6.97%

-5.54%

Volatility

GARIX vs. SAOAX - Volatility Comparison

Gotham Absolute Return Fund (GARIX) and Guggenheim Alpha Opportunity Fund (SAOAX) have volatilities of 2.94% and 2.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GARIXSAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

2.89%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

6.07%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

61.24%

-49.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

28.68%

-13.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

21.13%

-7.26%