GCHDX vs. NELIX

In the year-to-date period, GCHDX achieves a 7.43% return, which is significantly higher than NELIX's -0.08% return.

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GCHDX has a 0.85% expense ratio, which is lower than NELIX's 1.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Gotham Hedged Core Fund (GCHDX) and Nuveen Equity Long/Short Fund (NELIX). 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.

The current GCHDX Sharpe Ratio is 0.06, which is lower than the NELIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GCHDX and NELIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GCHDX's dividend yield for the trailing twelve months is around 17.26%, more than NELIX's 4.78% yield.

The maximum GCHDX drawdown since its inception was -28.60%, roughly equal to the maximum NELIX drawdown of -28.72%. Use the drawdown chart below to compare losses from any high point for GCHDX and NELIX.

Gotham Hedged Core Fund (GCHDX) has a higher volatility of 3.70% compared to Nuveen Equity Long/Short Fund (NELIX) at 2.99%. This indicates that GCHDX's price experiences larger fluctuations and is considered to be riskier than NELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.