GDLFX vs. IAU

In the year-to-date period, GDLFX achieves a 8.29% return, which is significantly lower than IAU's 25.55% return.

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GDLFX has a 1.35% expense ratio, which is higher than IAU's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Gotham Defensive Long 500 Fund (GDLFX) and iShares Gold Trust (IAU). 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 GDLFX Sharpe Ratio is 1.33, which is lower than the IAU Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of GDLFX and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GDLFX's dividend yield for the trailing twelve months is around 2.49%, while IAU has not paid dividends to shareholders.

The maximum GDLFX drawdown since its inception was -32.56%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for GDLFX and IAU.

The current volatility for Gotham Defensive Long 500 Fund (GDLFX) is 3.80%, while iShares Gold Trust (IAU) has a volatility of 7.91%. This indicates that GDLFX experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.