GENIX vs. CSPX.L
Compare and contrast key facts about Gotham Enhanced Return Fund (GENIX) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
GENIX is managed by Gotham. It was launched on May 31, 2013. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GENIX or CSPX.L.
Key characteristics
| GENIX | CSPX.L | |
|---|---|---|
| YTD Return | 34.37% | 26.45% |
| 1Y Return | 33.33% | 38.29% |
| 3Y Return (Ann) | 3.37% | 10.00% |
| 5Y Return (Ann) | 0.28% | 15.72% |
| 10Y Return (Ann) | 1.46% | 13.05% |
| Sharpe Ratio | 2.09 | 3.34 |
| Sortino Ratio | 2.41 | 4.61 |
| Omega Ratio | 1.46 | 1.63 |
| Calmar Ratio | 1.03 | 5.05 |
| Martin Ratio | 11.60 | 21.72 |
| Ulcer Index | 2.81% | 1.78% |
| Daily Std Dev | 15.55% | 11.54% |
| Max Drawdown | -55.97% | -33.90% |
| Current Drawdown | -4.13% | 0.00% |
Correlation
The correlation between GENIX and CSPX.L is 0.53, 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.
Performance
GENIX vs. CSPX.L - Performance Comparison
In the year-to-date period, GENIX achieves a 34.37% return, which is significantly higher than CSPX.L's 26.45% return. Over the past 10 years, GENIX has underperformed CSPX.L with an annualized return of 1.46%, while CSPX.L has yielded a comparatively higher 13.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GENIX vs. CSPX.L - Expense Ratio Comparison
GENIX has a 1.50% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Risk-Adjusted Performance
GENIX vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced Return Fund (GENIX) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.
Dividends
GENIX vs. CSPX.L - Dividend Comparison
Neither GENIX nor CSPX.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
GENIX Gotham Enhanced Return Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GENIX vs. CSPX.L - Drawdown Comparison
The maximum GENIX drawdown since its inception was -55.97%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for GENIX and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
GENIX vs. CSPX.L - Volatility Comparison
The current volatility for Gotham Enhanced Return Fund (GENIX) is 3.39%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.77%. This indicates that GENIX experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.