GENIX vs. VMCPX
Compare and contrast key facts about Gotham Enhanced Return Fund (GENIX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX).
GENIX is managed by Gotham. It was launched on May 31, 2013. VMCPX is managed by Vanguard. It was launched on Dec 15, 2010.
Performance
GENIX vs. VMCPX - Performance Comparison
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GENIX vs. VMCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GENIX Gotham Enhanced Return Fund | -2.93% | 21.16% | 27.31% | 25.26% | -12.02% | 39.66% | -8.21% | 21.54% | -5.97% | 18.21% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | -2.79% | 11.70% | 14.68% | 16.55% | -18.68% | 24.54% | 18.20% | 31.06% | -9.23% | 19.28% |
Returns By Period
The year-to-date returns for both investments are quite close, with GENIX having a -2.93% return and VMCPX slightly higher at -2.79%. Over the past 10 years, GENIX has outperformed VMCPX with an annualized return of 12.02%, while VMCPX has yielded a comparatively lower 10.44% annualized return.
GENIX
- 1D
- -0.49%
- 1M
- -6.38%
- YTD
- -2.93%
- 6M
- 0.80%
- 1Y
- 20.93%
- 3Y*
- 21.55%
- 5Y*
- 15.72%
- 10Y*
- 12.02%
VMCPX
- 1D
- -0.66%
- 1M
- -7.87%
- YTD
- -2.79%
- 6M
- -3.58%
- 1Y
- 10.32%
- 3Y*
- 11.80%
- 5Y*
- 6.52%
- 10Y*
- 10.44%
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GENIX vs. VMCPX - Expense Ratio Comparison
GENIX has a 1.50% expense ratio, which is higher than VMCPX's 0.03% expense ratio.
Return for Risk
GENIX vs. VMCPX — Risk / Return Rank
GENIX
VMCPX
GENIX vs. VMCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced Return Fund (GENIX) and Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). 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.
| GENIX | VMCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.63 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.72 | 0.99 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.73 | +0.71 |
Martin ratioReturn relative to average drawdown | 7.68 | 3.40 | +4.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GENIX | VMCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.63 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.37 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.55 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.59 | 0.00 |
Correlation
The correlation between GENIX and VMCPX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GENIX vs. VMCPX - Dividend Comparison
GENIX's dividend yield for the trailing twelve months is around 2.13%, more than VMCPX's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GENIX Gotham Enhanced Return Fund | 2.13% | 2.07% | 19.28% | 9.82% | 8.02% | 19.31% | 0.14% | 32.49% | 9.60% | 0.97% | 0.00% | 1.85% |
VMCPX Vanguard Mid-Cap Index Fund Institutional Plus Shares | 1.55% | 1.53% | 1.50% | 1.52% | 1.61% | 1.13% | 1.45% | 1.49% | 1.84% | 1.37% | 1.47% | 1.50% |
Drawdowns
GENIX vs. VMCPX - Drawdown Comparison
The maximum GENIX drawdown since its inception was -39.35%, roughly equal to the maximum VMCPX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for GENIX and VMCPX.
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Drawdown Indicators
| GENIX | VMCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.35% | -39.30% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -12.77% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -20.74% | -27.54% | +6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.35% | -39.30% | -0.05% |
Current DrawdownCurrent decline from peak | -6.44% | -8.13% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -5.26% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.74% | -0.34% |
Volatility
GENIX vs. VMCPX - Volatility Comparison
The current volatility for Gotham Enhanced Return Fund (GENIX) is 3.65%, while Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) has a volatility of 4.23%. This indicates that GENIX experiences smaller price fluctuations and is considered to be less risky than VMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GENIX | VMCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 4.23% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 9.43% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 17.58% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 17.63% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 18.90% | -0.40% |