GINDX vs. BKTSX
GINDX (Gotham Index Plus Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, GINDX returned 15.77%/yr vs 15.16%/yr for BKTSX. Their correlation of 0.90 suggests significant overlap in exposure. GINDX charges 1.15%/yr vs 0.02%/yr for BKTSX.
Performance
GINDX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, GINDX achieves a 3.39% return, which is significantly lower than BKTSX's 8.63% return. Both investments have delivered pretty close results over the past 10 years, with GINDX having a 15.77% annualized return and BKTSX not far behind at 15.16%.
GINDX
- 1D
- -1.34%
- 1M
- -3.18%
- YTD
- 3.39%
- 6M
- 2.08%
- 1Y
- 19.49%
- 3Y*
- 21.62%
- 5Y*
- 14.83%
- 10Y*
- 15.77%
BKTSX
- 1D
- -1.32%
- 1M
- -0.85%
- YTD
- 8.63%
- 6M
- 7.18%
- 1Y
- 22.45%
- 3Y*
- 20.59%
- 5Y*
- 12.00%
- 10Y*
- 15.16%
GINDX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GINDX Gotham Index Plus Fund | 3.39% | 22.25% | 25.96% | 26.40% | -11.61% | 32.73% | 6.79% | 19.39% | -3.49% | 26.05% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 8.63% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between GINDX and BKTSX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.90 |
The correlation between GINDX and BKTSX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
GINDX vs. BKTSX — Risk / Return Rank
GINDX
BKTSX
GINDX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Index Plus Fund (GINDX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GINDX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.70 | -0.38 |
| Martin ratioReturn relative to average drawdown | 8.84 | 12.02 | -3.18 |
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Drawdowns
GINDX vs. BKTSX - Drawdown Comparison
The maximum GINDX drawdown since its inception was -33.70%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for GINDX and BKTSX.
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Drawdown Indicators
| GINDX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -34.97% | +1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -8.87% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -19.29% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.77% | -24.98% | +5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -34.97% | +1.27% |
Current DrawdownCurrent decline from peak | -4.54% | -2.77% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -4.51% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.99% | +0.38% |
Volatility
GINDX vs. BKTSX - Volatility Comparison
The current volatility for Gotham Index Plus Fund (GINDX) is 4.58%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.89%. This indicates that GINDX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GINDX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.89% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 10.04% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 12.82% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 17.46% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 18.42% | -0.25% |
GINDX vs. BKTSX - Expense Ratio Comparison
GINDX has a 1.15% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
GINDX vs. BKTSX - Dividend Comparison
GINDX's dividend yield for the trailing twelve months is around 3.16%, more than BKTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.07% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
GINDX Gotham Index Plus Fund | 3.16% | 3.27% | 2.97% | 4.02% | 1.81% | 5.38% | 1.07% | 1.38% | 2.10% | 0.37% | 0.48% |
Frequently Asked Questions
GINDX and BKTSX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKTSX has higher volatility (4.89%) compared to GINDX (4.58%). In terms of maximum drawdown, GINDX dropped -33.70% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (1.88 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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