GINDX vs. DFIEX
Compare and contrast key facts about Gotham Index Plus Fund (GINDX) and DFA International Core Equity Portfolio I (DFIEX).
GINDX is managed by Gotham. It was launched on Mar 31, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GINDX vs. DFIEX - Performance Comparison
Loading graphics...
GINDX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GINDX Gotham Index Plus Fund | -3.85% | 22.25% | 25.96% | 26.40% | -11.61% | 32.73% | 6.79% | 19.39% | -3.49% | 26.05% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GINDX achieves a -3.85% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, GINDX has outperformed DFIEX with an annualized return of 14.27%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
GINDX
- 1D
- 0.93%
- 1M
- -2.48%
- YTD
- -3.85%
- 6M
- 0.14%
- 1Y
- 18.79%
- 3Y*
- 21.17%
- 5Y*
- 14.55%
- 10Y*
- 14.27%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GINDX vs. DFIEX - Expense Ratio Comparison
GINDX has a 1.15% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GINDX vs. DFIEX — Risk / Return Rank
GINDX
DFIEX
GINDX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Index Plus Fund (GINDX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| GINDX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.05 | -0.96 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.66 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.84 | -1.11 |
Martin ratioReturn relative to average drawdown | 7.28 | 11.17 | -3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GINDX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.05 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.62 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.60 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.35 | +0.46 |
Correlation
The correlation between GINDX and DFIEX is 0.71, 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
GINDX vs. DFIEX - Dividend Comparison
GINDX's dividend yield for the trailing twelve months is around 3.40%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GINDX Gotham Index Plus Fund | 3.40% | 3.27% | 2.97% | 4.02% | 1.81% | 5.38% | 1.07% | 1.38% | 2.10% | 0.37% | 0.48% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GINDX vs. DFIEX - Drawdown Comparison
The maximum GINDX drawdown since its inception was -33.70%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GINDX and DFIEX.
Loading graphics...
Drawdown Indicators
| GINDX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -62.22% | +28.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -11.01% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.77% | -28.66% | +8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | -41.04% | +7.34% |
Current DrawdownCurrent decline from peak | -5.92% | -6.42% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -12.26% | +8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.80% | +0.12% |
Volatility
GINDX vs. DFIEX - Volatility Comparison
The current volatility for Gotham Index Plus Fund (GINDX) is 4.46%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that GINDX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GINDX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 6.66% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 10.52% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 15.92% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 15.66% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 16.35% | +1.86% |