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GINDX vs. SPYI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GINDX vs. SPYI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham Index Plus Fund (GINDX) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE). The values are adjusted to include any dividend payments, if applicable.

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GINDX vs. SPYI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GINDX
Gotham Index Plus Fund
-7.06%22.25%25.96%26.40%-11.61%32.73%6.79%19.39%-3.49%26.05%
SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
-3.58%23.16%15.89%21.26%-17.70%17.67%15.69%26.91%-11.10%23.79%
Different Trading Currencies

GINDX is traded in USD, while SPYI.DE is traded in EUR. To make them comparable, the SPYI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GINDX achieves a -7.06% return, which is significantly lower than SPYI.DE's -3.58% return. Over the past 10 years, GINDX has outperformed SPYI.DE with an annualized return of 13.89%, while SPYI.DE has yielded a comparatively lower 11.09% annualized return.


GINDX

1D
-0.33%
1M
-6.66%
YTD
-7.06%
6M
-2.63%
1Y
16.54%
3Y*
19.80%
5Y*
14.02%
10Y*
13.89%

SPYI.DE

1D
0.77%
1M
-7.30%
YTD
-3.58%
6M
0.93%
1Y
21.19%
3Y*
16.13%
5Y*
8.80%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GINDX vs. SPYI.DE - Expense Ratio Comparison

GINDX has a 1.15% expense ratio, which is higher than SPYI.DE's 0.17% expense ratio.


Return for Risk

GINDX vs. SPYI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GINDX
GINDX Risk / Return Rank: 5252
Overall Rank
GINDX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GINDX Sortino Ratio Rank: 5555
Sortino Ratio Rank
GINDX Omega Ratio Rank: 5656
Omega Ratio Rank
GINDX Calmar Ratio Rank: 4747
Calmar Ratio Rank
GINDX Martin Ratio Rank: 5151
Martin Ratio Rank

SPYI.DE
SPYI.DE Risk / Return Rank: 4646
Overall Rank
SPYI.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPYI.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPYI.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SPYI.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYI.DE Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GINDX vs. SPYI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham Index Plus Fund (GINDX) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE). 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.


GINDXSPYI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.29

-0.32

Sortino ratio

Return per unit of downside risk

1.47

1.81

-0.34

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.16

1.57

-0.40

Martin ratio

Return relative to average drawdown

4.96

7.89

-2.92

GINDX vs. SPYI.DE - Sharpe Ratio Comparison

The current GINDX Sharpe Ratio is 0.96, which is comparable to the SPYI.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GINDX and SPYI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GINDXSPYI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.29

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.57

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.71

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.64

+0.15

Correlation

The correlation between GINDX and SPYI.DE is 0.54, 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.


Dividends

GINDX vs. SPYI.DE - Dividend Comparison

GINDX's dividend yield for the trailing twelve months is around 3.51%, while SPYI.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
GINDX
Gotham Index Plus Fund
3.51%3.27%2.97%4.02%1.81%5.38%1.07%1.38%2.10%0.37%0.48%
SPYI.DE
SPDR MSCI ACWI IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GINDX vs. SPYI.DE - Drawdown Comparison

The maximum GINDX drawdown since its inception was -33.70%, roughly equal to the maximum SPYI.DE drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for GINDX and SPYI.DE.


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Drawdown Indicators


GINDXSPYI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-34.60%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-13.69%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.77%

-21.66%

+1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.70%

-34.60%

+0.90%

Current Drawdown

Current decline from peak

-9.06%

-5.99%

-3.07%

Average Drawdown

Average peak-to-trough decline

-4.05%

-4.39%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.83%

+0.04%

Volatility

GINDX vs. SPYI.DE - Volatility Comparison

The current volatility for Gotham Index Plus Fund (GINDX) is 3.40%, while SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) has a volatility of 4.89%. This indicates that GINDX experiences smaller price fluctuations and is considered to be less risky than SPYI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GINDXSPYI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

4.89%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

8.82%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

16.40%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

15.35%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

16.02%

+2.18%