GOFIX vs. NLY

In the year-to-date period, GOFIX achieves a -7.92% return, which is significantly lower than NLY's 7.18% return. Both investments have delivered pretty close results over the past 10 years, with GOFIX having a 4.49% annualized return and NLY not far ahead at 4.64%.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for GMO Resources Fund (GOFIX) and Annaly Capital Management, Inc. (NLY). 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.

The current GOFIX Sharpe Ratio is -0.88, which is lower than the NLY Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of GOFIX and NLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GOFIX's dividend yield for the trailing twelve months is around 3.70%, less than NLY's 13.98% yield.

The maximum GOFIX drawdown since its inception was -56.22%, smaller than the maximum NLY drawdown of -60.09%. Use the drawdown chart below to compare losses from any high point for GOFIX and NLY.

GMO Resources Fund (GOFIX) has a higher volatility of 7.92% compared to Annaly Capital Management, Inc. (NLY) at 5.87%. This indicates that GOFIX's price experiences larger fluctuations and is considered to be riskier than NLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.