GONIX vs. GENIX
Compare and contrast key facts about Gotham Neutral Fund Institutional Class (GONIX) and Gotham Enhanced Return Fund (GENIX).
GONIX is an actively managed fund by Gotham. It was launched on Aug 30, 2013. GENIX is managed by Gotham. It was launched on May 31, 2013.
Performance
GONIX vs. GENIX - Performance Comparison
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GONIX vs. GENIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GONIX Gotham Neutral Fund Institutional Class | -1.40% | 7.13% | 17.70% | 10.06% | 6.59% | 19.25% | -16.47% | -0.39% | -2.38% | 0.67% |
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% |
Returns By Period
In the year-to-date period, GONIX achieves a -1.40% return, which is significantly higher than GENIX's -2.93% return. Over the past 10 years, GONIX has underperformed GENIX with an annualized return of 3.90%, while GENIX has yielded a comparatively higher 12.02% annualized return.
GONIX
- 1D
- 0.41%
- 1M
- -0.00%
- YTD
- -1.40%
- 6M
- 0.41%
- 1Y
- 4.00%
- 3Y*
- 11.02%
- 5Y*
- 10.49%
- 10Y*
- 3.90%
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%
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GONIX vs. GENIX - Expense Ratio Comparison
GONIX has a 1.51% expense ratio, which is higher than GENIX's 1.50% expense ratio.
Return for Risk
GONIX vs. GENIX — Risk / Return Rank
GONIX
GENIX
GONIX vs. GENIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Neutral Fund Institutional Class (GONIX) and Gotham Enhanced Return Fund (GENIX). 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.
| GONIX | GENIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.17 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.72 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.44 | -0.47 |
Martin ratioReturn relative to average drawdown | 2.30 | 7.68 | -5.38 |
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
| GONIX | GENIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.17 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.63 | 0.92 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.59 | -0.10 |
Correlation
The correlation between GONIX and GENIX is 0.58, 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
GONIX vs. GENIX - Dividend Comparison
GONIX's dividend yield for the trailing twelve months is around 0.14%, less than GENIX's 2.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GONIX Gotham Neutral Fund Institutional Class | 0.14% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% |
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% |
Drawdowns
GONIX vs. GENIX - Drawdown Comparison
The maximum GONIX drawdown since its inception was -24.52%, smaller than the maximum GENIX drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for GONIX and GENIX.
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Drawdown Indicators
| GONIX | GENIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -39.35% | +14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.13% | -12.80% | +8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -6.15% | -20.74% | +14.59% |
Max Drawdown (10Y)Largest decline over 10 years | -22.46% | -39.35% | +16.89% |
Current DrawdownCurrent decline from peak | -1.53% | -6.44% | +4.91% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -5.72% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.40% | -0.66% |
Volatility
GONIX vs. GENIX - Volatility Comparison
The current volatility for Gotham Neutral Fund Institutional Class (GONIX) is 1.80%, while Gotham Enhanced Return Fund (GENIX) has a volatility of 3.65%. This indicates that GONIX experiences smaller price fluctuations and is considered to be less risky than GENIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GONIX | GENIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 3.65% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 9.16% | -4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.72% | 18.67% | -11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 17.20% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.47% | 18.50% | -12.03% |