Correlation
The correlation between GSPFX and AAPL is 0.70, 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.
GSPFX vs. AAPL
Compare and contrast key facts about Gotham Enhanced S&P 500 Index Fund (GSPFX) and Apple Inc (AAPL).
GSPFX is managed by Gotham. It was launched on Dec 30, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSPFX or AAPL.
Performance
GSPFX vs. AAPL - Performance Comparison
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Key characteristics
GSPFX:
0.11
AAPL:
0.17
GSPFX:
0.22
AAPL:
0.51
GSPFX:
1.04
AAPL:
1.07
GSPFX:
0.05
AAPL:
0.19
GSPFX:
0.13
AAPL:
0.57
GSPFX:
9.45%
AAPL:
10.94%
GSPFX:
22.15%
AAPL:
33.11%
GSPFX:
-36.14%
AAPL:
-81.80%
GSPFX:
-12.42%
AAPL:
-22.27%
Returns By Period
In the year-to-date period, GSPFX achieves a 0.23% return, which is significantly higher than AAPL's -19.60% return.
GSPFX
0.23%
5.02%
-11.82%
1.39%
6.57%
9.94%
N/A
AAPL
-19.60%
-5.72%
-15.17%
4.96%
11.09%
21.05%
21.31%
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Risk-Adjusted Performance
GSPFX vs. AAPL — Risk-Adjusted Performance Rank
GSPFX
AAPL
GSPFX vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced S&P 500 Index Fund (GSPFX) and Apple Inc (AAPL). 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.
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Dividends
GSPFX vs. AAPL - Dividend Comparison
GSPFX's dividend yield for the trailing twelve months is around 10.99%, more than AAPL's 0.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | 10.99% | 11.01% | 3.15% | 8.37% | 6.67% | 0.95% | 3.41% | 19.92% | 3.44% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
Drawdowns
GSPFX vs. AAPL - Drawdown Comparison
The maximum GSPFX drawdown since its inception was -36.14%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for GSPFX and AAPL.
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Volatility
GSPFX vs. AAPL - Volatility Comparison
The current volatility for Gotham Enhanced S&P 500 Index Fund (GSPFX) is 5.01%, while Apple Inc (AAPL) has a volatility of 9.61%. This indicates that GSPFX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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