GSPFX vs. DFIEX
Compare and contrast key facts about Gotham Enhanced S&P 500 Index Fund (GSPFX) and DFA International Core Equity Portfolio I (DFIEX).
GSPFX is managed by Gotham. It was launched on Dec 30, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GSPFX vs. DFIEX - Performance Comparison
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GSPFX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | -2.44% | 16.77% | 22.74% | 25.56% | -14.75% | 27.80% | 13.47% | 28.91% | -1.82% | 24.01% |
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% | 27.17% |
Returns By Period
In the year-to-date period, GSPFX achieves a -2.44% return, which is significantly lower than DFIEX's 4.28% return.
GSPFX
- 1D
- 0.82%
- 1M
- -3.25%
- YTD
- -2.44%
- 6M
- 0.36%
- 1Y
- 16.55%
- 3Y*
- 17.92%
- 5Y*
- 12.14%
- 10Y*
- —
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%
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GSPFX vs. DFIEX - Expense Ratio Comparison
GSPFX has a 0.50% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GSPFX vs. DFIEX — Risk / Return Rank
GSPFX
DFIEX
GSPFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced S&P 500 Index Fund (GSPFX) 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.
| GSPFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 2.05 | -1.07 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.66 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.84 | -1.56 |
Martin ratioReturn relative to average drawdown | 6.05 | 11.17 | -5.11 |
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
| GSPFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.05 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.62 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.35 | +0.41 |
Correlation
The correlation between GSPFX and DFIEX is 0.76, 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
GSPFX vs. DFIEX - Dividend Comparison
GSPFX's dividend yield for the trailing twelve months is around 9.91%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | 9.91% | 9.67% | 11.01% | 3.15% | 8.37% | 6.67% | 0.95% | 3.41% | 19.92% | 3.45% | 0.00% | 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
GSPFX vs. DFIEX - Drawdown Comparison
The maximum GSPFX drawdown since its inception was -33.10%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GSPFX and DFIEX.
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Drawdown Indicators
| GSPFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -62.22% | +29.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -11.01% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -28.66% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -5.20% | -6.42% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -12.26% | +7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.80% | -0.18% |
Volatility
GSPFX vs. DFIEX - Volatility Comparison
The current volatility for Gotham Enhanced S&P 500 Index Fund (GSPFX) is 5.05%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that GSPFX 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.
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Volatility by Period
| GSPFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 6.66% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 10.52% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 15.92% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 15.66% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 16.35% | +2.34% |