GSPFX vs. VGSLX
Compare and contrast key facts about Gotham Enhanced S&P 500 Index Fund (GSPFX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX).
GSPFX is managed by Gotham. It was launched on Dec 30, 2016. VGSLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
GSPFX vs. VGSLX - Performance Comparison
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GSPFX vs. VGSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | -5.77% | 16.77% | 22.74% | 25.56% | -14.75% | 27.80% | 13.47% | 28.91% | -1.82% | 24.01% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.20% | 3.18% | 3.67% | 13.13% | -26.20% | 40.39% | -4.75% | 28.90% | -5.99% | 4.51% |
Returns By Period
In the year-to-date period, GSPFX achieves a -5.77% return, which is significantly lower than VGSLX's -0.20% return.
GSPFX
- 1D
- -0.39%
- 1M
- -7.53%
- YTD
- -5.77%
- 6M
- -2.54%
- 1Y
- 13.75%
- 3Y*
- 16.56%
- 5Y*
- 11.60%
- 10Y*
- —
VGSLX
- 1D
- 0.39%
- 1M
- -7.72%
- YTD
- -0.20%
- 6M
- -2.60%
- 1Y
- 0.30%
- 3Y*
- 5.86%
- 5Y*
- 2.85%
- 10Y*
- 4.47%
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GSPFX vs. VGSLX - Expense Ratio Comparison
GSPFX has a 0.50% expense ratio, which is higher than VGSLX's 0.12% expense ratio.
Return for Risk
GSPFX vs. VGSLX — Risk / Return Rank
GSPFX
VGSLX
GSPFX vs. VGSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced S&P 500 Index Fund (GSPFX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX). 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 | VGSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.07 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.29 | 0.21 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.03 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.09 | +0.72 |
Martin ratioReturn relative to average drawdown | 3.86 | 0.35 | +3.51 |
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 | VGSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.07 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.15 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.30 | +0.44 |
Correlation
The correlation between GSPFX and VGSLX is 0.57, 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
GSPFX vs. VGSLX - Dividend Comparison
GSPFX's dividend yield for the trailing twelve months is around 10.26%, more than VGSLX's 3.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | 10.26% | 9.67% | 11.01% | 3.15% | 8.37% | 6.67% | 0.95% | 3.41% | 19.92% | 3.45% | 0.00% | 0.00% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.99% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
Drawdowns
GSPFX vs. VGSLX - Drawdown Comparison
The maximum GSPFX drawdown since its inception was -33.10%, smaller than the maximum VGSLX drawdown of -73.05%. Use the drawdown chart below to compare losses from any high point for GSPFX and VGSLX.
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Drawdown Indicators
| GSPFX | VGSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -73.05% | +39.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -12.42% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -34.41% | +10.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.34% | — |
Current DrawdownCurrent decline from peak | -8.44% | -10.88% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -12.65% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.15% | -0.39% |
Volatility
GSPFX vs. VGSLX - Volatility Comparison
Gotham Enhanced S&P 500 Index Fund (GSPFX) and Vanguard Real Estate Index Fund Admiral Shares (VGSLX) have volatilities of 3.97% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSPFX | VGSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.13% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 9.13% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 16.32% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 18.86% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 20.85% | -2.17% |