GSPFX vs. VOO
Compare and contrast key facts about Gotham Enhanced S&P 500 Index Fund (GSPFX) and Vanguard S&P 500 ETF (VOO).
GSPFX is managed by Gotham. It was launched on Dec 30, 2016. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
GSPFX vs. VOO - Performance Comparison
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GSPFX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 20.93% |
Returns By Period
In the year-to-date period, GSPFX achieves a -5.77% return, which is significantly lower than VOO's -3.66% return.
GSPFX
- 1D
- -0.39%
- 1M
- -7.53%
- YTD
- -5.77%
- 6M
- -2.54%
- 1Y
- 13.75%
- 3Y*
- 16.56%
- 5Y*
- 11.60%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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GSPFX vs. VOO - Expense Ratio Comparison
GSPFX has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
GSPFX vs. VOO — Risk / Return Rank
GSPFX
VOO
GSPFX vs. VOO - 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 S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.01 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.53 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.55 | -0.74 |
Martin ratioReturn relative to average drawdown | 3.86 | 7.31 | -3.44 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.01 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.71 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.83 | -0.09 |
Correlation
The correlation between GSPFX and VOO is 0.97, 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. VOO - Dividend Comparison
GSPFX's dividend yield for the trailing twelve months is around 10.26%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
GSPFX vs. VOO - Drawdown Comparison
The maximum GSPFX drawdown since its inception was -33.10%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GSPFX and VOO.
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Drawdown Indicators
| GSPFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -33.99% | +0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -11.98% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -24.52% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -8.44% | -5.55% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -3.72% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.55% | +0.21% |
Volatility
GSPFX vs. VOO - Volatility Comparison
The current volatility for Gotham Enhanced S&P 500 Index Fund (GSPFX) is 3.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that GSPFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSPFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 5.34% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.66% | 9.47% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 18.11% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 16.82% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 17.99% | +0.69% |