Correlation
The correlation between GSPFX and VOOG is 0.95, 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. VOOG
Compare and contrast key facts about Gotham Enhanced S&P 500 Index Fund (GSPFX) and Vanguard S&P 500 Growth ETF (VOOG).
GSPFX is managed by Gotham. It was launched on Dec 30, 2016. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GSPFX or VOOG.
Performance
GSPFX vs. VOOG - Performance Comparison
Loading data...
Key characteristics
GSPFX:
0.11
VOOG:
0.81
GSPFX:
0.22
VOOG:
1.14
GSPFX:
1.04
VOOG:
1.16
GSPFX:
0.05
VOOG:
0.81
GSPFX:
0.13
VOOG:
2.71
GSPFX:
9.45%
VOOG:
6.66%
GSPFX:
22.15%
VOOG:
25.20%
GSPFX:
-36.14%
VOOG:
-32.73%
GSPFX:
-12.42%
VOOG:
-2.88%
Returns By Period
In the year-to-date period, GSPFX achieves a 0.23% return, which is significantly lower than VOOG's 2.14% return.
GSPFX
0.23%
5.02%
-11.82%
1.39%
6.57%
9.94%
N/A
VOOG
2.14%
8.20%
2.92%
20.09%
17.26%
16.67%
14.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GSPFX vs. VOOG - Expense Ratio Comparison
GSPFX has a 0.50% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
GSPFX vs. VOOG — Risk-Adjusted Performance Rank
GSPFX
VOOG
GSPFX vs. VOOG - Risk-Adjusted Performance 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 Growth ETF (VOOG). 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.
Loading data...
Dividends
GSPFX vs. VOOG - Dividend Comparison
GSPFX's dividend yield for the trailing twelve months is around 10.99%, more than VOOG's 0.55% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.55% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
Drawdowns
GSPFX vs. VOOG - Drawdown Comparison
The maximum GSPFX drawdown since its inception was -36.14%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for GSPFX and VOOG.
Loading data...
Volatility
GSPFX vs. VOOG - Volatility Comparison
The current volatility for Gotham Enhanced S&P 500 Index Fund (GSPFX) is 5.01%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.54%. This indicates that GSPFX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...