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 Apr 5, 2019.
Performance
GSPFX vs. VOOG - Performance Comparison
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GSPFX vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | -3.23% | 16.77% | 22.74% | 25.56% | -14.75% | 27.80% | 13.47% | 28.91% | -1.82% | 24.01% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 26.26% |
Returns By Period
In the year-to-date period, GSPFX achieves a -3.23% return, which is significantly higher than VOOG's -6.97% return.
GSPFX
- 1D
- 2.70%
- 1M
- -4.94%
- YTD
- -3.23%
- 6M
- -0.26%
- 1Y
- 16.27%
- 3Y*
- 17.60%
- 5Y*
- 11.96%
- 10Y*
- —
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
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GSPFX vs. VOOG - Expense Ratio Comparison
GSPFX has a 0.50% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Return for Risk
GSPFX vs. VOOG — Risk / Return Rank
GSPFX
VOOG
GSPFX vs. VOOG - 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 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.
| GSPFX | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.05 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.62 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.76 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.37 | 6.81 | -1.44 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.05 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.84 | -0.08 |
Correlation
The correlation between GSPFX and VOOG is 0.91, 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. VOOG - Dividend Comparison
GSPFX's dividend yield for the trailing twelve months is around 9.99%, more than VOOG's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSPFX Gotham Enhanced S&P 500 Index Fund | 9.99% | 9.67% | 11.01% | 3.15% | 8.37% | 6.67% | 0.95% | 3.41% | 19.92% | 3.45% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Drawdowns
GSPFX vs. VOOG - Drawdown Comparison
The maximum GSPFX drawdown since its inception was -33.10%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for GSPFX and VOOG.
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Drawdown Indicators
| GSPFX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -32.73% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -13.71% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -32.73% | +8.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.73% | — |
Current DrawdownCurrent decline from peak | -5.97% | -9.07% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -5.01% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.54% | -0.82% |
Volatility
GSPFX vs. VOOG - Volatility Comparison
The current volatility for Gotham Enhanced S&P 500 Index Fund (GSPFX) is 5.00%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. 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.
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Volatility by Period
| GSPFX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 7.28% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 12.68% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 22.28% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.66% | 21.16% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 20.65% | -1.95% |