GTAPX vs. SPY

In the year-to-date period, GTAPX achieves a 3.50% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, GTAPX has underperformed SPY with an annualized return of 2.63%, while SPY has yielded a comparatively higher 12.73% annualized return.

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GTAPX has a 1.25% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and SPDR S&P 500 ETF (SPY). 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.

The current GTAPX Sharpe Ratio is 0.05, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of GTAPX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GTAPX's dividend yield for the trailing twelve months is around 10.92%, more than SPY's 1.22% yield.

The maximum GTAPX drawdown since its inception was -30.40%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for GTAPX and SPY.

The current volatility for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) is 2.19%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that GTAPX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.