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GTAPX vs. VMNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTAPX vs. VMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). The values are adjusted to include any dividend payments, if applicable.

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GTAPX vs. VMNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTAPX
Quantitative U.S. Long/Short Equity Portfolio
2.33%12.79%13.28%4.42%3.16%17.72%-5.16%3.26%-8.65%8.74%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
6.12%9.36%5.84%12.33%13.47%23.39%-11.58%-9.48%0.66%-4.83%

Returns By Period

In the year-to-date period, GTAPX achieves a 2.33% return, which is significantly lower than VMNIX's 6.12% return. Over the past 10 years, GTAPX has outperformed VMNIX with an annualized return of 5.30%, while VMNIX has yielded a comparatively lower 4.06% annualized return.


GTAPX

1D
-0.30%
1M
-0.30%
YTD
2.33%
6M
6.61%
1Y
14.22%
3Y*
10.52%
5Y*
9.15%
10Y*
5.30%

VMNIX

1D
0.09%
1M
3.02%
YTD
6.12%
6M
8.21%
1Y
16.09%
3Y*
11.80%
5Y*
12.53%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTAPX vs. VMNIX - Expense Ratio Comparison

Both GTAPX and VMNIX have an expense ratio of 1.25%.


Return for Risk

GTAPX vs. VMNIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTAPX
GTAPX Risk / Return Rank: 9090
Overall Rank
GTAPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GTAPX Sortino Ratio Rank: 9191
Sortino Ratio Rank
GTAPX Omega Ratio Rank: 8585
Omega Ratio Rank
GTAPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
GTAPX Martin Ratio Rank: 9393
Martin Ratio Rank

VMNIX
VMNIX Risk / Return Rank: 9393
Overall Rank
VMNIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VMNIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VMNIX Omega Ratio Rank: 9090
Omega Ratio Rank
VMNIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VMNIX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTAPX vs. VMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). 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.


GTAPXVMNIXDifference

Sharpe ratio

Return per unit of total volatility

1.83

2.20

-0.38

Sortino ratio

Return per unit of downside risk

2.66

3.25

-0.59

Omega ratio

Gain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratio

Return relative to maximum drawdown

3.11

3.37

-0.26

Martin ratio

Return relative to average drawdown

11.29

9.61

+1.68

GTAPX vs. VMNIX - Sharpe Ratio Comparison

The current GTAPX Sharpe Ratio is 1.83, which is comparable to the VMNIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of GTAPX and VMNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTAPXVMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

2.20

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

1.75

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.64

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.31

+0.07

Correlation

The correlation between GTAPX and VMNIX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GTAPX vs. VMNIX - Dividend Comparison

GTAPX's dividend yield for the trailing twelve months is around 16.26%, more than VMNIX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
GTAPX
Quantitative U.S. Long/Short Equity Portfolio
16.26%16.63%11.79%11.23%0.00%0.00%0.00%0.96%0.00%0.00%0.00%0.00%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
3.37%3.59%5.67%5.15%0.78%0.20%0.86%3.23%1.00%1.16%0.45%0.10%

Drawdowns

GTAPX vs. VMNIX - Drawdown Comparison

The maximum GTAPX drawdown since its inception was -30.40%, which is greater than VMNIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for GTAPX and VMNIX.


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Drawdown Indicators


GTAPXVMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.40%

-27.90%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-4.95%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-12.21%

-6.69%

-5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

-24.95%

-5.45%

Current Drawdown

Current decline from peak

-1.27%

0.00%

-1.27%

Average Drawdown

Average peak-to-trough decline

-7.09%

-8.82%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.73%

-0.54%

Volatility

GTAPX vs. VMNIX - Volatility Comparison

Quantitative U.S. Long/Short Equity Portfolio (GTAPX) has a higher volatility of 2.07% compared to Vanguard Market Neutral Fund Institutional Shares (VMNIX) at 1.54%. This indicates that GTAPX's price experiences larger fluctuations and is considered to be riskier than VMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTAPXVMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.54%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.13%

5.73%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

8.19%

7.59%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.89%

7.19%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.20%

6.35%

+3.85%