GTRFX vs. BDMIX
Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
GTRFX is managed by Gotham. It was launched on Mar 30, 2015. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
GTRFX vs. BDMIX - Performance Comparison
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GTRFX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTRFX Gotham Total Return Fund | -0.53% | 15.31% | 15.73% | 15.29% | -9.82% | 27.83% | -11.41% | 12.57% | -1.73% | 18.93% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
Returns By Period
In the year-to-date period, GTRFX achieves a -0.53% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, GTRFX has outperformed BDMIX with an annualized return of 8.10%, while BDMIX has yielded a comparatively lower 7.29% annualized return.
GTRFX
- 1D
- 1.92%
- 1M
- -4.26%
- YTD
- -0.53%
- 6M
- 2.49%
- 1Y
- 14.16%
- 3Y*
- 14.71%
- 5Y*
- 10.16%
- 10Y*
- 8.10%
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
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GTRFX vs. BDMIX - Expense Ratio Comparison
GTRFX has a 0.00% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
GTRFX vs. BDMIX — Risk / Return Rank
GTRFX
BDMIX
GTRFX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| GTRFX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 2.55 | -1.54 |
Sortino ratioReturn per unit of downside risk | 1.55 | 3.73 | -2.18 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 5.14 | -3.95 |
Martin ratioReturn relative to average drawdown | 5.74 | 14.25 | -8.52 |
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
| GTRFX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.55 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.76 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 1.27 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.15 | -0.54 |
Correlation
The correlation between GTRFX and BDMIX is 0.10, 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
GTRFX vs. BDMIX - Dividend Comparison
GTRFX's dividend yield for the trailing twelve months is around 9.58%, more than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTRFX Gotham Total Return Fund | 9.58% | 9.53% | 11.50% | 7.27% | 10.25% | 4.66% | 0.71% | 6.06% | 1.48% | 0.33% | 0.05% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
GTRFX vs. BDMIX - Drawdown Comparison
The maximum GTRFX drawdown since its inception was -29.58%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for GTRFX and BDMIX.
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Drawdown Indicators
| GTRFX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.58% | -11.89% | -17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -3.60% | -7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -18.51% | -7.45% | -11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -29.58% | -9.44% | -20.14% |
Current DrawdownCurrent decline from peak | -4.67% | -0.13% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -2.71% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 1.30% | +1.03% |
Volatility
GTRFX vs. BDMIX - Volatility Comparison
Gotham Total Return Fund (GTRFX) has a higher volatility of 3.63% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that GTRFX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTRFX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 1.72% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 4.78% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 6.93% | +7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 6.51% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 5.77% | +8.14% |