GTRFX vs. GENIX
Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and Gotham Enhanced Return Fund (GENIX).
GTRFX is managed by Gotham. It was launched on Mar 30, 2015. GENIX is managed by Gotham. It was launched on May 31, 2013.
Performance
GTRFX vs. GENIX - Performance Comparison
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GTRFX vs. GENIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTRFX Gotham Total Return Fund | -2.40% | 15.31% | 15.73% | 15.29% | -9.82% | 27.83% | -11.41% | 12.57% | -1.73% | 18.93% |
GENIX Gotham Enhanced Return Fund | -2.93% | 21.16% | 27.31% | 25.26% | -12.02% | 39.66% | -8.21% | 21.54% | -5.97% | 18.21% |
Returns By Period
In the year-to-date period, GTRFX achieves a -2.40% return, which is significantly higher than GENIX's -2.93% return. Over the past 10 years, GTRFX has underperformed GENIX with an annualized return of 7.89%, while GENIX has yielded a comparatively higher 12.02% annualized return.
GTRFX
- 1D
- -0.08%
- 1M
- -6.20%
- YTD
- -2.40%
- 6M
- 0.98%
- 1Y
- 12.36%
- 3Y*
- 13.98%
- 5Y*
- 9.90%
- 10Y*
- 7.89%
GENIX
- 1D
- -0.49%
- 1M
- -6.38%
- YTD
- -2.93%
- 6M
- 0.80%
- 1Y
- 20.93%
- 3Y*
- 21.55%
- 5Y*
- 15.72%
- 10Y*
- 12.02%
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GTRFX vs. GENIX - Expense Ratio Comparison
GTRFX has a 0.00% expense ratio, which is lower than GENIX's 1.50% expense ratio.
Return for Risk
GTRFX vs. GENIX — Risk / Return Rank
GTRFX
GENIX
GTRFX vs. GENIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and Gotham Enhanced Return Fund (GENIX). 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 | GENIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.17 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.72 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.44 | -0.45 |
Martin ratioReturn relative to average drawdown | 4.82 | 7.68 | -2.86 |
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 | GENIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.17 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.92 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.65 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.59 | +0.01 |
Correlation
The correlation between GTRFX and GENIX is 0.90, 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
GTRFX vs. GENIX - Dividend Comparison
GTRFX's dividend yield for the trailing twelve months is around 9.77%, more than GENIX's 2.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTRFX Gotham Total Return Fund | 9.77% | 9.53% | 11.50% | 7.27% | 10.25% | 4.66% | 0.71% | 6.06% | 1.48% | 0.33% | 0.05% | 0.00% |
GENIX Gotham Enhanced Return Fund | 2.13% | 2.07% | 19.28% | 9.82% | 8.02% | 19.31% | 0.14% | 32.49% | 9.60% | 0.97% | 0.00% | 1.85% |
Drawdowns
GTRFX vs. GENIX - Drawdown Comparison
The maximum GTRFX drawdown since its inception was -29.58%, smaller than the maximum GENIX drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for GTRFX and GENIX.
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Drawdown Indicators
| GTRFX | GENIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.58% | -39.35% | +9.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -12.80% | +1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.51% | -20.74% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -29.58% | -39.35% | +9.77% |
Current DrawdownCurrent decline from peak | -6.47% | -6.44% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -5.72% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.40% | -0.09% |
Volatility
GTRFX vs. GENIX - Volatility Comparison
The current volatility for Gotham Total Return Fund (GTRFX) is 2.88%, while Gotham Enhanced Return Fund (GENIX) has a volatility of 3.65%. This indicates that GTRFX experiences smaller price fluctuations and is considered to be less risky than GENIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTRFX | GENIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.65% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 9.16% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.47% | 18.67% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 17.20% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 18.50% | -4.61% |