GTRFX vs. GONIX
Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and Gotham Neutral Fund Institutional Class (GONIX).
GTRFX is managed by Gotham. It was launched on Mar 30, 2015. GONIX is an actively managed fund by Gotham. It was launched on Aug 30, 2013.
Performance
GTRFX vs. GONIX - Performance Comparison
Loading graphics...
GTRFX vs. GONIX - 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% |
GONIX Gotham Neutral Fund Institutional Class | -1.40% | 7.13% | 17.70% | 10.06% | 6.59% | 19.25% | -16.47% | -0.39% | -2.38% | 0.67% |
Returns By Period
In the year-to-date period, GTRFX achieves a -2.40% return, which is significantly lower than GONIX's -1.40% return. Over the past 10 years, GTRFX has outperformed GONIX with an annualized return of 7.89%, while GONIX has yielded a comparatively lower 3.90% 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%
GONIX
- 1D
- 0.41%
- 1M
- -0.00%
- YTD
- -1.40%
- 6M
- 0.41%
- 1Y
- 4.00%
- 3Y*
- 11.02%
- 5Y*
- 10.49%
- 10Y*
- 3.90%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTRFX vs. GONIX - Expense Ratio Comparison
GTRFX has a 0.00% expense ratio, which is lower than GONIX's 1.51% expense ratio.
Return for Risk
GTRFX vs. GONIX — Risk / Return Rank
GTRFX
GONIX
GTRFX vs. GONIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and Gotham Neutral Fund Institutional Class (GONIX). 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 | GONIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.67 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.96 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.97 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.82 | 2.30 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTRFX | GONIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.67 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 1.63 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.61 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.49 | +0.11 |
Correlation
The correlation between GTRFX and GONIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GTRFX vs. GONIX - Dividend Comparison
GTRFX's dividend yield for the trailing twelve months is around 9.77%, more than GONIX's 0.14% 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% |
GONIX Gotham Neutral Fund Institutional Class | 0.14% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% |
Drawdowns
GTRFX vs. GONIX - Drawdown Comparison
The maximum GTRFX drawdown since its inception was -29.58%, which is greater than GONIX's maximum drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for GTRFX and GONIX.
Loading graphics...
Drawdown Indicators
| GTRFX | GONIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.58% | -24.52% | -5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -4.13% | -7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.51% | -6.15% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -29.58% | -22.46% | -7.12% |
Current DrawdownCurrent decline from peak | -6.47% | -1.53% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -7.43% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 1.74% | +0.57% |
Volatility
GTRFX vs. GONIX - Volatility Comparison
Gotham Total Return Fund (GTRFX) has a higher volatility of 2.88% compared to Gotham Neutral Fund Institutional Class (GONIX) at 1.80%. This indicates that GTRFX's price experiences larger fluctuations and is considered to be riskier than GONIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTRFX | GONIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 1.80% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | 4.25% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.47% | 6.72% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 6.46% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 6.47% | +7.42% |