GTRFX vs. SAOAX
Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and Guggenheim Alpha Opportunity Fund (SAOAX).
GTRFX is managed by Gotham. It was launched on Mar 30, 2015. SAOAX is managed by Guggenheim. It was launched on Jul 6, 2003.
Performance
GTRFX vs. SAOAX - Performance Comparison
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GTRFX vs. SAOAX - 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% |
SAOAX Guggenheim Alpha Opportunity Fund | 10.98% | -2.00% | 10.49% | 8.81% | -8.66% | 14.38% | 0.17% | -2.26% | -11.25% | 7.48% |
Returns By Period
In the year-to-date period, GTRFX achieves a -0.53% return, which is significantly lower than SAOAX's 10.98% return. Over the past 10 years, GTRFX has outperformed SAOAX with an annualized return of 8.10%, while SAOAX has yielded a comparatively lower 2.97% 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%
SAOAX
- 1D
- 0.77%
- 1M
- 0.29%
- YTD
- 10.98%
- 6M
- 12.29%
- 1Y
- 3.61%
- 3Y*
- 8.23%
- 5Y*
- 4.80%
- 10Y*
- 2.97%
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GTRFX vs. SAOAX - Expense Ratio Comparison
GTRFX has a 0.00% expense ratio, which is lower than SAOAX's 1.76% expense ratio.
Return for Risk
GTRFX vs. SAOAX — Risk / Return Rank
GTRFX
SAOAX
GTRFX vs. SAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and Guggenheim Alpha Opportunity Fund (SAOAX). 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 | SAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.08 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.55 | 0.63 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.19 | +1.00 |
Martin ratioReturn relative to average drawdown | 5.74 | 0.96 | +4.78 |
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 | SAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.08 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.17 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.14 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.30 | +0.31 |
Correlation
The correlation between GTRFX and SAOAX is 0.55, 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. SAOAX - Dividend Comparison
GTRFX's dividend yield for the trailing twelve months is around 9.58%, more than SAOAX's 0.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAOAX Guggenheim Alpha Opportunity Fund | 0.64% | 0.71% | 1.06% | 0.62% | 0.72% | 0.82% | 1.22% | 0.92% | 1.17% | 7.07% | 0.03% |
Drawdowns
GTRFX vs. SAOAX - Drawdown Comparison
The maximum GTRFX drawdown since its inception was -29.58%, smaller than the maximum SAOAX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for GTRFX and SAOAX.
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Drawdown Indicators
| GTRFX | SAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.58% | -52.28% | +22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -6.53% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.51% | -35.90% | +17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -29.58% | -35.90% | +6.32% |
Current DrawdownCurrent decline from peak | -4.67% | 0.00% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -8.77% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 6.97% | -4.64% |
Volatility
GTRFX vs. SAOAX - Volatility Comparison
Gotham Total Return Fund (GTRFX) has a higher volatility of 3.63% compared to Guggenheim Alpha Opportunity Fund (SAOAX) at 2.89%. This indicates that GTRFX's price experiences larger fluctuations and is considered to be riskier than SAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTRFX | SAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 2.89% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 6.07% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 61.24% | -46.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 28.68% | -15.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 21.13% | -7.22% |