GTRFX vs. VOO
Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and Vanguard S&P 500 ETF (VOO).
GTRFX is managed by Gotham. It was launched on Mar 30, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTRFX or VOO.
Correlation
The correlation between GTRFX and VOO is 0.84, 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.
Performance
GTRFX vs. VOO - Performance Comparison
Key characteristics
GTRFX:
-0.25
VOO:
0.54
GTRFX:
-0.21
VOO:
0.88
GTRFX:
0.96
VOO:
1.13
GTRFX:
-0.19
VOO:
0.55
GTRFX:
-0.56
VOO:
2.27
GTRFX:
7.70%
VOO:
4.55%
GTRFX:
17.37%
VOO:
19.19%
GTRFX:
-33.05%
VOO:
-33.99%
GTRFX:
-15.64%
VOO:
-9.90%
Returns By Period
In the year-to-date period, GTRFX achieves a -2.84% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, GTRFX has underperformed VOO with an annualized return of 3.09%, while VOO has yielded a comparatively higher 12.24% annualized return.
GTRFX
-2.84%
-2.46%
-11.96%
-3.92%
3.48%
3.09%
VOO
-5.74%
-0.92%
-4.28%
9.78%
15.84%
12.24%
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GTRFX vs. VOO - Expense Ratio Comparison
GTRFX has a 0.00% expense ratio, which is lower than VOO's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
GTRFX vs. VOO — Risk-Adjusted Performance Rank
GTRFX
VOO
GTRFX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
GTRFX vs. VOO - Dividend Comparison
GTRFX's dividend yield for the trailing twelve months is around 1.92%, more than VOO's 1.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTRFX Gotham Total Return Fund | 1.92% | 1.86% | 3.19% | 0.59% | 0.92% | 0.70% | 0.86% | 0.39% | 0.28% | 0.05% | 1.89% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
GTRFX vs. VOO - Drawdown Comparison
The maximum GTRFX drawdown since its inception was -33.05%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GTRFX and VOO. For additional features, visit the drawdowns tool.
Volatility
GTRFX vs. VOO - Volatility Comparison
The current volatility for Gotham Total Return Fund (GTRFX) is 11.28%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that GTRFX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.