GTRFX vs. WTLS

Last updated Apr 1, 2026

Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS).

GTRFX is managed by Gotham. It was launched on Mar 30, 2015. WTLS is an actively managed fund by WisdomTree. It was launched on Jan 20, 2026.

Performance

GTRFX vs. WTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham Total Return Fund (GTRFX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). The values are adjusted to include any dividend payments, if applicable.

GTRFX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
GTRFX Gotham Total Return Fund	-4.69%
WTLS WisdomTree Efficient Long/Short US Equity Fund	-2.35%

Returns By Period

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%

WTLS

• 1D: 3.22%
• 1M: -4.31%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GTRFX vs. WTLS - Expense Ratio Comparison

GTRFX has a 0.00% expense ratio, which is lower than WTLS's 0.88% expense ratio.

WTLS

WisdomTree Efficient Long/Short US Equity Fund

GTRFX

Gotham Total Return Fund

Return for Risk

GTRFX vs. WTLS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTRFX

GTRFX Risk / Return Rank: 46
GTRFX Sharpe Ratio Rank: 46
GTRFX Sortino Ratio Rank: 51
GTRFX Omega Ratio Rank: 48
GTRFX Calmar Ratio Rank: 37
GTRFX Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTRFX vs. WTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). 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	WTLS	Difference
Sharpe ratio Return per unit of total volatility	0.91	—	—
Sortino ratio Return per unit of downside risk	1.41	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	0.99	—	—
Martin ratio Return relative to average drawdown	4.82	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GTRFX	WTLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	-0.61	+1.21

Correlation

The correlation between GTRFX and WTLS is 0.66, 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. WTLS - Dividend Comparison

GTRFX's dividend yield for the trailing twelve months is around 9.77%, while WTLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
WTLS WisdomTree Efficient Long/Short US Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GTRFX vs. WTLS - Drawdown Comparison

The maximum GTRFX drawdown since its inception was -29.58%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for GTRFX and WTLS.

Drawdown Indicators

	GTRFX	WTLS	Difference
Max Drawdown Largest peak-to-trough decline	-29.58%	-8.94%	-20.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-29.58%	—	—
Current Drawdown Current decline from peak	-6.47%	-6.01%	-0.46%
Average Drawdown Average peak-to-trough decline	-4.34%	-2.84%	-1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	—	—

Volatility

Volatility by Period

	GTRFX	WTLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	19.88%	-5.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	19.88%	-6.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.89%	19.88%	-5.99%