GVALX vs. GONIX
Compare and contrast key facts about Gotham Large Value Fund (GVALX) and Gotham Neutral Fund Institutional Class (GONIX).
GVALX is managed by Gotham. It was launched on Dec 31, 2015. GONIX is an actively managed fund by Gotham. It was launched on Aug 30, 2013.
Performance
GVALX vs. GONIX - Performance Comparison
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GVALX vs. GONIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GVALX Gotham Large Value Fund | 1.49% | 13.83% | 11.88% | 11.74% | -6.84% | 28.96% | 3.42% | 12.79% |
GONIX Gotham Neutral Fund Institutional Class | -1.40% | 7.13% | 17.70% | 10.06% | 6.59% | 19.25% | -16.47% | -1.54% |
Returns By Period
In the year-to-date period, GVALX achieves a 1.49% return, which is significantly higher than GONIX's -1.40% return.
GVALX
- 1D
- -0.28%
- 1M
- -7.46%
- YTD
- 1.49%
- 6M
- 4.69%
- 1Y
- 12.67%
- 3Y*
- 12.73%
- 5Y*
- 9.42%
- 10Y*
- —
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%
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GVALX vs. GONIX - Expense Ratio Comparison
GVALX has a 1.05% expense ratio, which is lower than GONIX's 1.51% expense ratio.
Return for Risk
GVALX vs. GONIX — Risk / Return Rank
GVALX
GONIX
GVALX vs. GONIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Large Value Fund (GVALX) 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.
| GVALX | GONIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.67 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.96 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.13 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.97 | +0.03 |
Martin ratioReturn relative to average drawdown | 4.41 | 2.30 | +2.11 |
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
| GVALX | GONIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.67 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.63 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.49 | +0.05 |
Correlation
The correlation between GVALX and GONIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GVALX vs. GONIX - Dividend Comparison
GVALX's dividend yield for the trailing twelve months is around 11.64%, more than GONIX's 0.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVALX Gotham Large Value Fund | 11.64% | 11.81% | 10.72% | 9.77% | 7.59% | 18.49% | 1.61% | 2.40% | 0.00% | 0.00% | 0.00% | 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
GVALX vs. GONIX - Drawdown Comparison
The maximum GVALX drawdown since its inception was -38.56%, which is greater than GONIX's maximum drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for GVALX and GONIX.
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Drawdown Indicators
| GVALX | GONIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.56% | -24.52% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -4.13% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -18.68% | -6.15% | -12.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.46% | — |
Current DrawdownCurrent decline from peak | -7.46% | -1.53% | -5.93% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -7.43% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.74% | +0.99% |
Volatility
GVALX vs. GONIX - Volatility Comparison
Gotham Large Value Fund (GVALX) has a higher volatility of 3.31% compared to Gotham Neutral Fund Institutional Class (GONIX) at 1.80%. This indicates that GVALX'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.
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Volatility by Period
| GVALX | GONIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 1.80% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.08% | 4.25% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 6.72% | +9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 6.46% | +8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 6.47% | +13.19% |