GVLU vs. FNDB

In the year-to-date period, GVLU achieves a -0.72% return, which is significantly lower than FNDB's -0.18% return.

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GVLU has a 0.51% expense ratio, which is higher than FNDB's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Gotham 1000 Value ETF (GVLU) and Schwab Fundamental U.S. Broad Market Index ETF (FNDB). 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.

The current GVLU Sharpe Ratio is 0.18, which is lower than the FNDB Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GVLU and FNDB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GVLU's dividend yield for the trailing twelve months is around 2.90%, more than FNDB's 1.78% yield.

The maximum GVLU drawdown since its inception was -20.82%, smaller than the maximum FNDB drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for GVLU and FNDB.

Gotham 1000 Value ETF (GVLU) has a higher volatility of 5.39% compared to Schwab Fundamental U.S. Broad Market Index ETF (FNDB) at 4.60%. This indicates that GVLU's price experiences larger fluctuations and is considered to be riskier than FNDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.