NELIX vs. GCHDX

In the year-to-date period, NELIX achieves a -0.08% return, which is significantly lower than GCHDX's 7.43% return.

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NELIX has a 1.35% expense ratio, which is higher than GCHDX's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Long/Short Fund (NELIX) and Gotham Hedged Core Fund (GCHDX). 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 NELIX Sharpe Ratio is 0.69, which is higher than the GCHDX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of NELIX and GCHDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NELIX's dividend yield for the trailing twelve months is around 4.78%, less than GCHDX's 17.26% yield.

The maximum NELIX drawdown since its inception was -28.72%, roughly equal to the maximum GCHDX drawdown of -28.60%. Use the drawdown chart below to compare losses from any high point for NELIX and GCHDX.

The current volatility for Nuveen Equity Long/Short Fund (NELIX) is 2.99%, while Gotham Hedged Core Fund (GCHDX) has a volatility of 3.70%. This indicates that NELIX experiences smaller price fluctuations and is considered to be less risky than GCHDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.