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ISIN
US3623951056
CUSIP
362395105
Issuer
Gabelli
Inception Date
Mar 3, 1986
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

GABAX Performance Chart

Gabelli Asset Fund (GABAX) is up 9.4% since the beginning of the year. GABAX is currently trading at $52 per share. Investors who bought $1,000 worth of GABAX shares 5 years ago would now be looking at an investment worth $1,446.


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S&P 500 Index

Returns By Period

Gabelli Asset Fund (GABAX) has returned 9.36% so far this year and 22.45% over the past 12 months. Over the last ten years, GABAX has returned 9.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Gabelli Asset Fund

1D
0.58%
1M
3.07%
YTD
9.36%
6M
8.17%
1Y
22.45%
3Y*
12.74%
5Y*
7.66%
10Y*
9.88%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GABAX Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 1986, GABAX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Oct 2008 at -19.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GABAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Oct 22, 1987 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.73%4.60%-7.56%5.94%-0.43%2.37%9.36%
20254.35%0.19%-3.15%-0.82%4.05%2.42%0.82%3.40%1.52%-0.21%2.37%0.83%16.65%
20240.10%2.59%3.85%-4.39%1.72%-1.71%5.22%1.83%1.34%-1.08%5.14%-6.14%8.07%
20236.48%-2.37%0.40%0.63%-5.23%7.65%2.32%-2.36%-5.39%-4.07%6.76%6.36%10.32%
2022-3.94%-2.04%2.56%-6.58%1.00%-8.68%7.43%-3.48%-8.32%9.81%7.34%-4.20%-10.74%
2021-1.37%5.12%4.12%4.49%3.03%-1.45%1.10%0.99%-4.26%3.70%-3.09%5.71%18.96%

Benchmark Metrics

Gabelli Asset Fund has an annualized alpha of 3.67%, beta of 0.76, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since February 28, 1986.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.83%) than losses (82.43%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
3.67%
Beta
0.76
0.79
Upside Capture
90.83%
Downside Capture
82.43%

Expense Ratio

GABAX has a high expense ratio of 1.33%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GABAX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


GABAX Risk / Return Rank: 4040
Overall Rank
GABAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GABAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
GABAX Omega Ratio Rank: 4040
Omega Ratio Rank
GABAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
GABAX Martin Ratio Rank: 4040
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Gabelli Asset Fund (GABAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GABAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.15

2.78

-0.64

Martin ratioReturn relative to average drawdown

8.18

12.44

-4.26

Dividends

Dividend History

Gabelli Asset Fund provided a 11.24% dividend yield over the last twelve months, with an annual payout of $5.82 per share.


8.00%10.00%12.00%14.00%16.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.82$5.82$7.01$3.90$4.78$5.72$7.09$5.52$4.95$5.13$7.05$7.56

Dividend yield

11.24%12.29%15.41%8.04%10.06%9.78%13.12%10.04%10.01%8.69%13.23%13.98%

Monthly Dividends

The table displays the monthly dividend distributions for Gabelli Asset Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.82$5.82
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.01$7.01
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.90$3.90
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.78$4.78
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.72$5.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Gabelli Asset Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Gabelli Asset Fund was 55.44%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.

The current Gabelli Asset Fund drawdown is 0.48%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.44%Mar 2009
1y 4mo1y 11mo
3y 3moOct 2007 - Feb 2011
COVID crash2020
-36.65%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
Dot-com crash2000–2002
-31.29%Oct 2002
1y 4mo1y 1mo
2y 6moMay 2001 - Dec 2003
Black Monday1987
-26.60%Oct 1987
2mo 17d11mo 7d
1y 1moAug 1987 - Sep 1988
1998 bear market1998
-22.81%Oct 1998
2mo 20d3mo
5mo 20dJul 1998 - Jan 1999

Drawdown Indicators


GABAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-56.78%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-9.10%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-15.11%

-18.90%

+3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

-25.43%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.65%

-33.92%

-2.73%

Current Drawdown

Current decline from peak

-0.48%

-1.80%

+1.32%

Average Drawdown

Average peak-to-trough decline

-5.55%

-10.71%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.03%

+0.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with GABAX

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