The Gabelli Dividend and Income Trust (GDV) Sharpe Ratio: 2.07

GDV's Sharpe Ratio of 2.07 indicates that for each unit of volatility, it generates 2.07 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

GDV Sharpe Ratio Rank

Average

GDV ranks above 58.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

GDV Sharpe Ratio Market Positioning

The chart shows GDV's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.33 or lower
Yellow zone (middle 50%): 1.33 to 2.32
Green zone (top 25%): 2.32 or higher
Top 1%: 4.31+
Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares The Gabelli Dividend and Income Trust's Sharpe Ratio with other mutual funds in the Dividend category across multiple time periods, showing how GDV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

Symbol	Name	1Y Sharpe Ratio
FDGDX	Fidelity Advisor 529 Dividend Growth Portfolio Class D	2.91
NFJ	Virtus Dividend, Interest and Premium Strategy Fund	2.78
FDGFX	Fidelity Dividend Growth Fund	2.76
VIHAX	Vanguard International High Dividend Yield Index Fund Admiral Shares	2.64
EPDPX	EuroPac International Dividend Income Fund Class A	2.52
EOD	Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund	2.51
PMAIX	Pioneer Multi-Asset Income Fund A	2.51
VHYAX	Vanguard High Dividend Yield Index Fund Admiral Shares	2.42
OIEJX	JPMorgan Equity Income Fund R6	2.38
CDDYX	Columbia Dividend Income Fund Institutional 3 Class	2.36
GDV	The Gabelli Dividend and Income Trust	2.07

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows GDV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GDV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does GDV fit in your portfolio?

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