ARBNX vs. GABCX
Compare and contrast key facts about The Arbitrage Fund Class Institutional (ARBNX) and Gabelli ABC Fund (GABCX).
ARBNX is managed by Arbitrage Funds. It was launched on Oct 17, 2003. GABCX is managed by Gabelli. It was launched on May 13, 1993.
Performance
ARBNX vs. GABCX - Performance Comparison
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ARBNX vs. GABCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARBNX The Arbitrage Fund Class Institutional | 0.78% | 8.29% | 2.95% | 6.05% | -0.67% | 1.05% | 5.71% | 3.84% | 2.33% | 2.87% |
GABCX Gabelli ABC Fund | 1.84% | 5.86% | 2.97% | 6.84% | -2.02% | 4.37% | 2.90% | 4.80% | 0.20% | 2.20% |
Returns By Period
In the year-to-date period, ARBNX achieves a 0.78% return, which is significantly lower than GABCX's 1.84% return. Over the past 10 years, ARBNX has outperformed GABCX with an annualized return of 3.48%, while GABCX has yielded a comparatively lower 3.20% annualized return.
ARBNX
- 1D
- 0.21%
- 1M
- -0.07%
- YTD
- 0.78%
- 6M
- 2.79%
- 1Y
- 6.44%
- 3Y*
- 5.93%
- 5Y*
- 3.24%
- 10Y*
- 3.48%
GABCX
- 1D
- 0.64%
- 1M
- -1.51%
- YTD
- 1.84%
- 6M
- 2.10%
- 1Y
- 7.40%
- 3Y*
- 5.23%
- 5Y*
- 3.43%
- 10Y*
- 3.20%
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ARBNX vs. GABCX - Expense Ratio Comparison
ARBNX has a 1.49% expense ratio, which is higher than GABCX's 0.79% expense ratio.
Return for Risk
ARBNX vs. GABCX — Risk / Return Rank
ARBNX
GABCX
ARBNX vs. GABCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Arbitrage Fund Class Institutional (ARBNX) and Gabelli ABC Fund (GABCX). 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.
| ARBNX | GABCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.69 | 1.35 | +1.34 |
Sortino ratioReturn per unit of downside risk | 4.19 | 1.94 | +2.25 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.26 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.08 | +1.70 |
Martin ratioReturn relative to average drawdown | 18.61 | 7.14 | +11.47 |
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
| ARBNX | GABCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 1.35 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.73 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.76 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.88 | -0.31 |
Correlation
The correlation between ARBNX and GABCX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ARBNX vs. GABCX - Dividend Comparison
ARBNX's dividend yield for the trailing twelve months is around 3.69%, less than GABCX's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARBNX The Arbitrage Fund Class Institutional | 3.69% | 3.72% | 1.18% | 2.11% | 3.85% | 0.51% | 6.70% | 2.12% | 1.93% | 3.80% | 0.93% | 2.30% |
GABCX Gabelli ABC Fund | 4.53% | 4.61% | 0.00% | 3.35% | 1.38% | 4.55% | 0.44% | 2.95% | 3.69% | 0.13% | 2.37% | 2.63% |
Drawdowns
ARBNX vs. GABCX - Drawdown Comparison
The maximum ARBNX drawdown since its inception was -14.42%, which is greater than GABCX's maximum drawdown of -10.80%. Use the drawdown chart below to compare losses from any high point for ARBNX and GABCX.
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Drawdown Indicators
| ARBNX | GABCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.42% | -10.80% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.74% | -3.60% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -7.44% | -8.67% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -11.90% | -10.80% | -1.10% |
Current DrawdownCurrent decline from peak | -0.14% | -1.51% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -0.95% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 1.05% | -0.70% |
Volatility
ARBNX vs. GABCX - Volatility Comparison
The current volatility for The Arbitrage Fund Class Institutional (ARBNX) is 0.65%, while Gabelli ABC Fund (GABCX) has a volatility of 1.51%. This indicates that ARBNX experiences smaller price fluctuations and is considered to be less risky than GABCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARBNX | GABCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 1.51% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 3.50% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.43% | 5.50% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.65% | 4.69% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.42% | 4.24% | +0.18% |