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BUYZ vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUYZ and GABF is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

BUYZ vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
65.54%
100.38%
BUYZ
GABF

Key characteristics

Sharpe Ratio

BUYZ:

1.87

GABF:

2.82

Sortino Ratio

BUYZ:

2.56

GABF:

3.79

Omega Ratio

BUYZ:

1.33

GABF:

1.51

Calmar Ratio

BUYZ:

0.57

GABF:

4.85

Martin Ratio

BUYZ:

9.08

GABF:

20.78

Ulcer Index

BUYZ:

3.49%

GABF:

2.28%

Daily Std Dev

BUYZ:

16.96%

GABF:

16.81%

Max Drawdown

BUYZ:

-68.06%

GABF:

-17.14%

Current Drawdown

BUYZ:

-39.48%

GABF:

-6.43%

Returns By Period

In the year-to-date period, BUYZ achieves a 30.77% return, which is significantly lower than GABF's 43.66% return.


BUYZ

YTD

30.77%

1M

0.65%

6M

20.55%

1Y

30.38%

5Y*

N/A

10Y*

N/A

GABF

YTD

43.66%

1M

-3.19%

6M

24.50%

1Y

45.52%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUYZ vs. GABF - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than GABF's 0.10% expense ratio.


BUYZ
Franklin Disruptive Commerce ETF
Expense ratio chart for BUYZ: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BUYZ vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Gabelli Financial Services Opportunities ETF (GABF). 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.


Sharpe ratio
The chart of Sharpe ratio for BUYZ, currently valued at 1.87, compared to the broader market0.002.004.001.872.82
The chart of Sortino ratio for BUYZ, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.563.79
The chart of Omega ratio for BUYZ, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.51
The chart of Calmar ratio for BUYZ, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.274.85
The chart of Martin ratio for BUYZ, currently valued at 9.08, compared to the broader market0.0020.0040.0060.0080.00100.009.0820.78
BUYZ
GABF

The current BUYZ Sharpe Ratio is 1.87, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of BUYZ and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.87
2.82
BUYZ
GABF

Dividends

BUYZ vs. GABF - Dividend Comparison

BUYZ has not paid dividends to shareholders, while GABF's dividend yield for the trailing twelve months is around 3.44%.


TTM202320222021
BUYZ
Franklin Disruptive Commerce ETF
0.00%0.00%0.00%0.72%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%0.00%

Drawdowns

BUYZ vs. GABF - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.06%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for BUYZ and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.86%
-6.43%
BUYZ
GABF

Volatility

BUYZ vs. GABF - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) has a higher volatility of 5.39% compared to Gabelli Financial Services Opportunities ETF (GABF) at 5.03%. This indicates that BUYZ's price experiences larger fluctuations and is considered to be riskier than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
5.03%
BUYZ
GABF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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