PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CGDG vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGDG and GABF is 0.71, 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

CGDG vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Dividend Growers ETF (CGDG) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
2.73%
22.97%
CGDG
GABF

Key characteristics

Sharpe Ratio

CGDG:

1.01

GABF:

2.56

Sortino Ratio

CGDG:

1.43

GABF:

3.47

Omega Ratio

CGDG:

1.18

GABF:

1.47

Calmar Ratio

CGDG:

1.89

GABF:

4.43

Martin Ratio

CGDG:

6.21

GABF:

19.28

Ulcer Index

CGDG:

1.69%

GABF:

2.24%

Daily Std Dev

CGDG:

10.41%

GABF:

16.91%

Max Drawdown

CGDG:

-5.54%

GABF:

-17.14%

Current Drawdown

CGDG:

-5.54%

GABF:

-7.35%

Returns By Period

In the year-to-date period, CGDG achieves a 9.78% return, which is significantly lower than GABF's 42.26% return.


CGDG

YTD

9.78%

1M

-2.46%

6M

2.73%

1Y

12.32%

5Y*

N/A

10Y*

N/A

GABF

YTD

42.26%

1M

-4.27%

6M

22.96%

1Y

45.93%

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.


CGDG vs. GABF - Expense Ratio Comparison

CGDG has a 0.47% expense ratio, which is higher than GABF's 0.10% expense ratio.


CGDG
Capital Group Dividend Growers ETF
Expense ratio chart for CGDG: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
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

CGDG vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Growers ETF (CGDG) 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 CGDG, currently valued at 1.01, compared to the broader market0.002.004.001.012.56
The chart of Sortino ratio for CGDG, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.433.47
The chart of Omega ratio for CGDG, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.47
The chart of Calmar ratio for CGDG, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.894.43
The chart of Martin ratio for CGDG, currently valued at 6.21, compared to the broader market0.0020.0040.0060.0080.00100.006.2119.28
CGDG
GABF

The current CGDG Sharpe Ratio is 1.01, which is lower than the GABF Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of CGDG 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 Ratio1.002.003.004.005.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.01
2.56
CGDG
GABF

Dividends

CGDG vs. GABF - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 1.96%, less than GABF's 3.48% yield.


TTM20232022
CGDG
Capital Group Dividend Growers ETF
1.96%0.39%0.00%
GABF
Gabelli Financial Services Opportunities ETF
3.48%4.95%1.31%

Drawdowns

CGDG vs. GABF - Drawdown Comparison

The maximum CGDG drawdown since its inception was -5.54%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for CGDG and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.54%
-7.35%
CGDG
GABF

Volatility

CGDG vs. GABF - Volatility Comparison

The current volatility for Capital Group Dividend Growers ETF (CGDG) is 3.24%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 4.89%. This indicates that CGDG experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
4.89%
CGDG
GABF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab