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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.


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.

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Key characteristics

Sharpe Ratio

CGDG:

1.18

GABF:

1.03

Sortino Ratio

CGDG:

1.61

GABF:

1.43

Omega Ratio

CGDG:

1.23

GABF:

1.22

Calmar Ratio

CGDG:

1.50

GABF:

1.13

Martin Ratio

CGDG:

7.16

GABF:

3.82

Ulcer Index

CGDG:

2.21%

GABF:

6.18%

Daily Std Dev

CGDG:

14.39%

GABF:

24.25%

Max Drawdown

CGDG:

-10.52%

GABF:

-20.86%

Current Drawdown

CGDG:

-0.12%

GABF:

-6.74%

Returns By Period

In the year-to-date period, CGDG achieves a 10.60% return, which is significantly higher than GABF's -0.67% return.


CGDG

YTD

10.60%

1M

2.84%

6M

7.66%

1Y

15.87%

3Y*

N/A

5Y*

N/A

10Y*

N/A

GABF

YTD

-0.67%

1M

3.05%

6M

-6.60%

1Y

23.94%

3Y*

23.00%

5Y*

N/A

10Y*

N/A

*Annualized

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CGDG vs. GABF - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CGDG vs. GABF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGDG
The Risk-Adjusted Performance Rank of CGDG is 8484
Overall Rank
The Sharpe Ratio Rank of CGDG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CGDG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CGDG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of CGDG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CGDG is 8888
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 7979
Overall Rank
The Sharpe Ratio Rank of GABF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CGDG Sharpe Ratio is 1.18, which is comparable to the GABF Sharpe Ratio of 1.03. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CGDG vs. GABF - Dividend Comparison

CGDG's dividend yield for the trailing twelve months is around 2.02%, less than GABF's 4.22% yield.


TTM202420232022
CGDG
Capital Group Dividend Growers ETF
2.02%2.15%0.39%0.00%
GABF
Gabelli Financial Services Opportunities ETF
4.22%4.19%4.95%1.31%

Drawdowns

CGDG vs. GABF - Drawdown Comparison

The maximum CGDG drawdown since its inception was -10.52%, smaller than the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for CGDG and GABF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CGDG vs. GABF - Volatility Comparison

The current volatility for Capital Group Dividend Growers ETF (CGDG) is 2.94%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.30%. 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.


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