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DPG vs. GUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPG vs. GUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and The Gabelli Utility Trust (GUT). The values are adjusted to include any dividend payments, if applicable.

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DPG vs. GUT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
16.75%16.33%38.22%-25.07%3.15%30.37%-8.91%40.68%-15.84%9.12%
GUT
The Gabelli Utility Trust
1.82%33.14%6.01%-21.07%-1.10%9.51%13.19%42.32%-7.87%22.98%

Returns By Period

In the year-to-date period, DPG achieves a 16.75% return, which is significantly higher than GUT's 1.82% return. Over the past 10 years, DPG has underperformed GUT with an annualized return of 8.85%, while GUT has yielded a comparatively higher 9.37% annualized return.


DPG

1D
1.25%
1M
-1.20%
YTD
16.75%
6M
15.92%
1Y
27.54%
3Y*
11.58%
5Y*
10.89%
10Y*
8.85%

GUT

1D
-0.99%
1M
-2.11%
YTD
1.82%
6M
4.03%
1Y
24.40%
3Y*
5.28%
5Y*
6.85%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPG vs. GUT - Expense Ratio Comparison

DPG has a 2.26% expense ratio, which is higher than GUT's 0.01% expense ratio.


Return for Risk

DPG vs. GUT — Risk / Return Rank

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

DPG
DPG Risk / Return Rank: 8585
Overall Rank
DPG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DPG Sortino Ratio Rank: 8181
Sortino Ratio Rank
DPG Omega Ratio Rank: 8383
Omega Ratio Rank
DPG Calmar Ratio Rank: 8484
Calmar Ratio Rank
DPG Martin Ratio Rank: 9191
Martin Ratio Rank

GUT
GUT Risk / Return Rank: 8181
Overall Rank
GUT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GUT Sortino Ratio Rank: 7575
Sortino Ratio Rank
GUT Omega Ratio Rank: 6868
Omega Ratio Rank
GUT Calmar Ratio Rank: 9393
Calmar Ratio Rank
GUT Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DPG vs. GUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duff & Phelps Utility and Infrastructure Fund Inc (DPG) and The Gabelli Utility Trust (GUT). 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.


DPGGUTDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.44

+0.22

Sortino ratio

Return per unit of downside risk

2.15

2.03

+0.12

Omega ratio

Gain probability vs. loss probability

1.35

1.28

+0.07

Calmar ratio

Return relative to maximum drawdown

2.17

3.16

-0.99

Martin ratio

Return relative to average drawdown

11.11

13.32

-2.21

DPG vs. GUT - Sharpe Ratio Comparison

The current DPG Sharpe Ratio is 1.67, which is comparable to the GUT Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DPG and GUT, 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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Sharpe Ratios by Period


DPGGUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.44

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.32

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.40

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.29

-0.03

Correlation

The correlation between DPG and GUT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DPG vs. GUT - Dividend Comparison

DPG's dividend yield for the trailing twelve months is around 5.75%, less than GUT's 10.02% yield.


TTM20252024202320222021202020192018201720162015
DPG
Duff & Phelps Utility and Infrastructure Fund Inc
5.75%6.61%7.19%12.21%10.36%9.70%11.48%9.21%11.81%9.02%9.03%9.50%
GUT
The Gabelli Utility Trust
10.02%9.95%11.73%11.07%7.99%7.28%7.39%7.72%10.10%8.45%9.52%10.53%

Drawdowns

DPG vs. GUT - Drawdown Comparison

The maximum DPG drawdown since its inception was -64.61%, which is greater than GUT's maximum drawdown of -52.79%. Use the drawdown chart below to compare losses from any high point for DPG and GUT.


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Drawdown Indicators


DPGGUTDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-52.79%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-7.65%

-5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.11%

-33.94%

-7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-64.61%

-42.21%

-22.40%

Current Drawdown

Current decline from peak

-1.20%

-2.11%

+0.91%

Average Drawdown

Average peak-to-trough decline

-10.50%

-8.05%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

1.81%

+0.67%

Volatility

DPG vs. GUT - Volatility Comparison

The current volatility for Duff & Phelps Utility and Infrastructure Fund Inc (DPG) is 5.20%, while The Gabelli Utility Trust (GUT) has a volatility of 7.09%. This indicates that DPG experiences smaller price fluctuations and is considered to be less risky than GUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPGGUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

7.09%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

11.50%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

16.97%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

21.62%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

23.77%

+5.27%