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EMAYX vs. GABCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMAYX vs. GABCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX) and Gabelli ABC Fund (GABCX). The values are adjusted to include any dividend payments, if applicable.

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EMAYX vs. GABCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
2.42%21.17%4.10%5.96%-8.78%9.83%5.29%7.71%-2.78%5.61%
GABCX
Gabelli ABC Fund
1.20%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, EMAYX achieves a 2.42% return, which is significantly higher than GABCX's 1.20% return. Over the past 10 years, EMAYX has outperformed GABCX with an annualized return of 5.49%, while GABCX has yielded a comparatively lower 3.13% annualized return.


EMAYX

1D
-0.05%
1M
-4.32%
YTD
2.42%
6M
6.81%
1Y
19.97%
3Y*
10.35%
5Y*
5.43%
10Y*
5.49%

GABCX

1D
-0.09%
1M
-2.14%
YTD
1.20%
6M
1.45%
1Y
6.72%
3Y*
5.01%
5Y*
3.35%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMAYX vs. GABCX - Expense Ratio Comparison

EMAYX has a 1.01% expense ratio, which is higher than GABCX's 0.79% expense ratio.


Return for Risk

EMAYX vs. GABCX — Risk / Return Rank

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

EMAYX
EMAYX Risk / Return Rank: 8686
Overall Rank
EMAYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMAYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
EMAYX Calmar Ratio Rank: 8282
Calmar Ratio Rank
EMAYX Martin Ratio Rank: 8989
Martin Ratio Rank

GABCX
GABCX Risk / Return Rank: 6969
Overall Rank
GABCX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GABCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
GABCX Omega Ratio Rank: 6363
Omega Ratio Rank
GABCX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GABCX Martin Ratio Rank: 6464
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.

EMAYX vs. GABCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX) 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.


EMAYXGABCXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.25

+0.49

Sortino ratio

Return per unit of downside risk

2.41

1.79

+0.62

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

2.01

1.78

+0.22

Martin ratio

Return relative to average drawdown

9.70

6.15

+3.55

EMAYX vs. GABCX - Sharpe Ratio Comparison

The current EMAYX Sharpe Ratio is 1.74, which is higher than the GABCX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EMAYX and GABCX, 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


EMAYXGABCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.25

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.72

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.88

-0.45

Correlation

The correlation between EMAYX and GABCX is 0.82, 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.


Dividends

EMAYX vs. GABCX - Dividend Comparison

EMAYX's dividend yield for the trailing twelve months is around 4.11%, less than GABCX's 4.56% yield.


TTM20252024202320222021202020192018201720162015
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
4.11%4.21%0.00%3.00%0.80%6.84%0.24%1.80%5.52%1.24%0.00%0.00%
GABCX
Gabelli ABC Fund
4.56%4.61%0.00%3.35%1.38%4.55%0.44%2.95%3.69%0.13%2.37%2.63%

Drawdowns

EMAYX vs. GABCX - Drawdown Comparison

The maximum EMAYX drawdown since its inception was -47.93%, which is greater than GABCX's maximum drawdown of -10.80%. Use the drawdown chart below to compare losses from any high point for EMAYX and GABCX.


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Drawdown Indicators


EMAYXGABCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.93%

-10.80%

-37.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-3.60%

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.95%

-8.67%

-7.28%

Max Drawdown (10Y)

Largest decline over 10 years

-24.90%

-10.80%

-14.10%

Current Drawdown

Current decline from peak

-4.32%

-2.14%

-2.18%

Average Drawdown

Average peak-to-trough decline

-4.50%

-0.95%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.05%

+0.96%

Volatility

EMAYX vs. GABCX - Volatility Comparison

Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX) has a higher volatility of 3.19% compared to Gabelli ABC Fund (GABCX) at 1.32%. This indicates that EMAYX's price experiences larger fluctuations and is considered to be riskier 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


EMAYXGABCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

1.32%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

3.44%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

5.47%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.87%

4.68%

+6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.50%

4.24%

+6.26%