PortfoliosLab logoPortfoliosLab logo
EMAYX vs. GABEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMAYX vs. GABEX - Performance Comparison

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

Loading graphics...

EMAYX vs. GABEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
3.60%21.17%4.10%5.96%-8.78%9.83%5.29%7.71%-2.78%5.61%
GABEX
Gabelli Equity Income Fund
0.13%4.33%6.62%8.25%-5.22%23.28%7.54%75.11%-11.37%15.16%

Returns By Period

In the year-to-date period, EMAYX achieves a 3.60% return, which is significantly higher than GABEX's 0.13% return. Over the past 10 years, EMAYX has underperformed GABEX with an annualized return of 5.61%, while GABEX has yielded a comparatively higher 11.38% annualized return.


EMAYX

1D
1.15%
1M
-3.21%
YTD
3.60%
6M
8.05%
1Y
21.36%
3Y*
10.77%
5Y*
5.51%
10Y*
5.61%

GABEX

1D
2.00%
1M
-7.94%
YTD
0.13%
6M
2.41%
1Y
2.04%
3Y*
5.65%
5Y*
4.97%
10Y*
11.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EMAYX vs. GABEX - Expense Ratio Comparison

EMAYX has a 1.01% expense ratio, which is lower than GABEX's 1.42% expense ratio.


Return for Risk

EMAYX vs. GABEX — Risk / Return Rank

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

EMAYX
EMAYX Risk / Return Rank: 8787
Overall Rank
EMAYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMAYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMAYX Omega Ratio Rank: 8383
Omega Ratio Rank
EMAYX Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMAYX Martin Ratio Rank: 9090
Martin Ratio Rank

GABEX
GABEX Risk / Return Rank: 77
Overall Rank
GABEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GABEX Sortino Ratio Rank: 66
Sortino Ratio Rank
GABEX Omega Ratio Rank: 77
Omega Ratio Rank
GABEX Calmar Ratio Rank: 77
Calmar Ratio Rank
GABEX Martin Ratio Rank: 77
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. GABEX - Risk-Adjusted Trends Comparison

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


EMAYXGABEXDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.14

+1.67

Sortino ratio

Return per unit of downside risk

2.51

0.30

+2.21

Omega ratio

Gain probability vs. loss probability

1.35

1.05

+0.30

Calmar ratio

Return relative to maximum drawdown

2.25

0.10

+2.14

Martin ratio

Return relative to average drawdown

10.81

0.22

+10.58

EMAYX vs. GABEX - Sharpe Ratio Comparison

The current EMAYX Sharpe Ratio is 1.82, which is higher than the GABEX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EMAYX and GABEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMAYXGABEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.14

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.33

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.54

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.59

-0.16

Correlation

The correlation between EMAYX and GABEX is 0.89, 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. GABEX - Dividend Comparison

EMAYX's dividend yield for the trailing twelve months is around 4.06%, less than GABEX's 19.61% yield.


TTM20252024202320222021202020192018201720162015
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
4.06%4.21%0.00%3.00%0.80%6.84%0.24%1.80%5.52%1.24%0.00%0.00%
GABEX
Gabelli Equity Income Fund
19.61%20.83%33.06%23.48%20.49%19.96%32.82%65.43%31.87%17.83%16.63%7.78%

Drawdowns

EMAYX vs. GABEX - Drawdown Comparison

The maximum EMAYX drawdown since its inception was -47.93%, smaller than the maximum GABEX drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for EMAYX and GABEX.


Loading graphics...

Drawdown Indicators


EMAYXGABEXDifference

Max Drawdown

Largest peak-to-trough decline

-47.93%

-52.25%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-13.11%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-15.95%

-17.59%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-24.90%

-37.27%

+12.37%

Current Drawdown

Current decline from peak

-3.21%

-9.39%

+6.18%

Average Drawdown

Average peak-to-trough decline

-4.50%

-5.16%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

6.13%

-4.11%

Volatility

EMAYX vs. GABEX - Volatility Comparison

The current volatility for Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX) is 3.47%, while Gabelli Equity Income Fund (GABEX) has a volatility of 5.46%. This indicates that EMAYX experiences smaller price fluctuations and is considered to be less risky than GABEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMAYXGABEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

5.46%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

9.06%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

18.09%

-6.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.88%

15.26%

-4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.51%

21.32%

-10.81%