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FEIG vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEIG and GABF is 0.29, 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.


-0.50.00.51.00.3

Performance

FEIG vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-0.21%
21.11%
FEIG
GABF

Key characteristics

Sharpe Ratio

FEIG:

0.96

GABF:

2.81

Sortino Ratio

FEIG:

1.39

GABF:

3.83

Omega Ratio

FEIG:

1.16

GABF:

1.51

Calmar Ratio

FEIG:

0.41

GABF:

4.81

Martin Ratio

FEIG:

2.80

GABF:

17.43

Ulcer Index

FEIG:

1.94%

GABF:

2.70%

Daily Std Dev

FEIG:

5.66%

GABF:

16.71%

Max Drawdown

FEIG:

-22.26%

GABF:

-17.14%

Current Drawdown

FEIG:

-7.53%

GABF:

-2.02%

Returns By Period

In the year-to-date period, FEIG achieves a 1.28% return, which is significantly lower than GABF's 4.36% return.


FEIG

YTD

1.28%

1M

1.38%

6M

-0.21%

1Y

5.06%

5Y*

N/A

10Y*

N/A

GABF

YTD

4.36%

1M

1.80%

6M

21.11%

1Y

42.56%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FEIG vs. GABF - Expense Ratio Comparison

FEIG has a 0.12% expense ratio, which is higher than GABF's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
Expense ratio chart for FEIG: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
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

FEIG vs. GABF — Risk-Adjusted Performance Rank

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

FEIG
The Risk-Adjusted Performance Rank of FEIG is 2828
Overall Rank
The Sharpe Ratio Rank of FEIG is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FEIG is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FEIG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FEIG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FEIG is 2828
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 9393
Overall Rank
The Sharpe Ratio Rank of GABF is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 9393
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 9292
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.

FEIG vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) 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 FEIG, currently valued at 0.96, compared to the broader market0.002.004.000.962.81
The chart of Sortino ratio for FEIG, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.0010.0012.001.393.83
The chart of Omega ratio for FEIG, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.51
The chart of Calmar ratio for FEIG, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.124.81
The chart of Martin ratio for FEIG, currently valued at 2.80, compared to the broader market0.0020.0040.0060.0080.00100.002.8017.43
FEIG
GABF

The current FEIG Sharpe Ratio is 0.96, which is lower than the GABF Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of FEIG 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 Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
0.96
2.81
FEIG
GABF

Dividends

FEIG vs. GABF - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.72%, more than GABF's 4.02% yield.


TTM2024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.72%4.65%4.21%2.99%0.55%
GABF
Gabelli Financial Services Opportunities ETF
4.02%4.19%4.95%1.31%0.00%

Drawdowns

FEIG vs. GABF - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for FEIG and GABF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.41%
-2.02%
FEIG
GABF

Volatility

FEIG vs. GABF - Volatility Comparison

The current volatility for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) is 1.44%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 3.90%. This indicates that FEIG 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
1.44%
3.90%
FEIG
GABF
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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.

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