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

Correlation

The correlation between FIIG and GABF is 0.21, 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.


-0.50.00.51.00.2

Performance

FIIG vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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
0.08%
21.11%
FIIG
GABF

Key characteristics

Sharpe Ratio

FIIG:

1.00

GABF:

2.81

Sortino Ratio

FIIG:

1.51

GABF:

3.83

Omega Ratio

FIIG:

1.17

GABF:

1.51

Calmar Ratio

FIIG:

1.13

GABF:

4.81

Martin Ratio

FIIG:

2.93

GABF:

17.43

Ulcer Index

FIIG:

2.01%

GABF:

2.70%

Daily Std Dev

FIIG:

5.91%

GABF:

16.71%

Max Drawdown

FIIG:

-5.50%

GABF:

-17.14%

Current Drawdown

FIIG:

-2.55%

GABF:

-2.02%

Returns By Period

In the year-to-date period, FIIG achieves a 1.41% return, which is significantly lower than GABF's 4.36% return.


FIIG

YTD

1.41%

1M

1.46%

6M

0.08%

1Y

5.54%

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.


FIIG vs. GABF - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than GABF's 0.10% expense ratio.


FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
Expense ratio chart for FIIG: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
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

FIIG vs. GABF — Risk-Adjusted Performance Rank

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

FIIG
The Risk-Adjusted Performance Rank of FIIG is 3535
Overall Rank
The Sharpe Ratio Rank of FIIG is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FIIG is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FIIG is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FIIG is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FIIG is 2929
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.

FIIG vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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 FIIG, currently valued at 1.00, compared to the broader market0.002.004.001.002.81
The chart of Sortino ratio for FIIG, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.001.513.83
The chart of Omega ratio for FIIG, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.51
The chart of Calmar ratio for FIIG, currently valued at 1.13, compared to the broader market0.005.0010.0015.0020.001.134.81
The chart of Martin ratio for FIIG, currently valued at 2.93, compared to the broader market0.0020.0040.0060.0080.00100.002.9317.43
FIIG
GABF

The current FIIG Sharpe Ratio is 1.00, which is lower than the GABF Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of FIIG 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
1.00
2.81
FIIG
GABF

Dividends

FIIG vs. GABF - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.45%, more than GABF's 4.02% yield.


TTM202420232022
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
4.45%4.46%1.72%0.00%
GABF
Gabelli Financial Services Opportunities ETF
4.02%4.19%4.95%1.31%

Drawdowns

FIIG vs. GABF - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for FIIG and GABF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.55%
-2.02%
FIIG
GABF

Volatility

FIIG vs. GABF - Volatility Comparison

The current volatility for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) is 1.42%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 3.90%. This indicates that FIIG 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
1.42%
3.90%
FIIG
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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