FTXR vs. GABF
Compare and contrast key facts about First Trust Nasdaq Transportation ETF (FTXR) and Gabelli Financial Services Opportunities ETF (GABF).
FTXR and GABF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTXR is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Transportation Index. It was launched on Sep 20, 2016. GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXR or GABF.
Key characteristics
| FTXR | GABF | |
|---|---|---|
| YTD Return | 21.79% | 47.75% |
| 1Y Return | 36.16% | 66.32% |
| Sharpe Ratio | 2.08 | 4.21 |
| Sortino Ratio | 2.90 | 5.54 |
| Omega Ratio | 1.36 | 1.76 |
| Calmar Ratio | 1.84 | 7.29 |
| Martin Ratio | 8.81 | 34.93 |
| Ulcer Index | 4.69% | 2.04% |
| Daily Std Dev | 19.93% | 16.91% |
| Max Drawdown | -52.06% | -17.14% |
| Current Drawdown | -0.72% | -2.21% |
Correlation
The correlation between FTXR and GABF is 0.79, 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.
Performance
FTXR vs. GABF - Performance Comparison
In the year-to-date period, FTXR achieves a 21.79% return, which is significantly lower than GABF's 47.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTXR vs. GABF - Expense Ratio Comparison
FTXR has a 0.60% expense ratio, which is higher than GABF's 0.10% expense ratio.
Risk-Adjusted Performance
FTXR vs. GABF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) 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.
Dividends
FTXR vs. GABF - Dividend Comparison
FTXR's dividend yield for the trailing twelve months is around 1.25%, less than GABF's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
FTXR First Trust Nasdaq Transportation ETF | 1.25% | 1.50% | 2.38% | 0.67% | 0.33% | 1.34% | 1.74% | 1.18% | 0.24% |
GABF Gabelli Financial Services Opportunities ETF | 3.35% | 4.95% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTXR vs. GABF - Drawdown Comparison
The maximum FTXR drawdown since its inception was -52.06%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for FTXR and GABF. For additional features, visit the drawdowns tool.
Volatility
FTXR vs. GABF - Volatility Comparison
First Trust Nasdaq Transportation ETF (FTXR) and Gabelli Financial Services Opportunities ETF (GABF) have volatilities of 8.15% and 7.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.