GAB vs. JRS
GAB (The Gabelli Equity Trust Inc) is Large Cap Value Equities fund managed by Gabelli Funds, while JRS (Nuveen Real Estate Income Fund) is a stock. Over the past 10 years, GAB returned 11.17%/yr vs 5.70%/yr for JRS. At a 0.43 correlation, their price movements are largely independent. GAB charges 0.01%/yr vs 1.53%/yr for JRS.
Performance
GAB vs. JRS - Performance Comparison
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Returns By Period
In the year-to-date period, GAB achieves a -5.00% return, which is significantly lower than JRS's 13.72% return. Over the past 10 years, GAB has outperformed JRS with an annualized return of 11.17%, while JRS has yielded a comparatively lower 5.70% annualized return.
GAB
- 1D
- 0.36%
- 1M
- 1.07%
- YTD
- -5.00%
- 6M
- -2.96%
- 1Y
- 7.76%
- 3Y*
- 10.78%
- 5Y*
- 5.48%
- 10Y*
- 11.17%
JRS
- 1D
- 0.23%
- 1M
- 3.52%
- YTD
- 13.72%
- 6M
- 14.62%
- 1Y
- 15.37%
- 3Y*
- 14.20%
- 5Y*
- 2.51%
- 10Y*
- 5.70%
GAB vs. JRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAB The Gabelli Equity Trust Inc | -5.00% | 27.03% | 18.05% | 3.37% | -16.30% | 28.26% | 14.70% | 31.62% | -8.77% | 24.66% |
JRS Nuveen Real Estate Income Fund | 13.72% | -3.38% | 19.74% | 13.42% | -35.61% | 62.86% | -12.66% | 34.92% | -18.07% | 14.38% |
Correlation
The correlation between GAB and JRS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2001 | 0.43 |
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Return for Risk
GAB vs. JRS — Risk / Return Rank
GAB
JRS
GAB vs. JRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Equity Trust Inc (GAB) and Nuveen Real Estate Income Fund (JRS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GAB | JRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.20 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.39 | -0.79 |
| Martin ratioReturn relative to average drawdown | 1.55 | 4.52 | -2.97 |
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Drawdowns
GAB vs. JRS - Drawdown Comparison
The maximum GAB drawdown since its inception was -74.62%, smaller than the maximum JRS drawdown of -87.80%. Use the drawdown chart below to compare losses from any high point for GAB and JRS.
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Drawdown Indicators
| GAB | JRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.62% | -87.80% | +13.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -11.10% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -19.63% | -25.33% | +5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -45.57% | +18.97% |
Max Drawdown (10Y)Largest decline over 10 years | -46.92% | -54.64% | +7.72% |
Current DrawdownCurrent decline from peak | -7.84% | -3.91% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -19.05% | +8.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 3.42% | +1.61% |
Volatility
GAB vs. JRS - Volatility Comparison
The current volatility for The Gabelli Equity Trust Inc (GAB) is 3.16%, while Nuveen Real Estate Income Fund (JRS) has a volatility of 5.26%. This indicates that GAB experiences smaller price fluctuations and is considered to be less risky than JRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAB | JRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 5.26% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 11.27% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 14.52% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 21.93% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.92% | 24.32% | -2.40% |
GAB vs. JRS - Expense Ratio Comparison
GAB has a 0.01% expense ratio, which is lower than JRS's 1.53% expense ratio.
Dividends
GAB vs. JRS - Dividend Comparison
GAB's dividend yield for the trailing twelve months is around 10.54%, more than JRS's 7.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAB The Gabelli Equity Trust Inc | 10.54% | 9.72% | 11.15% | 11.81% | 10.95% | 8.72% | 9.57% | 9.85% | 12.55% | 9.80% | 10.87% | 12.05% |
JRS Nuveen Real Estate Income Fund | 7.98% | 8.88% | 7.88% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% |
Frequently Asked Questions
GAB and JRS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRS has higher volatility (5.26%) compared to GAB (3.16%). In terms of maximum drawdown, GAB dropped -74.62% vs JRS's -87.80%.
JRS currently has the higher Sharpe Ratio (1.06 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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