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GAB vs. TWEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAB vs. TWEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Equity Trust Inc (GAB) and American Century Equity Income Fund (TWEIX). The values are adjusted to include any dividend payments, if applicable.

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GAB vs. TWEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAB
The Gabelli Equity Trust Inc
-5.84%27.03%18.05%3.37%-16.30%28.26%14.70%31.62%-8.77%24.66%
TWEIX
American Century Equity Income Fund
2.58%11.84%10.51%3.92%-3.06%16.83%1.10%24.14%-3.77%13.35%

Returns By Period

In the year-to-date period, GAB achieves a -5.84% return, which is significantly lower than TWEIX's 2.58% return. Over the past 10 years, GAB has outperformed TWEIX with an annualized return of 11.50%, while TWEIX has yielded a comparatively lower 8.66% annualized return.


GAB

1D
2.19%
1M
-6.00%
YTD
-5.84%
6M
-2.23%
1Y
13.59%
3Y*
10.70%
5Y*
6.95%
10Y*
11.50%

TWEIX

1D
-0.12%
1M
-5.77%
YTD
2.58%
6M
4.41%
1Y
9.60%
3Y*
9.46%
5Y*
7.27%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAB vs. TWEIX - Expense Ratio Comparison

GAB has a 0.01% expense ratio, which is lower than TWEIX's 0.94% expense ratio.


Return for Risk

GAB vs. TWEIX — Risk / Return Rank

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

GAB
GAB Risk / Return Rank: 3939
Overall Rank
GAB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GAB Sortino Ratio Rank: 3737
Sortino Ratio Rank
GAB Omega Ratio Rank: 3232
Omega Ratio Rank
GAB Calmar Ratio Rank: 5252
Calmar Ratio Rank
GAB Martin Ratio Rank: 3838
Martin Ratio Rank

TWEIX
TWEIX Risk / Return Rank: 4444
Overall Rank
TWEIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TWEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TWEIX Omega Ratio Rank: 4343
Omega Ratio Rank
TWEIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TWEIX Martin Ratio Rank: 4141
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.

GAB vs. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Equity Trust Inc (GAB) and American Century Equity Income Fund (TWEIX). 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.


GABTWEIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.91

-0.11

Sortino ratio

Return per unit of downside risk

1.23

1.33

-0.10

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.28

1.07

+0.21

Martin ratio

Return relative to average drawdown

4.05

4.18

-0.14

GAB vs. TWEIX - Sharpe Ratio Comparison

The current GAB Sharpe Ratio is 0.80, which is comparable to the TWEIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GAB and TWEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GABTWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.91

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.68

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.75

-0.42

Correlation

The correlation between GAB and TWEIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GAB vs. TWEIX - Dividend Comparison

GAB's dividend yield for the trailing twelve months is around 10.63%, more than TWEIX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
GAB
The Gabelli Equity Trust Inc
10.63%9.72%11.15%11.81%10.95%8.72%9.57%9.85%12.55%9.80%10.87%12.05%
TWEIX
American Century Equity Income Fund
10.11%10.35%11.51%8.02%8.76%6.83%2.00%7.38%8.79%11.95%7.88%10.49%

Drawdowns

GAB vs. TWEIX - Drawdown Comparison

The maximum GAB drawdown since its inception was -74.62%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for GAB and TWEIX.


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Drawdown Indicators


GABTWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-39.30%

-35.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-8.86%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-13.69%

-12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-46.92%

-32.82%

-14.10%

Current Drawdown

Current decline from peak

-8.66%

-5.77%

-2.89%

Average Drawdown

Average peak-to-trough decline

-10.66%

-4.17%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.33%

+1.08%

Volatility

GAB vs. TWEIX - Volatility Comparison

The Gabelli Equity Trust Inc (GAB) has a higher volatility of 5.08% compared to American Century Equity Income Fund (TWEIX) at 2.79%. This indicates that GAB's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABTWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

2.79%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

6.06%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

11.59%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

10.70%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

13.35%

+8.50%