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GAB vs. VIVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAB vs. VIVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Equity Trust Inc (GAB) and Vanguard Value Index Fund Institutional Shares (VIVIX). The values are adjusted to include any dividend payments, if applicable.

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GAB vs. VIVIX - 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%
VIVIX
Vanguard Value Index Fund Institutional Shares
1.63%15.30%15.99%9.23%-2.05%26.50%2.30%25.83%-5.44%17.14%

Returns By Period

In the year-to-date period, GAB achieves a -5.84% return, which is significantly lower than VIVIX's 1.63% return. Both investments have delivered pretty close results over the past 10 years, with GAB having a 11.50% annualized return and VIVIX not far ahead at 11.62%.


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%

VIVIX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.64%
1Y
14.18%
3Y*
14.46%
5Y*
10.63%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAB vs. VIVIX - Expense Ratio Comparison

GAB has a 0.01% expense ratio, which is lower than VIVIX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GAB vs. VIVIX — 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

VIVIX
VIVIX Risk / Return Rank: 5858
Overall Rank
VIVIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VIVIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIVIX Omega Ratio Rank: 6060
Omega Ratio Rank
VIVIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVIX Martin Ratio Rank: 6060
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. VIVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Equity Trust Inc (GAB) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.


GABVIVIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.04

-0.24

Sortino ratio

Return per unit of downside risk

1.23

1.50

-0.27

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

1.28

1.25

+0.04

Martin ratio

Return relative to average drawdown

4.05

5.67

-1.62

GAB vs. VIVIX - Sharpe Ratio Comparison

The current GAB Sharpe Ratio is 0.80, which is comparable to the VIVIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GAB and VIVIX, 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


GABVIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.04

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.77

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.70

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.07

Correlation

The correlation between GAB and VIVIX is 0.61, 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. VIVIX - Dividend Comparison

GAB's dividend yield for the trailing twelve months is around 10.63%, more than VIVIX's 2.06% 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%
VIVIX
Vanguard Value Index Fund Institutional Shares
2.06%2.04%2.31%2.46%2.52%2.15%2.55%2.50%2.73%2.30%2.46%2.61%

Drawdowns

GAB vs. VIVIX - Drawdown Comparison

The maximum GAB drawdown since its inception was -74.62%, which is greater than VIVIX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for GAB and VIVIX.


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Drawdown Indicators


GABVIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-59.30%

-15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-11.29%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-17.12%

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-46.92%

-36.80%

-10.12%

Current Drawdown

Current decline from peak

-8.66%

-6.36%

-2.30%

Average Drawdown

Average peak-to-trough decline

-10.66%

-9.31%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.48%

+0.93%

Volatility

GAB vs. VIVIX - Volatility Comparison

The Gabelli Equity Trust Inc (GAB) has a higher volatility of 5.08% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 3.27%. This indicates that GAB's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABVIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

3.27%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

7.52%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

14.82%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

13.90%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

16.74%

+5.11%