GABAX vs. DFIEX
Compare and contrast key facts about Gabelli Asset Fund (GABAX) and DFA International Core Equity Portfolio I (DFIEX).
GABAX is managed by Gabelli. It was launched on Mar 3, 1986. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GABAX vs. DFIEX - Performance Comparison
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GABAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABAX Gabelli Asset Fund | 1.27% | 16.65% | 8.07% | 10.32% | -10.74% | 18.96% | 11.22% | 22.44% | -7.61% | 20.17% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GABAX achieves a 1.27% return, which is significantly lower than DFIEX's 4.28% return. Both investments have delivered pretty close results over the past 10 years, with GABAX having a 9.36% annualized return and DFIEX not far ahead at 9.79%.
GABAX
- 1D
- 2.52%
- 1M
- -7.34%
- YTD
- 1.27%
- 6M
- 4.45%
- 1Y
- 16.44%
- 3Y*
- 10.50%
- 5Y*
- 6.51%
- 10Y*
- 9.36%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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GABAX vs. DFIEX - Expense Ratio Comparison
GABAX has a 1.33% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GABAX vs. DFIEX — Risk / Return Rank
GABAX
DFIEX
GABAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Asset Fund (GABAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| GABAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 2.05 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.58 | 2.66 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.84 | -1.34 |
Martin ratioReturn relative to average drawdown | 6.02 | 11.17 | -5.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GABAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.05 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.62 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.35 | +0.33 |
Correlation
The correlation between GABAX and DFIEX is 0.84, 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.
Dividends
GABAX vs. DFIEX - Dividend Comparison
GABAX's dividend yield for the trailing twelve months is around 12.14%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABAX Gabelli Asset Fund | 12.14% | 12.29% | 15.41% | 8.04% | 10.06% | 9.78% | 13.12% | 10.04% | 10.01% | 8.69% | 13.23% | 13.98% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GABAX vs. DFIEX - Drawdown Comparison
The maximum GABAX drawdown since its inception was -55.44%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GABAX and DFIEX.
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Drawdown Indicators
| GABAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.44% | -62.22% | +6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -11.01% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -28.66% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -41.04% | +4.39% |
Current DrawdownCurrent decline from peak | -7.77% | -6.42% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -12.26% | +6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.80% | +0.05% |
Volatility
GABAX vs. DFIEX - Volatility Comparison
The current volatility for Gabelli Asset Fund (GABAX) is 5.44%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that GABAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 6.66% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 10.52% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 15.92% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 15.66% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 16.35% | +0.11% |