GABAX vs. SCHG
Compare and contrast key facts about Gabelli Asset Fund (GABAX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
GABAX is managed by Gabelli. It was launched on Mar 3, 1986. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
GABAX vs. SCHG - Performance Comparison
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GABAX vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, GABAX achieves a 1.27% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, GABAX has underperformed SCHG with an annualized return of 9.36%, while SCHG has yielded a comparatively higher 16.95% annualized return.
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%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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GABAX vs. SCHG - Expense Ratio Comparison
GABAX has a 1.33% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
GABAX vs. SCHG — Risk / Return Rank
GABAX
SCHG
GABAX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Asset Fund (GABAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.76 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.24 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.09 | +0.41 |
Martin ratioReturn relative to average drawdown | 6.02 | 3.71 | +2.32 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.76 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.57 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.79 | -0.11 |
Correlation
The correlation between GABAX and SCHG 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.
Dividends
GABAX vs. SCHG - Dividend Comparison
GABAX's dividend yield for the trailing twelve months is around 12.14%, more than SCHG's 0.43% 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
GABAX vs. SCHG - Drawdown Comparison
The maximum GABAX drawdown since its inception was -55.44%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GABAX and SCHG.
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Drawdown Indicators
| GABAX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.44% | -34.59% | -20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -16.41% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -34.59% | +12.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -34.59% | -2.06% |
Current DrawdownCurrent decline from peak | -7.77% | -12.51% | +4.74% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -5.22% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 4.84% | -1.99% |
Volatility
GABAX vs. SCHG - Volatility Comparison
The current volatility for Gabelli Asset Fund (GABAX) is 5.44%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that GABAX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABAX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 6.77% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 12.54% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 22.45% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 22.31% | -7.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 21.51% | -5.05% |