GABAX vs. SVOL
Compare and contrast key facts about Gabelli Asset Fund (GABAX) and Simplify Volatility Premium ETF (SVOL).
GABAX is managed by Gabelli. It was launched on Mar 3, 1986. SVOL is an actively managed fund by Simplify. It was launched on May 12, 2021.
Performance
GABAX vs. SVOL - Performance Comparison
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GABAX vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GABAX Gabelli Asset Fund | -1.23% | 16.65% | 8.07% | 10.32% | -10.74% | 4.19% |
SVOL Simplify Volatility Premium ETF | -7.92% | 2.41% | 6.77% | 22.88% | -3.30% | 12.25% |
Returns By Period
In the year-to-date period, GABAX achieves a -1.23% return, which is significantly higher than SVOL's -7.92% return.
GABAX
- 1D
- -0.32%
- 1M
- -9.83%
- YTD
- -1.23%
- 6M
- 1.74%
- 1Y
- 13.79%
- 3Y*
- 9.59%
- 5Y*
- 6.20%
- 10Y*
- 9.09%
SVOL
- 1D
- 1.52%
- 1M
- -6.10%
- YTD
- -7.92%
- 6M
- -5.42%
- 1Y
- 3.66%
- 3Y*
- 6.05%
- 5Y*
- —
- 10Y*
- —
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GABAX vs. SVOL - Expense Ratio Comparison
GABAX has a 1.33% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Return for Risk
GABAX vs. SVOL — Risk / Return Rank
GABAX
SVOL
GABAX vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Asset Fund (GABAX) and Simplify Volatility Premium ETF (SVOL). 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 | SVOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.09 | +0.83 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.45 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.06 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.17 | +0.91 |
Martin ratioReturn relative to average drawdown | 4.43 | 0.57 | +3.86 |
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 | SVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.09 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.28 | +0.40 |
Correlation
The correlation between GABAX and SVOL is 0.64, 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
GABAX vs. SVOL - Dividend Comparison
GABAX's dividend yield for the trailing twelve months is around 12.44%, less than SVOL's 23.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABAX Gabelli Asset Fund | 12.44% | 12.29% | 15.41% | 8.04% | 10.06% | 9.78% | 13.12% | 10.04% | 10.01% | 8.69% | 13.23% | 13.98% |
SVOL Simplify Volatility Premium ETF | 23.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GABAX vs. SVOL - Drawdown Comparison
The maximum GABAX drawdown since its inception was -55.44%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for GABAX and SVOL.
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Drawdown Indicators
| GABAX | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.44% | -33.50% | -21.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -24.73% | +13.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | — | — |
Current DrawdownCurrent decline from peak | -10.04% | -10.30% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -4.74% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 7.46% | -4.66% |
Volatility
GABAX vs. SVOL - Volatility Comparison
Gabelli Asset Fund (GABAX) and Simplify Volatility Premium ETF (SVOL) have volatilities of 4.54% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABAX | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.34% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 13.82% | -4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 38.84% | -23.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 22.28% | -7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 22.28% | -5.84% |