GABBX vs. NANC

In the year-to-date period, GABBX achieves a 1.95% return, which is significantly higher than NANC's 1.76% return.

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GABBX has a 2.00% expense ratio, which is higher than NANC's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Gabelli Dividend Growth Fund (GABBX) and Subversive Unusual Whales Democratic ETF (NANC). 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.

The current GABBX Sharpe Ratio is 0.48, which is comparable to the NANC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of GABBX and NANC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GABBX's dividend yield for the trailing twelve months is around 12.33%, more than NANC's 0.20% yield.

The maximum GABBX drawdown since its inception was -60.85%, which is greater than NANC's maximum drawdown of -20.94%. Use the drawdown chart below to compare losses from any high point for GABBX and NANC.

The current volatility for Gabelli Dividend Growth Fund (GABBX) is 4.26%, while Subversive Unusual Whales Democratic ETF (NANC) has a volatility of 5.03%. This indicates that GABBX experiences smaller price fluctuations and is considered to be less risky than NANC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.