GABCX vs. ARBNX
Compare and contrast key facts about Gabelli ABC Fund (GABCX) and The Arbitrage Fund Class Institutional (ARBNX).
GABCX is managed by Gabelli. It was launched on May 13, 1993. ARBNX is managed by Arbitrage Funds. It was launched on Oct 17, 2003.
Performance
GABCX vs. ARBNX - Performance Comparison
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GABCX vs. ARBNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABCX Gabelli ABC Fund | 1.84% | 5.86% | 2.97% | 6.84% | -2.02% | 4.37% | 2.90% | 4.80% | 0.20% | 2.20% |
ARBNX The Arbitrage Fund Class Institutional | 0.78% | 8.29% | 2.95% | 6.05% | -0.67% | 1.05% | 5.71% | 3.84% | 2.33% | 2.87% |
Returns By Period
In the year-to-date period, GABCX achieves a 1.84% return, which is significantly higher than ARBNX's 0.78% return. Over the past 10 years, GABCX has underperformed ARBNX with an annualized return of 3.20%, while ARBNX has yielded a comparatively higher 3.48% annualized return.
GABCX
- 1D
- 0.64%
- 1M
- -1.51%
- YTD
- 1.84%
- 6M
- 2.10%
- 1Y
- 7.40%
- 3Y*
- 5.23%
- 5Y*
- 3.43%
- 10Y*
- 3.20%
ARBNX
- 1D
- 0.21%
- 1M
- -0.07%
- YTD
- 0.78%
- 6M
- 2.79%
- 1Y
- 6.44%
- 3Y*
- 5.93%
- 5Y*
- 3.24%
- 10Y*
- 3.48%
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GABCX vs. ARBNX - Expense Ratio Comparison
GABCX has a 0.79% expense ratio, which is lower than ARBNX's 1.49% expense ratio.
Return for Risk
GABCX vs. ARBNX — Risk / Return Rank
GABCX
ARBNX
GABCX vs. ARBNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli ABC Fund (GABCX) and The Arbitrage Fund Class Institutional (ARBNX). 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.
| GABCX | ARBNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 2.69 | -1.34 |
Sortino ratioReturn per unit of downside risk | 1.94 | 4.19 | -2.25 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.63 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 3.79 | -1.70 |
Martin ratioReturn relative to average drawdown | 7.14 | 18.61 | -11.47 |
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
| GABCX | ARBNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.69 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.89 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.58 | +0.31 |
Correlation
The correlation between GABCX and ARBNX is 0.51, 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
GABCX vs. ARBNX - Dividend Comparison
GABCX's dividend yield for the trailing twelve months is around 4.53%, more than ARBNX's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABCX Gabelli ABC Fund | 4.53% | 4.61% | 0.00% | 3.35% | 1.38% | 4.55% | 0.44% | 2.95% | 3.69% | 0.13% | 2.37% | 2.63% |
ARBNX The Arbitrage Fund Class Institutional | 3.69% | 3.72% | 1.18% | 2.11% | 3.85% | 0.51% | 6.70% | 2.12% | 1.93% | 3.80% | 0.93% | 2.30% |
Drawdowns
GABCX vs. ARBNX - Drawdown Comparison
The maximum GABCX drawdown since its inception was -10.80%, smaller than the maximum ARBNX drawdown of -14.42%. Use the drawdown chart below to compare losses from any high point for GABCX and ARBNX.
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Drawdown Indicators
| GABCX | ARBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.80% | -14.42% | +3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -1.74% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -8.67% | -7.44% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -10.80% | -11.90% | +1.10% |
Current DrawdownCurrent decline from peak | -1.51% | -0.14% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -1.23% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.35% | +0.70% |
Volatility
GABCX vs. ARBNX - Volatility Comparison
Gabelli ABC Fund (GABCX) has a higher volatility of 1.51% compared to The Arbitrage Fund Class Institutional (ARBNX) at 0.65%. This indicates that GABCX's price experiences larger fluctuations and is considered to be riskier than ARBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABCX | ARBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 0.65% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 1.51% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.50% | 2.43% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.69% | 3.65% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.24% | 4.42% | -0.18% |