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GABCX vs. EVDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABCX vs. EVDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli ABC Fund (GABCX) and Camelot Event Driven Fund Class A (EVDAX). The values are adjusted to include any dividend payments, if applicable.

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GABCX vs. EVDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABCX
Gabelli ABC Fund
1.20%5.86%2.97%6.84%-2.02%4.37%2.90%4.80%0.20%2.20%
EVDAX
Camelot Event Driven Fund Class A
1.30%9.15%7.93%2.28%3.59%22.87%18.83%7.19%0.00%0.00%

Returns By Period

In the year-to-date period, GABCX achieves a 1.20% return, which is significantly lower than EVDAX's 1.30% return. Over the past 10 years, GABCX has underperformed EVDAX with an annualized return of 3.13%, while EVDAX has yielded a comparatively higher 7.06% annualized return.


GABCX

1D
-0.09%
1M
-2.14%
YTD
1.20%
6M
1.45%
1Y
6.72%
3Y*
5.01%
5Y*
3.35%
10Y*
3.13%

EVDAX

1D
-0.09%
1M
-1.67%
YTD
1.30%
6M
0.92%
1Y
7.38%
3Y*
5.97%
5Y*
6.31%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABCX vs. EVDAX - Expense Ratio Comparison

GABCX has a 0.79% expense ratio, which is lower than EVDAX's 2.22% expense ratio.


Return for Risk

GABCX vs. EVDAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GABCX
GABCX Risk / Return Rank: 6969
Overall Rank
GABCX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GABCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
GABCX Omega Ratio Rank: 6363
Omega Ratio Rank
GABCX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GABCX Martin Ratio Rank: 6464
Martin Ratio Rank

EVDAX
EVDAX Risk / Return Rank: 6969
Overall Rank
EVDAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EVDAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
EVDAX Omega Ratio Rank: 5858
Omega Ratio Rank
EVDAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
EVDAX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GABCX vs. EVDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli ABC Fund (GABCX) and Camelot Event Driven Fund Class A (EVDAX). 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.


GABCXEVDAXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.19

+0.07

Sortino ratio

Return per unit of downside risk

1.79

1.75

+0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.78

1.65

+0.14

Martin ratio

Return relative to average drawdown

6.15

7.61

-1.46

GABCX vs. EVDAX - Sharpe Ratio Comparison

The current GABCX Sharpe Ratio is 1.25, which is comparable to the EVDAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of GABCX and EVDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GABCXEVDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.19

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.00

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.01

+0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.00

+0.88

Correlation

The correlation between GABCX and EVDAX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GABCX vs. EVDAX - Dividend Comparison

GABCX's dividend yield for the trailing twelve months is around 4.56%, more than EVDAX's 0.76% yield.


TTM20252024202320222021202020192018201720162015
GABCX
Gabelli ABC Fund
4.56%4.61%0.00%3.35%1.38%4.55%0.44%2.95%3.69%0.13%2.37%2.63%
EVDAX
Camelot Event Driven Fund Class A
0.76%0.77%3.99%6.40%9.42%0.00%1.00%0.94%0.00%0.00%0.00%0.00%

Drawdowns

GABCX vs. EVDAX - Drawdown Comparison

The maximum GABCX drawdown since its inception was -10.80%, smaller than the maximum EVDAX drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for GABCX and EVDAX.


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Drawdown Indicators


GABCXEVDAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.80%

-96.19%

+85.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-4.05%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-8.67%

-96.19%

+87.52%

Max Drawdown (10Y)

Largest decline over 10 years

-10.80%

-96.19%

+85.39%

Current Drawdown

Current decline from peak

-2.14%

-95.74%

+93.60%

Average Drawdown

Average peak-to-trough decline

-0.95%

-6.06%

+5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.89%

+0.16%

Volatility

GABCX vs. EVDAX - Volatility Comparison

The current volatility for Gabelli ABC Fund (GABCX) is 1.32%, while Camelot Event Driven Fund Class A (EVDAX) has a volatility of 1.41%. This indicates that GABCX experiences smaller price fluctuations and is considered to be less risky than EVDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABCXEVDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.41%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

4.09%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

6.13%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

1,423.79%

-1,419.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

1,006.79%

-1,002.55%