GABCX vs. VIG

In the year-to-date period, GABCX achieves a 0.19% return, which is significantly higher than VIG's -1.37% return. Over the past 10 years, GABCX has underperformed VIG with an annualized return of 1.86%, while VIG has yielded a comparatively higher 11.20% annualized return.

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GABCX has a 0.79% expense ratio, which is higher than VIG's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Gabelli ABC Fund (GABCX) and Vanguard Dividend Appreciation ETF (VIG). 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 GABCX Sharpe Ratio is 0.68, which is comparable to the VIG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GABCX and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GABCX's dividend yield for the trailing twelve months is around 3.59%, more than VIG's 1.85% yield.

The maximum GABCX drawdown since its inception was -14.94%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for GABCX and VIG. For additional features, visit the drawdowns tool.