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GABCX vs. WCFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABCX vs. WCFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli ABC Fund (GABCX) and Virtus Westchester Credit Event Fund (WCFRX). The values are adjusted to include any dividend payments, if applicable.

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GABCX vs. WCFRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GABCX
Gabelli ABC Fund
1.20%5.86%2.97%6.84%-2.02%4.37%2.90%4.80%0.11%
WCFRX
Virtus Westchester Credit Event Fund
-0.85%4.37%6.83%9.23%-5.28%7.08%16.26%12.60%-3.23%

Returns By Period

In the year-to-date period, GABCX achieves a 1.20% return, which is significantly higher than WCFRX's -0.85% 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%

WCFRX

1D
0.00%
1M
-0.83%
YTD
-0.85%
6M
-0.88%
1Y
2.49%
3Y*
5.44%
5Y*
3.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABCX vs. WCFRX - Expense Ratio Comparison

GABCX has a 0.79% expense ratio, which is lower than WCFRX's 1.90% expense ratio.


Return for Risk

GABCX vs. WCFRX — 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

WCFRX
WCFRX Risk / Return Rank: 5353
Overall Rank
WCFRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WCFRX Sortino Ratio Rank: 5656
Sortino Ratio Rank
WCFRX Omega Ratio Rank: 6666
Omega Ratio Rank
WCFRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
WCFRX Martin Ratio Rank: 3838
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. WCFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli ABC Fund (GABCX) and Virtus Westchester Credit Event Fund (WCFRX). 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.


GABCXWCFRXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.13

+0.12

Sortino ratio

Return per unit of downside risk

1.79

1.53

+0.26

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.78

1.15

+0.63

Martin ratio

Return relative to average drawdown

6.15

4.05

+2.09

GABCX vs. WCFRX - Sharpe Ratio Comparison

The current GABCX Sharpe Ratio is 1.25, which is comparable to the WCFRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of GABCX and WCFRX, 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


GABCXWCFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.13

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.74

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.83

+0.05

Correlation

The correlation between GABCX and WCFRX is 0.42, 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. WCFRX - Dividend Comparison

GABCX's dividend yield for the trailing twelve months is around 4.56%, less than WCFRX's 6.88% 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%
WCFRX
Virtus Westchester Credit Event Fund
6.88%5.82%5.33%4.15%0.21%13.79%0.90%2.99%1.43%0.00%0.00%0.00%

Drawdowns

GABCX vs. WCFRX - Drawdown Comparison

The maximum GABCX drawdown since its inception was -10.80%, smaller than the maximum WCFRX drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for GABCX and WCFRX.


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Drawdown Indicators


GABCXWCFRXDifference

Max Drawdown

Largest peak-to-trough decline

-10.80%

-23.56%

+12.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-2.09%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-8.67%

-9.57%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-10.80%

Current Drawdown

Current decline from peak

-2.14%

-1.79%

-0.35%

Average Drawdown

Average peak-to-trough decline

-0.95%

-4.36%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.59%

+0.46%

Volatility

GABCX vs. WCFRX - Volatility Comparison

Gabelli ABC Fund (GABCX) has a higher volatility of 1.32% compared to Virtus Westchester Credit Event Fund (WCFRX) at 0.69%. This indicates that GABCX's price experiences larger fluctuations and is considered to be riskier than WCFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABCXWCFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

0.69%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

1.26%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

2.21%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

4.17%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

6.64%

-2.40%