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GABEX vs. CRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GABEX and CRF is 0.26, 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.


Performance

GABEX vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Equity Income Fund (GABEX) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GABEX:

0.42

CRF:

0.39

Sortino Ratio

GABEX:

0.70

CRF:

0.54

Omega Ratio

GABEX:

1.09

CRF:

1.10

Calmar Ratio

GABEX:

0.46

CRF:

0.27

Martin Ratio

GABEX:

1.68

CRF:

0.73

Ulcer Index

GABEX:

4.00%

CRF:

11.11%

Daily Std Dev

GABEX:

16.10%

CRF:

26.38%

Max Drawdown

GABEX:

-52.25%

CRF:

-78.17%

Current Drawdown

GABEX:

-1.96%

CRF:

-21.36%

Returns By Period

In the year-to-date period, GABEX achieves a 4.69% return, which is significantly higher than CRF's -13.60% return. Over the past 10 years, GABEX has underperformed CRF with an annualized return of 6.91%, while CRF has yielded a comparatively higher 8.74% annualized return.


GABEX

YTD

4.69%

1M

8.26%

6M

0.90%

1Y

6.72%

5Y*

13.93%

10Y*

6.91%

CRF

YTD

-13.60%

1M

3.44%

6M

-15.65%

1Y

10.23%

5Y*

15.15%

10Y*

8.74%

*Annualized

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GABEX vs. CRF - Expense Ratio Comparison

GABEX has a 1.42% expense ratio, which is lower than CRF's 1.84% expense ratio.


Risk-Adjusted Performance

GABEX vs. CRF — Risk-Adjusted Performance Rank

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

GABEX
The Risk-Adjusted Performance Rank of GABEX is 4747
Overall Rank
The Sharpe Ratio Rank of GABEX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of GABEX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of GABEX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of GABEX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of GABEX is 4949
Martin Ratio Rank

CRF
The Risk-Adjusted Performance Rank of CRF is 3939
Overall Rank
The Sharpe Ratio Rank of CRF is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 3636
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 4040
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GABEX vs. CRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Equity Income Fund (GABEX) and Cornerstone Total Return Fund, Inc. (CRF). 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 GABEX Sharpe Ratio is 0.42, which is comparable to the CRF Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GABEX and CRF, 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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Dividends

GABEX vs. CRF - Dividend Comparison

GABEX's dividend yield for the trailing twelve months is around 33.72%, more than CRF's 18.36% yield.


TTM20242023202220212020201920182017201620152014
GABEX
Gabelli Equity Income Fund
33.72%33.06%23.48%20.49%19.96%32.82%36.56%32.39%17.83%17.61%7.78%5.07%
CRF
Cornerstone Total Return Fund, Inc.
18.36%14.36%19.89%29.32%14.43%20.08%23.03%26.33%19.05%23.54%26.82%22.80%

Drawdowns

GABEX vs. CRF - Drawdown Comparison

The maximum GABEX drawdown since its inception was -52.25%, smaller than the maximum CRF drawdown of -78.17%. Use the drawdown chart below to compare losses from any high point for GABEX and CRF. For additional features, visit the drawdowns tool.


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Volatility

GABEX vs. CRF - Volatility Comparison

The current volatility for Gabelli Equity Income Fund (GABEX) is 3.81%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 8.88%. This indicates that GABEX experiences smaller price fluctuations and is considered to be less risky than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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