GABEX vs. DFIEX
Compare and contrast key facts about Gabelli Equity Income Fund (GABEX) and DFA International Core Equity Portfolio I (DFIEX).
GABEX is managed by Gabelli. It was launched on Jan 2, 1992. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
GABEX vs. DFIEX - Performance Comparison
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GABEX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABEX Gabelli Equity Income Fund | 0.13% | 4.33% | 6.62% | 8.25% | -5.22% | 23.28% | 7.54% | 75.11% | -11.37% | 15.16% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, GABEX achieves a 0.13% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, GABEX has outperformed DFIEX with an annualized return of 11.38%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
GABEX
- 1D
- 2.00%
- 1M
- -7.94%
- YTD
- 0.13%
- 6M
- 2.41%
- 1Y
- 2.04%
- 3Y*
- 5.65%
- 5Y*
- 4.97%
- 10Y*
- 11.38%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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GABEX vs. DFIEX - Expense Ratio Comparison
GABEX has a 1.42% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
GABEX vs. DFIEX — Risk / Return Rank
GABEX
DFIEX
GABEX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Equity Income Fund (GABEX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| GABEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 1.95 | -1.81 |
Sortino ratioReturn per unit of downside risk | 0.30 | 2.55 | -2.25 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.39 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 2.57 | -2.47 |
Martin ratioReturn relative to average drawdown | 0.22 | 10.07 | -9.85 |
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
| GABEX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.95 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.60 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.35 | +0.25 |
Correlation
The correlation between GABEX and DFIEX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GABEX vs. DFIEX - Dividend Comparison
GABEX's dividend yield for the trailing twelve months is around 19.61%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABEX Gabelli Equity Income Fund | 19.61% | 20.83% | 33.06% | 23.48% | 20.49% | 19.96% | 32.82% | 65.43% | 31.87% | 17.83% | 16.63% | 7.78% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
GABEX vs. DFIEX - Drawdown Comparison
The maximum GABEX drawdown since its inception was -52.25%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for GABEX and DFIEX.
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Drawdown Indicators
| GABEX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.25% | -62.22% | +9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.01% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.59% | -28.66% | +11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -37.27% | -41.04% | +3.77% |
Current DrawdownCurrent decline from peak | -9.39% | -7.75% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -12.26% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.13% | 2.81% | +3.32% |
Volatility
GABEX vs. DFIEX - Volatility Comparison
The current volatility for Gabelli Equity Income Fund (GABEX) is 5.46%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that GABEX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABEX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.09% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 10.45% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 15.90% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 15.65% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 16.35% | +4.97% |