GABEX vs. SWEGX
Compare and contrast key facts about Gabelli Equity Income Fund (GABEX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
GABEX is managed by Gabelli. It was launched on Jan 2, 1992. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
GABEX vs. SWEGX - Performance Comparison
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GABEX vs. SWEGX - 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -0.53% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, GABEX achieves a 0.13% return, which is significantly higher than SWEGX's -0.53% return. Both investments have delivered pretty close results over the past 10 years, with GABEX having a 11.38% annualized return and SWEGX not far ahead at 11.58%.
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%
SWEGX
- 1D
- 2.76%
- 1M
- -5.51%
- YTD
- -0.53%
- 6M
- 1.99%
- 1Y
- 20.64%
- 3Y*
- 17.25%
- 5Y*
- 9.96%
- 10Y*
- 11.58%
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GABEX vs. SWEGX - Expense Ratio Comparison
GABEX has a 1.42% expense ratio, which is higher than SWEGX's 0.39% expense ratio.
Return for Risk
GABEX vs. SWEGX — Risk / Return Rank
GABEX
SWEGX
GABEX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Equity Income Fund (GABEX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 1.28 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.30 | 1.86 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.76 | -1.65 |
Martin ratioReturn relative to average drawdown | 0.22 | 8.34 | -8.12 |
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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.28 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.63 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.67 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.38 | +0.21 |
Correlation
The correlation between GABEX and SWEGX is 0.92, 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. SWEGX - Dividend Comparison
GABEX's dividend yield for the trailing twelve months is around 19.61%, more than SWEGX's 7.35% 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.35% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
GABEX vs. SWEGX - Drawdown Comparison
The maximum GABEX drawdown since its inception was -52.25%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for GABEX and SWEGX.
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Drawdown Indicators
| GABEX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.25% | -57.57% | +5.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.92% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -17.59% | -24.87% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -37.27% | -36.08% | -1.19% |
Current DrawdownCurrent decline from peak | -9.39% | -6.42% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -10.42% | +5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.13% | 2.51% | +3.62% |
Volatility
GABEX vs. SWEGX - Volatility Comparison
The current volatility for Gabelli Equity Income Fund (GABEX) is 5.46%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 5.80%. This indicates that GABEX experiences smaller price fluctuations and is considered to be less risky than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABEX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.80% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 9.35% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.50% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 15.86% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 17.30% | +4.02% |