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GABF vs. JPMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABF vs. JPMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). The values are adjusted to include any dividend payments, if applicable.

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GABF vs. JPMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
GABF
Gabelli Financial Services Opportunities ETF
-9.92%3.60%44.38%38.92%0.40%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
-1.85%13.73%1.46%9.48%0.68%

Returns By Period

In the year-to-date period, GABF achieves a -9.92% return, which is significantly lower than JPMB's -1.85% return.


GABF

1D
2.41%
1M
-3.92%
YTD
-9.92%
6M
-12.00%
1Y
-3.40%
3Y*
20.11%
5Y*
10Y*

JPMB

1D
1.03%
1M
-3.52%
YTD
-1.85%
6M
0.04%
1Y
8.34%
3Y*
6.53%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABF vs. JPMB - Expense Ratio Comparison

GABF has a 0.10% expense ratio, which is lower than JPMB's 0.39% expense ratio.


Return for Risk

GABF vs. JPMB — Risk / Return Rank

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

GABF
GABF Risk / Return Rank: 99
Overall Rank
GABF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GABF Sortino Ratio Rank: 99
Sortino Ratio Rank
GABF Omega Ratio Rank: 99
Omega Ratio Rank
GABF Calmar Ratio Rank: 99
Calmar Ratio Rank
GABF Martin Ratio Rank: 99
Martin Ratio Rank

JPMB
JPMB Risk / Return Rank: 7272
Overall Rank
JPMB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JPMB Sortino Ratio Rank: 7272
Sortino Ratio Rank
JPMB Omega Ratio Rank: 7373
Omega Ratio Rank
JPMB Calmar Ratio Rank: 7373
Calmar Ratio Rank
JPMB Martin Ratio Rank: 7272
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.

GABF vs. JPMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). 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.


GABFJPMBDifference

Sharpe ratio

Return per unit of total volatility

-0.15

1.27

-1.42

Sortino ratio

Return per unit of downside risk

-0.05

1.80

-1.85

Omega ratio

Gain probability vs. loss probability

0.99

1.27

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.18

1.89

-2.07

Martin ratio

Return relative to average drawdown

-0.47

7.38

-7.85

GABF vs. JPMB - Sharpe Ratio Comparison

The current GABF Sharpe Ratio is -0.15, which is lower than the JPMB Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of GABF and JPMB, 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


GABFJPMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.27

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.24

+0.62

Correlation

The correlation between GABF and JPMB is 0.44, 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

GABF vs. JPMB - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 2.18%, less than JPMB's 6.24% yield.


TTM20252024202320222021202020192018
GABF
Gabelli Financial Services Opportunities ETF
2.18%1.96%4.19%4.95%1.31%0.00%0.00%0.00%0.00%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
6.24%6.71%6.32%5.99%4.94%4.29%4.29%4.51%4.58%

Drawdowns

GABF vs. JPMB - Drawdown Comparison

The maximum GABF drawdown since its inception was -20.86%, smaller than the maximum JPMB drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for GABF and JPMB.


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Drawdown Indicators


GABFJPMBDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-26.33%

+5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-4.61%

-12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

Current Drawdown

Current decline from peak

-14.35%

-3.52%

-10.83%

Average Drawdown

Average peak-to-trough decline

-4.63%

-7.19%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

1.18%

+5.25%

Volatility

GABF vs. JPMB - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) has a higher volatility of 5.73% compared to JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) at 3.02%. This indicates that GABF's price experiences larger fluctuations and is considered to be riskier than JPMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABFJPMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

3.02%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

3.78%

+9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.80%

6.61%

+16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

8.93%

+11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

9.71%

+10.99%