GABF vs. SCHW
Compare and contrast key facts about Gabelli Financial Services Opportunities ETF (GABF) and The Charles Schwab Corporation (SCHW).
GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GABF or SCHW.
Key characteristics
| GABF | SCHW | |
|---|---|---|
| YTD Return | 46.51% | 7.56% |
| 1Y Return | 71.54% | 35.41% |
| Sharpe Ratio | 4.26 | 1.30 |
| Sortino Ratio | 5.61 | 1.91 |
| Omega Ratio | 1.77 | 1.27 |
| Calmar Ratio | 7.30 | 0.84 |
| Martin Ratio | 35.06 | 3.31 |
| Ulcer Index | 2.03% | 10.71% |
| Daily Std Dev | 16.75% | 27.21% |
| Max Drawdown | -17.14% | -86.79% |
| Current Drawdown | -1.10% | -20.35% |
Correlation
The correlation between GABF and SCHW is 0.65, 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.
Performance
GABF vs. SCHW - Performance Comparison
In the year-to-date period, GABF achieves a 46.51% return, which is significantly higher than SCHW's 7.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GABF vs. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and The Charles Schwab Corporation (SCHW). 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.
Dividends
GABF vs. SCHW - Dividend Comparison
GABF's dividend yield for the trailing twelve months is around 3.38%, more than SCHW's 1.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABF Gabelli Financial Services Opportunities ETF | 3.38% | 4.95% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHW The Charles Schwab Corporation | 1.37% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
GABF vs. SCHW - Drawdown Comparison
The maximum GABF drawdown since its inception was -17.14%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for GABF and SCHW. For additional features, visit the drawdowns tool.
Volatility
GABF vs. SCHW - Volatility Comparison
The current volatility for Gabelli Financial Services Opportunities ETF (GABF) is 7.78%, while The Charles Schwab Corporation (SCHW) has a volatility of 9.65%. This indicates that GABF experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.