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GABF vs. VFH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GABF and VFH is 0.91, 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.


-0.50.00.51.00.9

Performance

GABF vs. VFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and Vanguard Financials ETF (VFH). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
23.79%
18.83%
GABF
VFH

Key characteristics

Sharpe Ratio

GABF:

2.72

VFH:

2.14

Sortino Ratio

GABF:

3.67

VFH:

3.08

Omega Ratio

GABF:

1.50

VFH:

1.40

Calmar Ratio

GABF:

4.67

VFH:

4.29

Martin Ratio

GABF:

19.68

VFH:

14.03

Ulcer Index

GABF:

2.32%

VFH:

2.29%

Daily Std Dev

GABF:

16.81%

VFH:

15.02%

Max Drawdown

GABF:

-17.14%

VFH:

-78.61%

Current Drawdown

GABF:

-6.42%

VFH:

-5.70%

Returns By Period

In the year-to-date period, GABF achieves a 43.69% return, which is significantly higher than VFH's 30.76% return.


GABF

YTD

43.69%

1M

-5.34%

6M

23.79%

1Y

44.77%

5Y*

N/A

10Y*

N/A

VFH

YTD

30.76%

1M

-4.63%

6M

18.83%

1Y

31.71%

5Y*

11.74%

10Y*

11.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GABF vs. VFH - Expense Ratio Comparison

Both GABF and VFH have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


GABF
Gabelli Financial Services Opportunities ETF
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VFH: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

GABF vs. VFH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and Vanguard Financials ETF (VFH). 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.


Sharpe ratio
The chart of Sharpe ratio for GABF, currently valued at 2.72, compared to the broader market0.002.004.002.722.14
The chart of Sortino ratio for GABF, currently valued at 3.67, compared to the broader market-2.000.002.004.006.008.0010.003.673.08
The chart of Omega ratio for GABF, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.40
The chart of Calmar ratio for GABF, currently valued at 4.67, compared to the broader market0.005.0010.0015.004.674.29
The chart of Martin ratio for GABF, currently valued at 19.68, compared to the broader market0.0020.0040.0060.0080.00100.0019.6814.03
GABF
VFH

The current GABF Sharpe Ratio is 2.72, which is comparable to the VFH Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of GABF and VFH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.72
2.14
GABF
VFH

Dividends

GABF vs. VFH - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 3.44%, more than VFH's 1.75% yield.


TTM20232022202120202019201820172016201520142013
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFH
Vanguard Financials ETF
1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%1.82%

Drawdowns

GABF vs. VFH - Drawdown Comparison

The maximum GABF drawdown since its inception was -17.14%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for GABF and VFH. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.42%
-5.70%
GABF
VFH

Volatility

GABF vs. VFH - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) and Vanguard Financials ETF (VFH) have volatilities of 4.72% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.72%
4.64%
GABF
VFH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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