PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GABF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GABFVOO
YTD Return36.68%21.11%
1Y Return58.99%32.98%
Sharpe Ratio4.022.84
Sortino Ratio5.033.76
Omega Ratio1.691.53
Calmar Ratio6.334.05
Martin Ratio30.4618.51
Ulcer Index2.03%1.85%
Daily Std Dev15.35%12.06%
Max Drawdown-17.14%-33.99%
Current Drawdown-3.40%-2.52%

Correlation

-0.50.00.51.00.8

The correlation between GABF and VOO is 0.78, 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.

Performance

GABF vs. VOO - Performance Comparison

In the year-to-date period, GABF achieves a 36.68% return, which is significantly higher than VOO's 21.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
20.67%
11.07%
GABF
VOO

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. VOO - Expense Ratio Comparison

GABF has a 0.10% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GABF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and Vanguard S&P 500 ETF (VOO). 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.


GABF
Sharpe ratio
The chart of Sharpe ratio for GABF, currently valued at 4.02, compared to the broader market0.002.004.006.004.02
Sortino ratio
The chart of Sortino ratio for GABF, currently valued at 5.03, compared to the broader market0.005.0010.005.03
Omega ratio
The chart of Omega ratio for GABF, currently valued at 1.69, compared to the broader market1.001.502.002.503.001.69
Calmar ratio
The chart of Calmar ratio for GABF, currently valued at 6.33, compared to the broader market0.005.0010.0015.0020.006.33
Martin ratio
The chart of Martin ratio for GABF, currently valued at 30.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.0030.46
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.84, compared to the broader market0.002.004.006.002.84
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.76, compared to the broader market0.005.0010.003.76
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.05, compared to the broader market0.005.0010.0015.0020.004.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.51, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.51

GABF vs. VOO - Sharpe Ratio Comparison

The current GABF Sharpe Ratio is 4.02, which is higher than the VOO Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of GABF and VOO, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.02
2.84
GABF
VOO

Dividends

GABF vs. VOO - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 3.62%, more than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
GABF
Gabelli Financial Services Opportunities ETF
3.62%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GABF vs. VOO - Drawdown Comparison

The maximum GABF drawdown since its inception was -17.14%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GABF and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.40%
-2.52%
GABF
VOO

Volatility

GABF vs. VOO - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) has a higher volatility of 4.28% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. This indicates that GABF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.28%
3.15%
GABF
VOO