PortfoliosLab logo
GABF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.0
Correlation: 0.8

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

GABF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-6.83%
-9.12%
GABF
VOO

Key characteristics

Sharpe Ratio

GABF:

0.87

VOO:

0.30

Sortino Ratio

GABF:

1.30

VOO:

0.55

Omega Ratio

GABF:

1.20

VOO:

1.08

Calmar Ratio

GABF:

0.98

VOO:

0.30

Martin Ratio

GABF:

4.04

VOO:

1.37

Ulcer Index

GABF:

5.07%

VOO:

4.10%

Daily Std Dev

GABF:

23.44%

VOO:

18.73%

Max Drawdown

GABF:

-20.86%

VOO:

-33.99%

Current Drawdown

GABF:

-14.28%

VOO:

-13.97%

Returns By Period

In the year-to-date period, GABF achieves a -8.69% return, which is significantly higher than VOO's -10.00% return.


GABF

YTD

-8.69%

1M

-3.79%

6M

-4.74%

1Y

21.45%

5Y*

N/A

10Y*

N/A

VOO

YTD

-10.00%

1M

-7.00%

6M

-9.11%

1Y

5.82%

5Y*

14.67%

10Y*

11.73%

*Annualized

Compare stocks, funds, or ETFs

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


Vanguard S&P 500 ETF

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%.


Expense ratio chart for GABF: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GABF: 0.10%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

GABF vs. VOO — Risk-Adjusted Performance Rank

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

GABF
The Risk-Adjusted Performance Rank of GABF is 8383
Overall Rank
The Sharpe Ratio Rank of GABF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 8181
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5555
Overall Rank
The Sharpe Ratio Rank of VOO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for GABF, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.00
GABF: 0.92
VOO: 0.30
The chart of Sortino ratio for GABF, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.00
GABF: 1.35
VOO: 0.55
The chart of Omega ratio for GABF, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
GABF: 1.21
VOO: 1.08
The chart of Calmar ratio for GABF, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.0012.00
GABF: 1.03
VOO: 0.30
The chart of Martin ratio for GABF, currently valued at 4.16, compared to the broader market0.0020.0040.0060.00
GABF: 4.16
VOO: 1.37

The current GABF Sharpe Ratio is 0.87, which is higher than the VOO Sharpe Ratio of 0.30. 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.92
0.30
GABF
VOO

Dividends

GABF vs. VOO - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 4.59%, more than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
GABF
Gabelli Financial Services Opportunities ETF
4.59%4.19%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GABF vs. VOO - Drawdown Comparison

The maximum GABF drawdown since its inception was -20.86%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.28%
-13.97%
GABF
VOO

Volatility

GABF vs. VOO - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) has a higher volatility of 15.16% compared to Vanguard S&P 500 ETF (VOO) at 13.38%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.16%
13.38%
GABF
VOO

User Portfolios with GABF or VOO


VIXM
31%
YTD
VOO
VIXM
VIXY
ETFS
17%
YTD

No data

VOO
MOAT
XLK
IHI
BRK-B
SMH
1 / 501

Recent discussions