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GABF vs. XFLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GABF vs. XFLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Financial Services Opportunities ETF (GABF) and XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GABF achieves a -3.61% return, which is significantly higher than XFLT's -19.80% return.


GABF

1D
0.99%
1M
2.96%
YTD
-3.61%
6M
-4.39%
1Y
-0.71%
3Y*
20.81%
5Y*
10Y*

XFLT

1D
0.28%
1M
-6.21%
YTD
-19.80%
6M
-15.02%
1Y
-26.28%
3Y*
-4.75%
5Y*
-4.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GABF vs. XFLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
GABF
Gabelli Financial Services Opportunities ETF
-3.61%3.60%44.38%38.92%-0.04%
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
-19.80%-15.35%7.37%30.40%-16.12%

Correlation

The correlation between GABF and XFLT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.21

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Return for Risk

GABF vs. XFLT — 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

XFLT
XFLT Risk / Return Rank: 88
Overall Rank
XFLT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XFLT Sortino Ratio Rank: 33
Sortino Ratio Rank
XFLT Omega Ratio Rank: 44
Omega Ratio Rank
XFLT Calmar Ratio Rank: 1919
Calmar Ratio Rank
XFLT Martin Ratio Rank: 1111
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. XFLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Financial Services Opportunities ETF (GABF) and XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GABFXFLTDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.01

0.78

+0.23

Calmar ratioReturn relative to maximum drawdown

-0.04

-0.65

+0.61

Martin ratioReturn relative to average drawdown

-0.10

-1.34

+1.24

GABF vs. XFLT - Sharpe Ratio Comparison

The current GABF Sharpe Ratio is -0.04, which is higher than the XFLT Sharpe Ratio of -1.29. The chart below compares the historical Sharpe Ratios of GABF and XFLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GABF vs. XFLT - Drawdown Comparison

The maximum GABF drawdown since its inception was -20.86%, smaller than the maximum XFLT drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for GABF and XFLT.


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Drawdown Indicators


GABFXFLTDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-55.43%

+34.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-40.67%

+23.51%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-47.04%

+26.18%

Max Drawdown (5Y)

Largest decline over 5 years

-47.04%

Current Drawdown

Current decline from peak

-8.35%

-36.23%

+27.88%

Average Drawdown

Average peak-to-trough decline

-4.88%

-14.43%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.44%

19.64%

-12.20%

Volatility

GABF vs. XFLT - Volatility Comparison

Gabelli Financial Services Opportunities ETF (GABF) has a higher volatility of 4.81% compared to XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) at 3.23%. This indicates that GABF's price experiences larger fluctuations and is considered to be riskier than XFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABFXFLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

3.23%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.27%

18.38%

-5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

20.44%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.52%

21.11%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.52%

26.14%

-5.62%

Dividends

GABF vs. XFLT - Dividend Comparison

GABF's dividend yield for the trailing twelve months is around 2.04%, less than XFLT's 21.19% yield.


PositionTTM202520242023202220212020201920182017
GABF
Gabelli Financial Services Opportunities ETF
2.04%1.96%4.19%4.95%1.31%0.00%0.00%0.00%0.00%0.00%
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
21.19%18.23%15.24%13.61%13.86%9.82%10.64%10.63%11.33%1.47%

Frequently Asked Questions


GABF and XFLT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GABF has higher volatility (4.81%) compared to XFLT (3.23%). In terms of maximum drawdown, GABF dropped -20.86% vs XFLT's -55.43%.

GABF currently has the higher Sharpe Ratio (-0.04 vs -1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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