GABGX vs. DGRW

Last updated Aug 4, 2026

GABGX (Gabelli Growth Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both funds - GABGX is a Large Cap Growth Equities fund managed by Gabelli, while DGRW is a Quality Factor fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Over the past 10 years, GABGX returned 15.88%/yr vs 13.79%/yr for DGRW. Their correlation of 0.80 means they have usually moved in the same direction. GABGX charges 1.34%/yr vs 0.28%/yr for DGRW.

Performance

GABGX vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Growth Fund (GABGX) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GABGX achieves a 2.70% return, which is significantly lower than DGRW's 10.05% return. Over the past 10 years, GABGX has outperformed DGRW with an annualized return of 15.88%, while DGRW has yielded a comparatively lower 13.79% annualized return.

GABGX

• 1D: 2.24%
• 1M: 0.43%
• 6M: 3.46%
• YTD: 2.70%
• 1Y: 8.92%
• 3Y*: 21.03%
• 5Y*: 9.38%
• 10Y*: 15.88%
• ALL TIME*: 11.22%

DGRW

• 1D: 1.37%
• 1M: 2.07%
• 6M: 6.86%
• YTD: 10.05%
• 1Y: 17.60%
• 3Y*: 15.28%
• 5Y*: 11.72%
• 10Y*: 13.79%
• ALL TIME*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRW WisdomTree U.S. Quality Dividend Growth Fund	$51.74M	$49.20M	$56.02M
GABGX Gabelli Growth Fund	$0.00	$0.00	$0.00

GABGX vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GABGX Gabelli Growth Fund	2.70%	18.67%	35.38%	45.39%	-39.04%	22.48%	39.11%	34.19%	1.89%	29.51%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	10.05%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-5.38%	26.90%

Correlation

The correlation between GABGX and DGRW is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.72
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (10Y) Provides a long-term view across more market conditions.	0.77
Correlation (All Time) Calculated using the full available price history since May 22, 2013	0.80

The correlation between GABGX and DGRW has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

Return for Risk

GABGX vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GABGX

GABGX Risk / Return Rank: 9
GABGX Sharpe Ratio Rank: 9
GABGX Sortino Ratio Rank: 9
GABGX Omega Ratio Rank: 9
GABGX Calmar Ratio Rank: 8
GABGX Martin Ratio Rank: 9

DGRW

DGRW Risk / Return Rank: 70
DGRW Sharpe Ratio Rank: 73
DGRW Sortino Ratio Rank: 74
DGRW Omega Ratio Rank: 74
DGRW Calmar Ratio Rank: 59
DGRW Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GABGX vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Fund (GABGX) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

	GABGX	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	0.39	1.69	-1.30
Sortino ratio: Return per unit of downside risk	0.67	2.41	-1.74
Omega ratio: Gain probability vs. loss probability	1.08	1.31	-0.23
Calmar ratio: Return relative to maximum drawdown	0.41	2.13	-1.72
Martin ratio: Return relative to average drawdown	1.30	8.60	-7.30

GABGX vs. DGRW - Sharpe Ratio Comparison

The current GABGX Sharpe Ratio is 0.39, which is lower than the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of GABGX and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GABGX vs. DGRW - Drawdown Comparison

The maximum GABGX drawdown since its inception was -66.39%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for GABGX and DGRW.

Drawdown Indicators

	GABGX	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-66.39%	-32.04%	-34.35%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-8.30%	-8.23%
Max Drawdown (3Y) Largest decline over 3 years	-22.39%	-16.21%	-6.18%
Max Drawdown (5Y) Largest decline over 5 years	-42.36%	-17.27%	-25.09%
Max Drawdown (10Y) Largest decline over 10 years	-42.36%	-32.04%	-10.32%
Current Drawdown Current decline from peak	-4.06%	0.00%	-4.06%
Average Drawdown Average peak-to-trough decline	-16.64%	-3.00%	-13.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	2.05%	+3.15%

Volatility

GABGX vs. DGRW - Volatility Comparison

Gabelli Growth Fund (GABGX) has a higher volatility of 5.90% compared to WisdomTree U.S. Quality Dividend Growth Fund (DGRW) at 3.19%. This indicates that GABGX's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GABGX	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.90%	3.19%	+2.71%
Volatility (6M) Calculated over the trailing 6-month period	14.06%	8.44%	+5.62%
Volatility (1Y) Calculated over the trailing 1-year period	17.27%	10.47%	+6.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.67%	14.02%	+9.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.61%	16.19%	+6.42%

GABGX vs. DGRW - Expense Ratio Comparison

GABGX has a 1.34% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

GABGX vs. DGRW - Dividend Comparison

GABGX's dividend yield for the trailing twelve months is around 5.34%, more than DGRW's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.26%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
GABGX Gabelli Growth Fund	5.34%	5.49%	6.27%	1.66%	0.00%	5.03%	7.02%	11.48%	5.66%	6.28%	5.17%	8.19%

Frequently Asked Questions

Can I hold both GABGX and DGRW in my portfolio?

GABGX and DGRW have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GABGX or DGRW?

GABGX has higher volatility (5.90%) compared to DGRW (3.19%). In terms of maximum drawdown, GABGX dropped -66.39% vs DGRW's -32.04%.

Which has better risk-adjusted returns?

DGRW currently has the higher Sharpe Ratio (1.69 vs 0.39), 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.