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GABGX vs. FFDKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABGX vs. FFDKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Growth Fund (GABGX) and Fidelity Fund Class K (FFDKX). The values are adjusted to include any dividend payments, if applicable.

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GABGX vs. FFDKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABGX
Gabelli Growth Fund
-9.99%18.67%35.38%45.39%-39.04%22.48%39.11%34.19%1.89%29.51%
FFDKX
Fidelity Fund Class K
-6.40%20.13%27.24%31.03%-25.81%33.32%26.55%33.57%-5.23%23.35%

Returns By Period

In the year-to-date period, GABGX achieves a -9.99% return, which is significantly lower than FFDKX's -6.40% return. Both investments have delivered pretty close results over the past 10 years, with GABGX having a 14.74% annualized return and FFDKX not far behind at 14.55%.


GABGX

1D
3.93%
1M
-5.97%
YTD
-9.99%
6M
-9.53%
1Y
15.68%
3Y*
22.09%
5Y*
9.45%
10Y*
14.74%

FFDKX

1D
3.25%
1M
-4.74%
YTD
-6.40%
6M
-2.81%
1Y
21.44%
3Y*
19.66%
5Y*
12.00%
10Y*
14.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABGX vs. FFDKX - Expense Ratio Comparison

GABGX has a 1.34% expense ratio, which is higher than FFDKX's 0.38% expense ratio.


Return for Risk

GABGX vs. FFDKX — Risk / Return Rank

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

GABGX
GABGX Risk / Return Rank: 3131
Overall Rank
GABGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GABGX Sortino Ratio Rank: 3838
Sortino Ratio Rank
GABGX Omega Ratio Rank: 3333
Omega Ratio Rank
GABGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
GABGX Martin Ratio Rank: 2525
Martin Ratio Rank

FFDKX
FFDKX Risk / Return Rank: 6363
Overall Rank
FFDKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FFDKX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFDKX Omega Ratio Rank: 6565
Omega Ratio Rank
FFDKX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FFDKX Martin Ratio Rank: 6464
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.

GABGX vs. FFDKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Fund (GABGX) and Fidelity Fund Class K (FFDKX). 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.


GABGXFFDKXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.15

-0.36

Sortino ratio

Return per unit of downside risk

1.29

1.75

-0.45

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

0.82

1.60

-0.78

Martin ratio

Return relative to average drawdown

2.93

6.54

-3.60

GABGX vs. FFDKX - Sharpe Ratio Comparison

The current GABGX Sharpe Ratio is 0.78, which is lower than the FFDKX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of GABGX and FFDKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GABGXFFDKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.15

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.63

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.75

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.51

+0.02

Correlation

The correlation between GABGX and FFDKX is 0.95, 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.


Dividends

GABGX vs. FFDKX - Dividend Comparison

GABGX's dividend yield for the trailing twelve months is around 6.09%, more than FFDKX's 1.34% yield.


TTM20252024202320222021202020192018201720162015
GABGX
Gabelli Growth Fund
6.09%5.49%6.27%1.66%0.00%5.03%7.02%11.48%5.66%6.28%5.17%8.19%
FFDKX
Fidelity Fund Class K
1.34%1.25%0.00%2.48%0.74%4.67%2.77%5.49%7.51%11.18%7.12%5.60%

Drawdowns

GABGX vs. FFDKX - Drawdown Comparison

The maximum GABGX drawdown since its inception was -66.39%, which is greater than FFDKX's maximum drawdown of -52.66%. Use the drawdown chart below to compare losses from any high point for GABGX and FFDKX.


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Drawdown Indicators


GABGXFFDKXDifference

Max Drawdown

Largest peak-to-trough decline

-66.39%

-52.66%

-13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-12.00%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-42.36%

-30.28%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-42.36%

-30.65%

-11.71%

Current Drawdown

Current decline from peak

-13.25%

-7.97%

-5.28%

Average Drawdown

Average peak-to-trough decline

-16.75%

-8.27%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

2.94%

+1.69%

Volatility

GABGX vs. FFDKX - Volatility Comparison

Gabelli Growth Fund (GABGX) has a higher volatility of 7.02% compared to Fidelity Fund Class K (FFDKX) at 5.64%. This indicates that GABGX's price experiences larger fluctuations and is considered to be riskier than FFDKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABGXFFDKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

5.64%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

9.77%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

19.55%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.50%

19.25%

+4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

19.41%

+3.05%