GABGX vs. SCHX
Compare and contrast key facts about Gabelli Growth Fund (GABGX) and Schwab U.S. Large-Cap ETF (SCHX).
GABGX is managed by Gabelli. It was launched on Apr 10, 1987. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GABGX or SCHX.
Key characteristics
| GABGX | SCHX | |
|---|---|---|
| YTD Return | 29.16% | 21.89% |
| 1Y Return | 42.31% | 34.38% |
| 3Y Return (Ann) | 4.33% | 9.71% |
| 5Y Return (Ann) | 16.07% | 16.60% |
| 10Y Return (Ann) | 14.37% | 14.61% |
| Sharpe Ratio | 2.52 | 3.11 |
| Sortino Ratio | 3.26 | 4.10 |
| Omega Ratio | 1.45 | 1.58 |
| Calmar Ratio | 2.04 | 4.50 |
| Martin Ratio | 12.47 | 20.35 |
| Ulcer Index | 3.66% | 1.89% |
| Daily Std Dev | 18.15% | 12.37% |
| Max Drawdown | -69.52% | -34.33% |
| Current Drawdown | -2.38% | -2.25% |
Correlation
The correlation between GABGX and SCHX is 0.92, 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
GABGX vs. SCHX - Performance Comparison
In the year-to-date period, GABGX achieves a 29.16% return, which is significantly higher than SCHX's 21.89% return. Both investments have delivered pretty close results over the past 10 years, with GABGX having a 14.37% annualized return and SCHX not far ahead at 14.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GABGX vs. SCHX - Expense Ratio Comparison
GABGX has a 1.34% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
GABGX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Fund (GABGX) and Schwab U.S. Large-Cap ETF (SCHX). 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.
Dividends
GABGX vs. SCHX - Dividend Comparison
GABGX's dividend yield for the trailing twelve months is around 1.29%, more than SCHX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABGX Gabelli Growth Fund | 1.29% | 1.66% | 0.00% | 5.03% | 7.02% | 11.48% | 5.66% | 6.28% | 5.17% | 8.19% | 4.67% | 0.03% |
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.16% | 1.70% | 1.93% | 2.04% | 1.76% | 1.65% |
Drawdowns
GABGX vs. SCHX - Drawdown Comparison
The maximum GABGX drawdown since its inception was -69.52%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for GABGX and SCHX. For additional features, visit the drawdowns tool.
Volatility
GABGX vs. SCHX - Volatility Comparison
Gabelli Growth Fund (GABGX) has a higher volatility of 4.89% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.35%. This indicates that GABGX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.