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GABGX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GABGX and ^GSPC is 0.91, 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: 0.9

Performance

GABGX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Growth Fund (GABGX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
784.96%
1,944.27%
GABGX
^GSPC

Key characteristics

Sharpe Ratio

GABGX:

0.34

^GSPC:

0.52

Sortino Ratio

GABGX:

0.63

^GSPC:

0.86

Omega Ratio

GABGX:

1.09

^GSPC:

1.13

Calmar Ratio

GABGX:

0.35

^GSPC:

0.54

Martin Ratio

GABGX:

1.05

^GSPC:

2.16

Ulcer Index

GABGX:

8.41%

^GSPC:

4.70%

Daily Std Dev

GABGX:

26.16%

^GSPC:

19.42%

Max Drawdown

GABGX:

-69.52%

^GSPC:

-56.78%

Current Drawdown

GABGX:

-15.23%

^GSPC:

-9.49%

Returns By Period

In the year-to-date period, GABGX achieves a -6.15% return, which is significantly lower than ^GSPC's -5.45% return. Over the past 10 years, GABGX has underperformed ^GSPC with an annualized return of 7.44%, while ^GSPC has yielded a comparatively higher 10.21% annualized return.


GABGX

YTD

-6.15%

1M

2.60%

6M

-9.46%

1Y

6.64%

5Y*

9.32%

10Y*

7.44%

^GSPC

YTD

-5.45%

1M

-0.36%

6M

-4.66%

1Y

8.69%

5Y*

13.87%

10Y*

10.21%

*Annualized

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Risk-Adjusted Performance

GABGX vs. ^GSPC — Risk-Adjusted Performance Rank

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

GABGX
The Risk-Adjusted Performance Rank of GABGX is 4545
Overall Rank
The Sharpe Ratio Rank of GABGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of GABGX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GABGX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of GABGX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of GABGX is 4141
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7878
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.

GABGX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Fund (GABGX) and S&P 500 (^GSPC). 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 GABGX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.00
GABGX: 0.34
^GSPC: 0.52
The chart of Sortino ratio for GABGX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
GABGX: 0.63
^GSPC: 0.86
The chart of Omega ratio for GABGX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
GABGX: 1.09
^GSPC: 1.13
The chart of Calmar ratio for GABGX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.00
GABGX: 0.35
^GSPC: 0.54
The chart of Martin ratio for GABGX, currently valued at 1.05, compared to the broader market0.0010.0020.0030.0040.00
GABGX: 1.05
^GSPC: 2.16

The current GABGX Sharpe Ratio is 0.34, which is lower than the ^GSPC Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GABGX and ^GSPC, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.34
0.52
GABGX
^GSPC

Drawdowns

GABGX vs. ^GSPC - Drawdown Comparison

The maximum GABGX drawdown since its inception was -69.52%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GABGX and ^GSPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.23%
-9.49%
GABGX
^GSPC

Volatility

GABGX vs. ^GSPC - Volatility Comparison

Gabelli Growth Fund (GABGX) has a higher volatility of 15.70% compared to S&P 500 (^GSPC) at 14.11%. This indicates that GABGX's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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
15.70%
14.11%
GABGX
^GSPC