GABOX vs. KGGIX
GABOX (Gabelli International Small Cap Fund) and KGGIX (Kopernik Global All-Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, GABOX returned 4.69%/yr vs 11.76%/yr for KGGIX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. GABOX charges 0.91%/yr vs 1.01%/yr for KGGIX.
Performance
GABOX vs. KGGIX - Performance Comparison
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Returns By Period
In the year-to-date period, GABOX achieves a 1.73% return, which is significantly lower than KGGIX's 5.22% return. Over the past 10 years, GABOX has underperformed KGGIX with an annualized return of 4.69%, while KGGIX has yielded a comparatively higher 11.76% annualized return.
GABOX
- 1D
- 3.25%
- 1M
- 0.13%
- 6M
- -7.30%
- YTD
- 1.73%
- 1Y
- 18.55%
- 3Y*
- 9.38%
- 5Y*
- 0.34%
- 10Y*
- 4.69%
- ALL TIME*
- 5.71%
KGGIX
- 1D
- 1.37%
- 1M
- 3.35%
- 6M
- -3.49%
- YTD
- 5.22%
- 1Y
- 29.73%
- 3Y*
- 20.55%
- 5Y*
- 11.58%
- 10Y*
- 11.76%
- ALL TIME*
- 9.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GABOX vs. KGGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABOX Gabelli International Small Cap Fund | 1.73% | 39.55% | -6.72% | 6.34% | -25.51% | 4.16% | 19.18% | 25.99% | -20.81% | 28.27% |
KGGIX Kopernik Global All-Cap Fund | 5.22% | 64.88% | -4.91% | 13.43% | -9.05% | 16.86% | 37.23% | 10.00% | -11.07% | 8.98% |
Correlation
The correlation between GABOX and KGGIX is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2013 | 0.61 |
The correlation between GABOX and KGGIX shifts across timeframes, from 0.61 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
GABOX vs. KGGIX — Risk / Return Rank
GABOX
KGGIX
GABOX vs. KGGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli International Small Cap Fund (GABOX) and Kopernik Global All-Cap Fund (KGGIX). 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.
| GABOX | KGGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.16 | -1.05 |
| Martin ratioReturn relative to average drawdown | 2.42 | 5.32 | -2.90 |
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Drawdowns
GABOX vs. KGGIX - Drawdown Comparison
The maximum GABOX drawdown since its inception was -59.28%, which is greater than KGGIX's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for GABOX and KGGIX.
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Drawdown Indicators
| GABOX | KGGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -45.11% | -14.17% |
Max Drawdown (1Y)Largest decline over 1 year | -16.48% | -13.27% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -13.76% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -42.97% | -26.43% | -16.54% |
Max Drawdown (10Y)Largest decline over 10 years | -42.97% | -31.59% | -11.38% |
Current DrawdownCurrent decline from peak | -12.51% | -8.97% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -17.27% | -9.52% | -7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.52% | 5.37% | +2.15% |
Volatility
GABOX vs. KGGIX - Volatility Comparison
Gabelli International Small Cap Fund (GABOX) has a higher volatility of 6.20% compared to Kopernik Global All-Cap Fund (KGGIX) at 3.39%. This indicates that GABOX's price experiences larger fluctuations and is considered to be riskier than KGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABOX | KGGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 3.39% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.16% | 12.65% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 15.60% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 15.29% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 14.96% | +1.05% |
GABOX vs. KGGIX - Expense Ratio Comparison
GABOX has a 0.91% expense ratio, which is lower than KGGIX's 1.01% expense ratio.
Dividends
GABOX vs. KGGIX - Dividend Comparison
GABOX's dividend yield for the trailing twelve months is around 1.88%, less than KGGIX's 15.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABOX Gabelli International Small Cap Fund | 1.88% | 1.91% | 0.00% | 1.72% | 0.45% | 2.10% | 0.79% | 6.91% | 31.69% | 54.42% | 5.79% | 0.87% |
KGGIX Kopernik Global All-Cap Fund | 15.64% | 16.46% | 1.04% | 8.60% | 13.59% | 9.30% | 4.81% | 3.02% | 0.25% | 4.40% | 3.34% | 0.81% |
Frequently Asked Questions
GABOX and KGGIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GABOX has higher volatility (6.20%) compared to KGGIX (3.39%). In terms of maximum drawdown, GABOX dropped -59.28% vs KGGIX's -45.11%.
KGGIX currently has the higher Sharpe Ratio (1.84 vs 0.99), 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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