PortfoliosLab logoPortfoliosLab logo
GABOX vs. KGGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABOX vs. KGGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli International Small Cap Fund (GABOX) and Kopernik Global All-Cap Fund (KGGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GABOX vs. KGGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABOX
Gabelli International Small Cap Fund
-1.92%39.55%-6.72%6.34%-25.51%4.16%19.18%25.99%-20.81%28.27%
KGGIX
Kopernik Global All-Cap Fund
4.70%64.88%-4.91%13.43%-9.05%16.86%37.23%10.00%-11.07%8.98%

Returns By Period

In the year-to-date period, GABOX achieves a -1.92% return, which is significantly lower than KGGIX's 4.70% return. Over the past 10 years, GABOX has underperformed KGGIX with an annualized return of 5.13%, while KGGIX has yielded a comparatively higher 14.53% annualized return.


GABOX

1D
-0.71%
1M
-15.66%
YTD
-1.92%
6M
3.11%
1Y
27.37%
3Y*
8.87%
5Y*
1.21%
10Y*
5.13%

KGGIX

1D
-0.06%
1M
-9.42%
YTD
4.70%
6M
13.13%
1Y
50.78%
3Y*
21.52%
5Y*
12.90%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GABOX vs. KGGIX - Expense Ratio Comparison

GABOX has a 0.91% expense ratio, which is lower than KGGIX's 1.01% expense ratio.


Return for Risk

GABOX vs. KGGIX — Risk / Return Rank

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

GABOX
GABOX Risk / Return Rank: 7171
Overall Rank
GABOX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GABOX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GABOX Omega Ratio Rank: 7474
Omega Ratio Rank
GABOX Calmar Ratio Rank: 6767
Calmar Ratio Rank
GABOX Martin Ratio Rank: 6969
Martin Ratio Rank

KGGIX
KGGIX Risk / Return Rank: 9797
Overall Rank
KGGIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KGGIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
KGGIX Omega Ratio Rank: 9696
Omega Ratio Rank
KGGIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
KGGIX Martin Ratio Rank: 9797
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.

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.


GABOXKGGIXDifference

Sharpe ratio

Return per unit of total volatility

1.40

3.28

-1.88

Sortino ratio

Return per unit of downside risk

1.78

3.90

-2.12

Omega ratio

Gain probability vs. loss probability

1.28

1.58

-0.30

Calmar ratio

Return relative to maximum drawdown

1.55

4.66

-3.11

Martin ratio

Return relative to average drawdown

6.51

17.03

-10.52

GABOX vs. KGGIX - Sharpe Ratio Comparison

The current GABOX Sharpe Ratio is 1.40, which is lower than the KGGIX Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of GABOX and KGGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GABOXKGGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

3.28

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.86

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.97

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.61

-0.29

Correlation

The correlation between GABOX and KGGIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GABOX vs. KGGIX - Dividend Comparison

GABOX's dividend yield for the trailing twelve months is around 1.95%, less than KGGIX's 15.72% yield.


TTM20252024202320222021202020192018201720162015
GABOX
Gabelli International Small Cap Fund
1.95%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
15.72%16.46%1.04%8.60%13.59%9.30%4.81%3.02%0.25%4.40%3.34%0.81%

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.


Loading graphics...

Drawdown Indicators


GABOXKGGIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.28%

-45.11%

-14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.04%

-10.65%

-5.39%

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 Drawdown

Current decline from peak

-15.66%

-9.42%

-6.24%

Average Drawdown

Average peak-to-trough decline

-17.35%

-9.59%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.91%

+0.90%

Volatility

GABOX vs. KGGIX - Volatility Comparison

Gabelli International Small Cap Fund (GABOX) has a higher volatility of 6.96% compared to Kopernik Global All-Cap Fund (KGGIX) at 5.62%. 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.


Loading graphics...

Volatility by Period


GABOXKGGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.62%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

12.33%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

15.26%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

15.14%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.75%

15.08%

+0.67%