GABOX vs. VFSNX
Compare and contrast key facts about Gabelli International Small Cap Fund (GABOX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX).
GABOX is managed by Gabelli. It was launched on May 10, 1998. VFSNX is managed by Vanguard. It was launched on Apr 2, 2009.
Performance
GABOX vs. VFSNX - Performance Comparison
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GABOX vs. VFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | -1.08% | 29.97% | 2.63% | 15.18% | -21.26% | 12.74% | 11.92% | 21.72% | -18.46% | 30.30% |
Returns By Period
In the year-to-date period, GABOX achieves a -1.92% return, which is significantly lower than VFSNX's -1.08% return. Over the past 10 years, GABOX has underperformed VFSNX with an annualized return of 5.13%, while VFSNX has yielded a comparatively higher 7.33% 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%
VFSNX
- 1D
- -0.56%
- 1M
- -11.47%
- YTD
- -1.08%
- 6M
- 1.46%
- 1Y
- 26.81%
- 3Y*
- 12.77%
- 5Y*
- 5.20%
- 10Y*
- 7.33%
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GABOX vs. VFSNX - Expense Ratio Comparison
GABOX has a 0.91% expense ratio, which is higher than VFSNX's 0.11% expense ratio.
Return for Risk
GABOX vs. VFSNX — Risk / Return Rank
GABOX
VFSNX
GABOX vs. VFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli International Small Cap Fund (GABOX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.
| GABOX | VFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.78 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.29 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.09 | -0.55 |
Martin ratioReturn relative to average drawdown | 6.51 | 8.39 | -1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GABOX | VFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.78 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.35 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.47 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.55 | -0.23 |
Correlation
The correlation between GABOX and VFSNX is 0.87, 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
GABOX vs. VFSNX - Dividend Comparison
GABOX's dividend yield for the trailing twelve months is around 1.95%, less than VFSNX's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFSNX Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares | 3.40% | 3.36% | 3.41% | 3.11% | 2.26% | 2.70% | 1.90% | 3.25% | 2.81% | 2.85% | 2.93% | 2.69% |
Drawdowns
GABOX vs. VFSNX - Drawdown Comparison
The maximum GABOX drawdown since its inception was -59.28%, which is greater than VFSNX's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for GABOX and VFSNX.
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Drawdown Indicators
| GABOX | VFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.28% | -43.65% | -15.63% |
Max Drawdown (1Y)Largest decline over 1 year | -16.04% | -11.47% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -42.97% | -33.75% | -9.22% |
Max Drawdown (10Y)Largest decline over 10 years | -42.97% | -43.65% | +0.68% |
Current DrawdownCurrent decline from peak | -15.66% | -11.47% | -4.19% |
Average DrawdownAverage peak-to-trough decline | -17.35% | -9.56% | -7.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.86% | +0.95% |
Volatility
GABOX vs. VFSNX - Volatility Comparison
Gabelli International Small Cap Fund (GABOX) has a higher volatility of 6.96% compared to Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) at 6.02%. This indicates that GABOX's price experiences larger fluctuations and is considered to be riskier than VFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABOX | VFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 6.02% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 9.85% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 14.43% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 14.85% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 15.66% | +0.09% |