GABSX vs. SCHA
GABSX (Gabelli Small Cap Growth Fund) and SCHA (Schwab U.S. Small-Cap ETF) are both Small Cap Blend Equities funds. Over the past 10 years, GABSX returned 11.25%/yr vs 11.72%/yr for SCHA. Their correlation of 0.95 suggests significant overlap in exposure. GABSX charges 1.38%/yr vs 0.04%/yr for SCHA.
Performance
GABSX vs. SCHA - Performance Comparison
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Returns By Period
In the year-to-date period, GABSX achieves a 14.76% return, which is significantly lower than SCHA's 22.53% return. Both investments have delivered pretty close results over the past 10 years, with GABSX having a 11.25% annualized return and SCHA not far ahead at 11.72%.
GABSX
- 1D
- -0.06%
- 1M
- 6.18%
- YTD
- 14.76%
- 6M
- 12.62%
- 1Y
- 26.72%
- 3Y*
- 15.19%
- 5Y*
- 9.41%
- 10Y*
- 11.25%
SCHA
- 1D
- -1.72%
- 1M
- 4.56%
- YTD
- 22.53%
- 6M
- 20.00%
- 1Y
- 41.81%
- 3Y*
- 19.85%
- 5Y*
- 7.30%
- 10Y*
- 11.72%
GABSX vs. SCHA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABSX Gabelli Small Cap Growth Fund | 14.76% | 8.65% | 10.22% | 21.45% | -12.63% | 24.82% | 13.63% | 21.56% | -15.25% | 19.05% |
SCHA Schwab U.S. Small-Cap ETF | 22.53% | 11.60% | 11.16% | 18.46% | -19.81% | 16.45% | 19.34% | 26.50% | -11.79% | 14.94% |
Correlation
The correlation between GABSX and SCHA is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.95 |
The correlation between GABSX and SCHA has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.
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Return for Risk
GABSX vs. SCHA — Risk / Return Rank
GABSX
SCHA
GABSX vs. SCHA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Small Cap Growth Fund (GABSX) and Schwab U.S. Small-Cap ETF (SCHA). 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.
| GABSX | SCHA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.42 | -1.93 |
| Martin ratioReturn relative to average drawdown | 8.36 | 16.18 | -7.82 |
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Drawdowns
GABSX vs. SCHA - Drawdown Comparison
The maximum GABSX drawdown since its inception was -57.24%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for GABSX and SCHA.
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Drawdown Indicators
| GABSX | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.24% | -42.41% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.50% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -27.29% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.19% | -30.79% | +5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -40.74% | -42.41% | +1.67% |
Current DrawdownCurrent decline from peak | -0.06% | -1.72% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -7.56% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.59% | +0.82% |
Volatility
GABSX vs. SCHA - Volatility Comparison
The current volatility for Gabelli Small Cap Growth Fund (GABSX) is 4.65%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 6.71%. This indicates that GABSX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABSX | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.71% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 13.92% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 18.77% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 22.05% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 22.75% | -2.73% |
GABSX vs. SCHA - Expense Ratio Comparison
GABSX has a 1.38% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Dividends
GABSX vs. SCHA - Dividend Comparison
GABSX's dividend yield for the trailing twelve months is around 3.47%, more than SCHA's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABSX Gabelli Small Cap Growth Fund | 3.47% | 3.98% | 6.61% | 8.68% | 9.53% | 13.50% | 22.21% | 21.36% | 4.70% | 5.38% | 3.87% | 3.78% |
SCHA Schwab U.S. Small-Cap ETF | 0.98% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Frequently Asked Questions
GABSX and SCHA have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHA has higher volatility (6.71%) compared to GABSX (4.65%). In terms of maximum drawdown, GABSX dropped -57.24% vs SCHA's -42.41%.
SCHA currently has the higher Sharpe Ratio (2.24 vs 1.71), 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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