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GABSX vs. VB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GABSX vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Small Cap Growth Fund (GABSX) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GABSX achieves a 9.01% return, which is significantly lower than VB's 14.91% return. Over the past 10 years, GABSX has underperformed VB with an annualized return of 10.35%, while VB has yielded a comparatively higher 11.38% annualized return.


GABSX

1D
-0.67%
1M
-0.83%
YTD
9.01%
6M
10.35%
1Y
23.49%
3Y*
13.88%
5Y*
7.80%
10Y*
10.35%

VB

1D
0.75%
1M
3.68%
YTD
14.91%
6M
16.03%
1Y
31.39%
3Y*
17.31%
5Y*
7.35%
10Y*
11.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GABSX vs. VB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABSX
Gabelli Small Cap Growth Fund
9.01%8.65%10.22%21.45%-12.63%24.82%13.63%21.56%-15.25%19.05%
VB
Vanguard Small-Cap ETF
14.91%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%

Correlation

The correlation between GABSX and VB is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2004

0.95

The correlation between GABSX and VB has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

GABSX vs. VB — Risk / Return Rank

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

GABSX
GABSX Risk / Return Rank: 2424
Overall Rank
GABSX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GABSX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GABSX Omega Ratio Rank: 2020
Omega Ratio Rank
GABSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
GABSX Martin Ratio Rank: 2626
Martin Ratio Rank

VB
VB Risk / Return Rank: 6161
Overall Rank
VB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5757
Sortino Ratio Rank
VB Omega Ratio Rank: 5454
Omega Ratio Rank
VB Calmar Ratio Rank: 6969
Calmar Ratio Rank
VB Martin Ratio Rank: 6868
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.

GABSX vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Small Cap Growth Fund (GABSX) and Vanguard Small-Cap ETF (VB). 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.


GABSXVBDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.94

-0.58

Sortino ratio

Return per unit of downside risk

2.11

2.75

-0.64

Omega ratio

Gain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratio

Return relative to maximum drawdown

1.95

3.48

-1.52

Martin ratio

Return relative to average drawdown

6.54

12.82

-6.28

GABSX vs. VB - Sharpe Ratio Comparison

The current GABSX Sharpe Ratio is 1.36, which is comparable to the VB Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of GABSX and VB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GABSXVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.94

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.36

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.53

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.44

+0.19

Drawdowns

GABSX vs. VB - Drawdown Comparison

The maximum GABSX drawdown since its inception was -57.24%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for GABSX and VB.


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Drawdown Indicators


GABSXVBDifference

Max Drawdown

Largest peak-to-trough decline

-57.24%

-59.56%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-8.98%

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-23.43%

-25.36%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-28.15%

+2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.74%

-42.05%

+1.31%

Current Drawdown

Current decline from peak

-2.40%

0.00%

-2.40%

Average Drawdown

Average peak-to-trough decline

-6.98%

-8.44%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.43%

+0.99%

Volatility

GABSX vs. VB - Volatility Comparison

Gabelli Small Cap Growth Fund (GABSX) has a higher volatility of 5.17% compared to Vanguard Small-Cap ETF (VB) at 4.40%. This indicates that GABSX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABSXVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

4.40%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

11.73%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

16.27%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

20.75%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

21.43%

-1.44%

GABSX vs. VB - Expense Ratio Comparison

GABSX has a 1.38% expense ratio, which is higher than VB's 0.05% expense ratio.


Dividends

GABSX vs. VB - Dividend Comparison

GABSX's dividend yield for the trailing twelve months is around 3.65%, more than VB's 1.19% yield.


PositionTTM20252024202320222021202020192018201720162015
GABSX
Gabelli Small Cap Growth Fund
3.65%3.98%6.61%8.68%9.53%13.50%22.21%21.36%4.70%5.38%3.87%3.78%
VB
Vanguard Small-Cap ETF
1.19%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Frequently Asked Questions


GABSX and VB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GABSX has higher volatility (5.17%) compared to VB (4.40%). In terms of maximum drawdown, GABSX dropped -57.24% vs VB's -59.56%.

VB currently has the higher Sharpe Ratio (1.94 vs 1.36), 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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