GABSX vs. VBK
GABSX (Gabelli Small Cap Growth Fund) and VBK (Vanguard Small-Cap Growth ETF) are both funds - GABSX is a Small Cap Blend Equities fund managed by Gabelli, while VBK is a Small Cap Growth Equities fund tracking the CRSP US Small Cap Growth Index. Over the past 10 years, GABSX returned 10.52%/yr vs 10.90%/yr for VBK. Their correlation of 0.90 means they have usually moved in the same direction. GABSX charges 1.38%/yr vs 0.05%/yr for VBK.
Performance
GABSX vs. VBK - Performance Comparison
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Returns By Period
In the year-to-date period, GABSX achieves a 14.32% return, which is significantly higher than VBK's 12.94% return. Both investments have delivered pretty close results over the past 10 years, with GABSX having a 10.52% annualized return and VBK not far ahead at 10.90%.
GABSX
- 1D
- 0.72%
- 1M
- 0.27%
- 6M
- 8.49%
- YTD
- 14.32%
- 1Y
- 22.80%
- 3Y*
- 12.64%
- 5Y*
- 9.12%
- 10Y*
- 10.52%
- ALL TIME*
- 11.27%
VBK
- 1D
- -0.27%
- 1M
- -4.86%
- 6M
- 9.06%
- YTD
- 12.94%
- 1Y
- 23.19%
- 3Y*
- 13.33%
- 5Y*
- 4.14%
- 10Y*
- 10.90%
- ALL TIME*
- 9.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $67.40M | $71.27M | $83.02M |
GABSX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GABSX Gabelli Small Cap Growth Fund | 14.32% | 8.65% | 10.22% | 21.45% | -12.63% | 24.82% | 13.63% | 21.56% | -15.25% | 19.05% |
VBK Vanguard Small-Cap Growth ETF | 12.94% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Correlation
The correlation between GABSX and VBK 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. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.90 |
The correlation between GABSX and VBK shifts across timeframes, from 0.73 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GABSX vs. VBK — Risk / Return Rank
GABSX
VBK
GABSX vs. VBK - 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 Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.86 | 0.00 |
| Martin ratioReturn relative to average drawdown | 6.09 | 6.29 | -0.20 |
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Drawdowns
GABSX vs. VBK - Drawdown Comparison
The maximum GABSX drawdown since its inception was -57.24%, roughly equal to the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for GABSX and VBK.
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Drawdown Indicators
| GABSX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.24% | -58.68% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -11.44% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.43% | -27.54% | +4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.19% | -38.39% | +13.20% |
Max Drawdown (10Y)Largest decline over 10 years | -40.74% | -38.70% | -2.04% |
Current DrawdownCurrent decline from peak | -2.10% | -6.90% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -10.10% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.37% | +0.11% |
Volatility
GABSX vs. VBK - Volatility Comparison
The current volatility for Gabelli Small Cap Growth Fund (GABSX) is 4.50%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 5.16%. This indicates that GABSX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GABSX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 5.16% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 15.93% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 20.39% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 23.65% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 22.91% | -2.93% |
GABSX vs. VBK - Expense Ratio Comparison
GABSX has a 1.38% expense ratio, which is higher than VBK's 0.05% expense ratio.
Dividends
GABSX vs. VBK - Dividend Comparison
GABSX's dividend yield for the trailing twelve months is around 3.48%, more than VBK's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABSX Gabelli Small Cap Growth Fund | 3.48% | 3.98% | 6.61% | 8.68% | 9.53% | 13.50% | 22.21% | 21.36% | 4.70% | 5.38% | 3.87% | 3.78% |
VBK Vanguard Small-Cap Growth ETF | 0.45% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Frequently Asked Questions
GABSX and VBK 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.
VBK has higher volatility (5.16%) compared to GABSX (4.50%). In terms of maximum drawdown, GABSX dropped -57.24% vs VBK's -58.68%.
GABSX currently has the higher Sharpe Ratio (1.27 vs 1.04), 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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