PortfoliosLab logo
GABSX vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GABSX and VBR is 0.86, 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.


Performance

GABSX vs. VBR - 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 Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

GABSX:

-0.24

VBR:

0.10

Sortino Ratio

GABSX:

-0.25

VBR:

0.23

Omega Ratio

GABSX:

0.97

VBR:

1.03

Calmar Ratio

GABSX:

-0.16

VBR:

0.05

Martin Ratio

GABSX:

-0.78

VBR:

0.13

Ulcer Index

GABSX:

8.19%

VBR:

8.10%

Daily Std Dev

GABSX:

22.75%

VBR:

21.73%

Max Drawdown

GABSX:

-57.24%

VBR:

-62.01%

Current Drawdown

GABSX:

-31.03%

VBR:

-12.55%

Returns By Period

In the year-to-date period, GABSX achieves a -4.00% return, which is significantly higher than VBR's -4.64% return. Over the past 10 years, GABSX has underperformed VBR with an annualized return of -2.00%, while VBR has yielded a comparatively higher 7.69% annualized return.


GABSX

YTD

-4.00%

1M

7.84%

6M

-10.18%

1Y

-5.50%

3Y*

1.43%

5Y*

2.06%

10Y*

-2.00%

VBR

YTD

-4.64%

1M

7.76%

6M

-10.03%

1Y

2.08%

3Y*

7.68%

5Y*

15.65%

10Y*

7.69%

*Annualized

Compare stocks, funds, or ETFs

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


Gabelli Small Cap Growth Fund

Vanguard Small-Cap Value ETF

GABSX vs. VBR - Expense Ratio Comparison

GABSX has a 1.38% expense ratio, which is higher than VBR's 0.07% expense ratio.


Risk-Adjusted Performance

GABSX vs. VBR — Risk-Adjusted Performance Rank

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

GABSX
The Risk-Adjusted Performance Rank of GABSX is 99
Overall Rank
The Sharpe Ratio Rank of GABSX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of GABSX is 99
Sortino Ratio Rank
The Omega Ratio Rank of GABSX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of GABSX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of GABSX is 77
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 2121
Overall Rank
The Sharpe Ratio Rank of VBR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 2121
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GABSX vs. VBR - Risk-Adjusted Performance Comparison

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


The current GABSX Sharpe Ratio is -0.24, which is lower than the VBR Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of GABSX and VBR, 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 data...

Dividends

GABSX vs. VBR - Dividend Comparison

GABSX's dividend yield for the trailing twelve months is around 0.01%, less than VBR's 2.25% yield.


TTM20242023202220212020201920182017201620152014
GABSX
Gabelli Small Cap Growth Fund
0.01%0.01%0.19%0.01%0.10%0.00%0.15%0.19%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF
2.25%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

GABSX vs. VBR - Drawdown Comparison

The maximum GABSX drawdown since its inception was -57.24%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for GABSX and VBR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

GABSX vs. VBR - Volatility Comparison

Gabelli Small Cap Growth Fund (GABSX) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 5.73% and 5.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...