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GABUX vs. DRCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABUX vs. DRCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Utilities Fund (GABUX) and Comstock Capital Value Fund (DRCVX). The values are adjusted to include any dividend payments, if applicable.

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GABUX vs. DRCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABUX
Gabelli Utilities Fund
8.69%16.86%14.38%-6.59%-5.40%17.44%-3.45%18.37%-2.83%8.24%
DRCVX
Comstock Capital Value Fund
1.13%11.55%2.02%6.55%4.13%-2.16%-5.36%-25.76%7.76%-20.58%

Returns By Period

In the year-to-date period, GABUX achieves a 8.69% return, which is significantly higher than DRCVX's 1.13% return. Over the past 10 years, GABUX has outperformed DRCVX with an annualized return of 6.64%, while DRCVX has yielded a comparatively lower -4.63% annualized return.


GABUX

1D
0.39%
1M
-2.66%
YTD
8.69%
6M
8.31%
1Y
16.89%
3Y*
11.04%
5Y*
7.08%
10Y*
6.64%

DRCVX

1D
0.22%
1M
-0.00%
YTD
1.13%
6M
2.42%
1Y
9.03%
3Y*
6.85%
5Y*
4.72%
10Y*
-4.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABUX vs. DRCVX - Expense Ratio Comparison

GABUX has a 1.39% expense ratio, which is higher than DRCVX's 0.00% expense ratio.


Return for Risk

GABUX vs. DRCVX — Risk / Return Rank

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

GABUX
GABUX Risk / Return Rank: 6464
Overall Rank
GABUX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GABUX Sortino Ratio Rank: 5050
Sortino Ratio Rank
GABUX Omega Ratio Rank: 5858
Omega Ratio Rank
GABUX Calmar Ratio Rank: 7474
Calmar Ratio Rank
GABUX Martin Ratio Rank: 7777
Martin Ratio Rank

DRCVX
DRCVX Risk / Return Rank: 9090
Overall Rank
DRCVX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DRCVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DRCVX Omega Ratio Rank: 9494
Omega Ratio Rank
DRCVX Calmar Ratio Rank: 8484
Calmar Ratio Rank
DRCVX Martin Ratio Rank: 9292
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.

GABUX vs. DRCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Utilities Fund (GABUX) and Comstock Capital Value Fund (DRCVX). 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.


GABUXDRCVXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.91

-0.64

Sortino ratio

Return per unit of downside risk

1.61

2.59

-0.98

Omega ratio

Gain probability vs. loss probability

1.26

1.50

-0.24

Calmar ratio

Return relative to maximum drawdown

2.05

2.30

-0.24

Martin ratio

Return relative to average drawdown

8.76

12.01

-3.25

GABUX vs. DRCVX - Sharpe Ratio Comparison

The current GABUX Sharpe Ratio is 1.27, which is lower than the DRCVX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of GABUX and DRCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GABUXDRCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.91

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.04

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

-0.47

+0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.01

+0.25

Correlation

The correlation between GABUX and DRCVX is -0.48. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GABUX vs. DRCVX - Dividend Comparison

GABUX's dividend yield for the trailing twelve months is around 15.71%, more than DRCVX's 1.94% yield.


TTM20252024202320222021202020192018201720162015
GABUX
Gabelli Utilities Fund
15.71%18.27%22.50%16.89%13.44%11.03%11.58%9.31%9.50%8.45%9.49%9.66%
DRCVX
Comstock Capital Value Fund
1.94%1.96%0.00%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GABUX vs. DRCVX - Drawdown Comparison

The maximum GABUX drawdown since its inception was -48.88%, smaller than the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for GABUX and DRCVX.


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Drawdown Indicators


GABUXDRCVXDifference

Max Drawdown

Largest peak-to-trough decline

-48.88%

-97.47%

+48.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-3.82%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-4.34%

-19.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-54.27%

+20.63%

Current Drawdown

Current decline from peak

-3.76%

-96.68%

+92.92%

Average Drawdown

Average peak-to-trough decline

-12.20%

-65.76%

+53.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

0.73%

+1.28%

Volatility

GABUX vs. DRCVX - Volatility Comparison

Gabelli Utilities Fund (GABUX) has a higher volatility of 3.83% compared to Comstock Capital Value Fund (DRCVX) at 0.98%. This indicates that GABUX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABUXDRCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

0.98%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

2.03%

+5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

4.92%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

4.55%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

9.95%

+6.29%