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GABUX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABUX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Utilities Fund (GABUX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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GABUX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABUX
Gabelli Utilities Fund
8.05%16.86%14.38%-6.59%-5.40%17.44%-3.45%18.37%-2.83%8.24%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, GABUX achieves a 8.05% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, GABUX has underperformed SWPPX with an annualized return of 6.58%, while SWPPX has yielded a comparatively higher 13.71% annualized return.


GABUX

1D
0.39%
1M
-4.32%
YTD
8.05%
6M
7.46%
1Y
16.88%
3Y*
10.82%
5Y*
7.01%
10Y*
6.58%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABUX vs. SWPPX - Expense Ratio Comparison

GABUX has a 1.39% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Return for Risk

GABUX vs. SWPPX — Risk / Return Rank

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

GABUX
GABUX Risk / Return Rank: 7676
Overall Rank
GABUX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GABUX Sortino Ratio Rank: 6666
Sortino Ratio Rank
GABUX Omega Ratio Rank: 7171
Omega Ratio Rank
GABUX Calmar Ratio Rank: 8484
Calmar Ratio Rank
GABUX Martin Ratio Rank: 8686
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Utilities Fund (GABUX) and Schwab S&P 500 Index Fund (SWPPX). 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.


GABUXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.84

+0.47

Sortino ratio

Return per unit of downside risk

1.65

1.30

+0.36

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

2.11

1.06

+1.05

Martin ratio

Return relative to average drawdown

9.14

5.14

+4.00

GABUX vs. SWPPX - Sharpe Ratio Comparison

The current GABUX Sharpe Ratio is 1.30, which is higher than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of GABUX and SWPPX, 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


GABUXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.84

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.68

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.76

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.48

-0.23

Correlation

The correlation between GABUX and SWPPX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GABUX vs. SWPPX - Dividend Comparison

GABUX's dividend yield for the trailing twelve months is around 15.81%, more than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
GABUX
Gabelli Utilities Fund
15.81%18.27%22.50%16.89%13.44%11.03%11.58%9.31%9.50%8.45%9.49%9.66%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

GABUX vs. SWPPX - Drawdown Comparison

The maximum GABUX drawdown since its inception was -48.88%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for GABUX and SWPPX.


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Drawdown Indicators


GABUXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-48.88%

-55.06%

+6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-12.10%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-24.51%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-33.80%

+0.16%

Current Drawdown

Current decline from peak

-4.32%

-8.89%

+4.57%

Average Drawdown

Average peak-to-trough decline

-12.21%

-10.00%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.49%

-0.52%

Volatility

GABUX vs. SWPPX - Volatility Comparison

The current volatility for Gabelli Utilities Fund (GABUX) is 3.82%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that GABUX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABUXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

4.29%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

9.11%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

18.14%

-4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

16.89%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

18.19%

-1.94%