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GABUX vs. VPU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABUX vs. VPU - Performance Comparison

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

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GABUX vs. VPU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABUX
Gabelli Utilities Fund
8.26%16.86%14.38%-6.59%-5.40%17.44%-3.45%18.37%-2.83%8.24%
VPU
Vanguard Utilities ETF
8.24%16.46%23.04%-7.45%1.06%17.40%-0.74%24.89%4.38%12.44%

Returns By Period

The year-to-date returns for both stocks are quite close, with GABUX having a 8.26% return and VPU slightly lower at 8.24%. Over the past 10 years, GABUX has underperformed VPU with an annualized return of 6.60%, while VPU has yielded a comparatively higher 9.67% annualized return.


GABUX

1D
0.20%
1M
-3.77%
YTD
8.26%
6M
7.25%
1Y
16.66%
3Y*
10.89%
5Y*
7.00%
10Y*
6.60%

VPU

1D
0.42%
1M
-2.05%
YTD
8.24%
6M
5.69%
1Y
19.37%
3Y*
13.96%
5Y*
10.58%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABUX vs. VPU - Expense Ratio Comparison

GABUX has a 1.39% expense ratio, which is higher than VPU's 0.10% expense ratio.


Return for Risk

GABUX vs. VPU — Risk / Return Rank

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

GABUX
GABUX Risk / Return Rank: 7171
Overall Rank
GABUX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GABUX Sortino Ratio Rank: 5858
Sortino Ratio Rank
GABUX Omega Ratio Rank: 6464
Omega Ratio Rank
GABUX Calmar Ratio Rank: 8181
Calmar Ratio Rank
GABUX Martin Ratio Rank: 8383
Martin Ratio Rank

VPU
VPU Risk / Return Rank: 6565
Overall Rank
VPU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VPU Sortino Ratio Rank: 6565
Sortino Ratio Rank
VPU Omega Ratio Rank: 6060
Omega Ratio Rank
VPU Calmar Ratio Rank: 7979
Calmar Ratio Rank
VPU Martin Ratio Rank: 5252
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. VPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Utilities Fund (GABUX) and Vanguard Utilities ETF (VPU). 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.


GABUXVPUDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.25

+0.02

Sortino ratio

Return per unit of downside risk

1.61

1.71

-0.09

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

2.08

2.22

-0.14

Martin ratio

Return relative to average drawdown

8.94

5.27

+3.67

GABUX vs. VPU - Sharpe Ratio Comparison

The current GABUX Sharpe Ratio is 1.27, which is comparable to the VPU Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GABUX and VPU, 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


GABUXVPUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.25

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.63

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.51

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.55

-0.30

Correlation

The correlation between GABUX and VPU is 0.88, 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.


Dividends

GABUX vs. VPU - Dividend Comparison

GABUX's dividend yield for the trailing twelve months is around 15.77%, more than VPU's 2.56% yield.


TTM20252024202320222021202020192018201720162015
GABUX
Gabelli Utilities Fund
15.77%18.27%22.50%16.89%13.44%11.03%11.58%9.31%9.50%8.45%9.49%9.66%
VPU
Vanguard Utilities ETF
2.56%2.73%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%

Drawdowns

GABUX vs. VPU - Drawdown Comparison

The maximum GABUX drawdown since its inception was -48.88%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for GABUX and VPU.


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Drawdown Indicators


GABUXVPUDifference

Max Drawdown

Largest peak-to-trough decline

-48.88%

-46.31%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-8.90%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-25.15%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-36.42%

+2.78%

Current Drawdown

Current decline from peak

-4.14%

-2.71%

-1.43%

Average Drawdown

Average peak-to-trough decline

-12.21%

-7.82%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.74%

-1.75%

Volatility

GABUX vs. VPU - Volatility Comparison

The current volatility for Gabelli Utilities Fund (GABUX) is 3.84%, while Vanguard Utilities ETF (VPU) has a volatility of 4.99%. This indicates that GABUX experiences smaller price fluctuations and is considered to be less risky than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABUXVPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.99%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

10.18%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

15.51%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

16.91%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

19.07%

-2.82%