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GABVX vs. GENIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GABVX vs. GENIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Value 25 Fund (GABVX) and Gotham Enhanced Return Fund (GENIX). The values are adjusted to include any dividend payments, if applicable.

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GABVX vs. GENIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GABVX
Gabelli Value 25 Fund
0.17%28.77%4.10%8.75%-15.87%14.86%5.86%17.84%-8.19%12.77%
GENIX
Gotham Enhanced Return Fund
-2.93%21.16%27.31%25.26%-12.02%39.66%-8.21%21.54%-5.97%18.21%

Returns By Period

In the year-to-date period, GABVX achieves a 0.17% return, which is significantly higher than GENIX's -2.93% return. Over the past 10 years, GABVX has underperformed GENIX with an annualized return of 7.03%, while GENIX has yielded a comparatively higher 12.02% annualized return.


GABVX

1D
0.17%
1M
-7.98%
YTD
0.17%
6M
4.61%
1Y
22.92%
3Y*
11.27%
5Y*
5.08%
10Y*
7.03%

GENIX

1D
-0.49%
1M
-6.38%
YTD
-2.93%
6M
0.80%
1Y
20.93%
3Y*
21.55%
5Y*
15.72%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GABVX vs. GENIX - Expense Ratio Comparison

GABVX has a 1.43% expense ratio, which is lower than GENIX's 1.50% expense ratio.


Return for Risk

GABVX vs. GENIX — Risk / Return Rank

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

GABVX
GABVX Risk / Return Rank: 8080
Overall Rank
GABVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GABVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
GABVX Omega Ratio Rank: 7878
Omega Ratio Rank
GABVX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GABVX Martin Ratio Rank: 8282
Martin Ratio Rank

GENIX
GENIX Risk / Return Rank: 7070
Overall Rank
GENIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GENIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GENIX Omega Ratio Rank: 7171
Omega Ratio Rank
GENIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
GENIX Martin Ratio Rank: 7979
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.

GABVX vs. GENIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Value 25 Fund (GABVX) and Gotham Enhanced Return Fund (GENIX). 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.


GABVXGENIXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.17

+0.32

Sortino ratio

Return per unit of downside risk

2.11

1.72

+0.39

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.04

Calmar ratio

Return relative to maximum drawdown

1.80

1.44

+0.36

Martin ratio

Return relative to average drawdown

8.24

7.68

+0.56

GABVX vs. GENIX - Sharpe Ratio Comparison

The current GABVX Sharpe Ratio is 1.49, which is comparable to the GENIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of GABVX and GENIX, 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


GABVXGENIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.17

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.92

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.65

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.59

-0.08

Correlation

The correlation between GABVX and GENIX is 0.78, 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

GABVX vs. GENIX - Dividend Comparison

GABVX's dividend yield for the trailing twelve months is around 11.00%, more than GENIX's 2.13% yield.


TTM20252024202320222021202020192018201720162015
GABVX
Gabelli Value 25 Fund
11.00%11.01%0.00%12.15%17.78%12.01%9.32%10.28%9.54%6.82%7.49%17.39%
GENIX
Gotham Enhanced Return Fund
2.13%2.07%19.28%9.82%8.02%19.31%0.14%32.49%9.60%0.97%0.00%1.85%

Drawdowns

GABVX vs. GENIX - Drawdown Comparison

The maximum GABVX drawdown since its inception was -63.09%, which is greater than GENIX's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for GABVX and GENIX.


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Drawdown Indicators


GABVXGENIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.09%

-39.35%

-23.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-12.80%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

-20.74%

-6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-39.35%

-0.34%

Current Drawdown

Current decline from peak

-7.98%

-6.44%

-1.54%

Average Drawdown

Average peak-to-trough decline

-8.53%

-5.72%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.40%

+0.27%

Volatility

GABVX vs. GENIX - Volatility Comparison

Gabelli Value 25 Fund (GABVX) has a higher volatility of 4.33% compared to Gotham Enhanced Return Fund (GENIX) at 3.65%. This indicates that GABVX's price experiences larger fluctuations and is considered to be riskier than GENIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GABVXGENIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.65%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

9.16%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

18.67%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

17.20%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

18.50%

-0.97%