GABVX vs. GPIQ

Last updated Apr 1, 2026

Compare and contrast key facts about Gabelli Value 25 Fund (GABVX) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ).

GABVX is managed by Gabelli. It was launched on Sep 29, 1989. GPIQ is an actively managed fund by Goldman Sachs. It was launched on Oct 24, 2023.

Performance

GABVX vs. GPIQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Value 25 Fund (GABVX) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). The values are adjusted to include any dividend payments, if applicable.

GABVX vs. GPIQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GABVX Gabelli Value 25 Fund	0.17%	28.77%	4.10%	14.09%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	-3.90%	19.77%	23.22%	15.38%

Returns By Period

In the year-to-date period, GABVX achieves a 0.17% return, which is significantly higher than GPIQ's -3.90% 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%

GPIQ

• 1D: 3.19%
• 1M: -3.94%
• YTD: -3.90%
• 6M: -0.56%
• 1Y: 23.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GABVX vs. GPIQ - Expense Ratio Comparison

GABVX has a 1.43% expense ratio, which is higher than GPIQ's 0.29% expense ratio.

GABVX

Gabelli Value 25 Fund

GPIQ

Goldman Sachs Nasdaq-100 Core Premium Income ETF

Return for Risk

GABVX vs. GPIQ — Risk / Return Rank

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

GABVX

GABVX Risk / Return Rank: 80
GABVX Sharpe Ratio Rank: 81
GABVX Sortino Ratio Rank: 82
GABVX Omega Ratio Rank: 78
GABVX Calmar Ratio Rank: 77
GABVX Martin Ratio Rank: 82

GPIQ

GPIQ Risk / Return Rank: 76
GPIQ Sharpe Ratio Rank: 69
GPIQ Sortino Ratio Rank: 74
GPIQ Omega Ratio Rank: 75
GPIQ Calmar Ratio Rank: 77
GPIQ Martin Ratio Rank: 84

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. GPIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Value 25 Fund (GABVX) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.

	GABVX	GPIQ	Difference
Sharpe ratio Return per unit of total volatility	1.49	1.14	+0.35
Sortino ratio Return per unit of downside risk	2.11	1.77	+0.34
Omega ratio Gain probability vs. loss probability	1.30	1.27	+0.03
Calmar ratio Return relative to maximum drawdown	1.80	1.92	-0.11
Martin ratio Return relative to average drawdown	8.24	8.84	-0.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GABVX vs. GPIQ - Sharpe Ratio Comparison

The current GABVX Sharpe Ratio is 1.49, which is higher than the GPIQ Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of GABVX and GPIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GABVX	GPIQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	1.14	+0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	1.28	-0.77

Correlation

The correlation between GABVX and GPIQ is 0.52, 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

GABVX vs. GPIQ - Dividend Comparison

GABVX's dividend yield for the trailing twelve months is around 11.00%, more than GPIQ's 10.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	10.68%	9.81%	9.18%	1.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GABVX vs. GPIQ - Drawdown Comparison

The maximum GABVX drawdown since its inception was -63.09%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for GABVX and GPIQ.

Drawdown Indicators

	GABVX	GPIQ	Difference
Max Drawdown Largest peak-to-trough decline	-63.09%	-21.06%	-42.03%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-12.08%	+0.15%
Max Drawdown (5Y) Largest decline over 5 years	-26.99%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.69%	—	—
Current Drawdown Current decline from peak	-7.98%	-6.63%	-1.35%
Average Drawdown Average peak-to-trough decline	-8.53%	-2.37%	-6.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	2.62%	+0.05%

Volatility

GABVX vs. GPIQ - Volatility Comparison

The current volatility for Gabelli Value 25 Fund (GABVX) is 4.33%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 6.08%. This indicates that GABVX experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GABVX	GPIQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	6.08%	-1.75%
Volatility (6M) Calculated over the trailing 6-month period	9.49%	11.17%	-1.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.99%	20.42%	-4.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	17.74%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.53%	17.74%	-0.21%