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GAFSX vs. FSPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAFSX vs. FSPCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Financial Services Fund Class AAA (GAFSX) and Fidelity Select Insurance Portfolio (FSPCX). The values are adjusted to include any dividend payments, if applicable.

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GAFSX vs. FSPCX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GAFSX
Gabelli Global Financial Services Fund Class AAA
-3.93%36.22%27.78%25.43%-11.28%28.74%-1.51%8.88%0.34%
FSPCX
Fidelity Select Insurance Portfolio
-5.27%3.45%28.44%12.98%7.75%29.26%0.00%30.06%-10.59%

Returns By Period

In the year-to-date period, GAFSX achieves a -3.93% return, which is significantly higher than FSPCX's -5.27% return.


GAFSX

1D
0.05%
1M
-7.52%
YTD
-3.93%
6M
3.94%
1Y
26.00%
3Y*
26.01%
5Y*
15.89%
10Y*

FSPCX

1D
1.89%
1M
-4.84%
YTD
-5.27%
6M
-6.93%
1Y
-9.38%
3Y*
13.82%
5Y*
12.52%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAFSX vs. FSPCX - Expense Ratio Comparison

GAFSX has a 1.25% expense ratio, which is higher than FSPCX's 0.78% expense ratio.


Return for Risk

GAFSX vs. FSPCX — Risk / Return Rank

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

GAFSX
GAFSX Risk / Return Rank: 7979
Overall Rank
GAFSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GAFSX Sortino Ratio Rank: 8181
Sortino Ratio Rank
GAFSX Omega Ratio Rank: 7878
Omega Ratio Rank
GAFSX Calmar Ratio Rank: 7878
Calmar Ratio Rank
GAFSX Martin Ratio Rank: 7373
Martin Ratio Rank

FSPCX
FSPCX Risk / Return Rank: 11
Overall Rank
FSPCX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSPCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSPCX Omega Ratio Rank: 22
Omega Ratio Rank
FSPCX Calmar Ratio Rank: 00
Calmar Ratio Rank
FSPCX Martin Ratio Rank: 11
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.

GAFSX vs. FSPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Financial Services Fund Class AAA (GAFSX) and Fidelity Select Insurance Portfolio (FSPCX). 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.


GAFSXFSPCXDifference

Sharpe ratio

Return per unit of total volatility

1.60

-0.45

+2.05

Sortino ratio

Return per unit of downside risk

2.09

-0.50

+2.59

Omega ratio

Gain probability vs. loss probability

1.31

0.93

+0.37

Calmar ratio

Return relative to maximum drawdown

1.87

-0.80

+2.67

Martin ratio

Return relative to average drawdown

6.92

-1.48

+8.40

GAFSX vs. FSPCX - Sharpe Ratio Comparison

The current GAFSX Sharpe Ratio is 1.60, which is higher than the FSPCX Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of GAFSX and FSPCX, 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


GAFSXFSPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

-0.45

+2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.72

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.55

+0.07

Correlation

The correlation between GAFSX and FSPCX 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

GAFSX vs. FSPCX - Dividend Comparison

GAFSX's dividend yield for the trailing twelve months is around 1.78%, less than FSPCX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
GAFSX
Gabelli Global Financial Services Fund Class AAA
1.78%1.71%2.22%2.45%2.66%1.94%1.35%2.26%0.34%0.00%0.00%0.00%
FSPCX
Fidelity Select Insurance Portfolio
3.53%3.35%8.72%8.48%0.74%8.40%8.80%6.90%32.69%12.52%2.81%3.11%

Drawdowns

GAFSX vs. FSPCX - Drawdown Comparison

The maximum GAFSX drawdown since its inception was -46.40%, smaller than the maximum FSPCX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for GAFSX and FSPCX.


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Drawdown Indicators


GAFSXFSPCXDifference

Max Drawdown

Largest peak-to-trough decline

-46.40%

-69.48%

+23.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-11.69%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.21%

-16.65%

-11.56%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

Current Drawdown

Current decline from peak

-9.38%

-9.77%

+0.39%

Average Drawdown

Average peak-to-trough decline

-7.80%

-9.71%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

6.37%

-3.12%

Volatility

GAFSX vs. FSPCX - Volatility Comparison

The current volatility for Gabelli Global Financial Services Fund Class AAA (GAFSX) is 3.95%, while Fidelity Select Insurance Portfolio (FSPCX) has a volatility of 4.28%. This indicates that GAFSX experiences smaller price fluctuations and is considered to be less risky than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAFSXFSPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.28%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

11.12%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

18.95%

-3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

17.48%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

20.07%

+1.89%