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GAFSX vs. GFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAFSX vs. GFSIX - Performance Comparison

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

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GAFSX vs. GFSIX - 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%
GFSIX
Gabelli Global Financial Services Fund
-3.88%36.58%28.17%25.77%-11.12%29.11%-1.28%9.12%0.39%

Returns By Period

The year-to-date returns for both investments are quite close, with GAFSX having a -3.93% return and GFSIX slightly higher at -3.88%.


GAFSX

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

GFSIX

1D
0.10%
1M
-6.49%
YTD
-3.88%
6M
4.41%
1Y
25.70%
3Y*
26.34%
5Y*
16.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAFSX vs. GFSIX - Expense Ratio Comparison

GAFSX has a 1.25% expense ratio, which is higher than GFSIX's 1.00% expense ratio.


Return for Risk

GAFSX vs. GFSIX — 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

GFSIX
GFSIX Risk / Return Rank: 7878
Overall Rank
GFSIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GFSIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GFSIX Omega Ratio Rank: 8080
Omega Ratio Rank
GFSIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GFSIX Martin Ratio Rank: 6868
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. GFSIX - Risk-Adjusted Trends Comparison

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


GAFSXGFSIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.64

-0.03

Sortino ratio

Return per unit of downside risk

2.09

2.14

-0.04

Omega ratio

Gain probability vs. loss probability

1.31

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

1.87

1.68

+0.19

Martin ratio

Return relative to average drawdown

6.92

6.48

+0.45

GAFSX vs. GFSIX - Sharpe Ratio Comparison

The current GAFSX Sharpe Ratio is 1.60, which is comparable to the GFSIX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of GAFSX and GFSIX, 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


GAFSXGFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.64

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.94

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.63

-0.01

Correlation

The correlation between GAFSX and GFSIX is 1.00, 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

GAFSX vs. GFSIX - Dividend Comparison

GAFSX's dividend yield for the trailing twelve months is around 1.78%, less than GFSIX's 1.93% yield.


TTM20252024202320222021202020192018
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%
GFSIX
Gabelli Global Financial Services Fund
1.93%1.85%2.44%2.68%2.96%2.11%1.58%2.69%0.39%

Drawdowns

GAFSX vs. GFSIX - Drawdown Comparison

The maximum GAFSX drawdown since its inception was -46.40%, roughly equal to the maximum GFSIX drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for GAFSX and GFSIX.


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Drawdown Indicators


GAFSXGFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.40%

-46.39%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-11.92%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.21%

-28.07%

-0.14%

Current Drawdown

Current decline from peak

-9.38%

-9.33%

-0.05%

Average Drawdown

Average peak-to-trough decline

-7.80%

-7.72%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.44%

-0.19%

Volatility

GAFSX vs. GFSIX - Volatility Comparison

Gabelli Global Financial Services Fund Class AAA (GAFSX) and Gabelli Global Financial Services Fund (GFSIX) have volatilities of 3.95% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAFSXGFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.94%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

8.52%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

15.18%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

17.35%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

21.91%

+0.05%