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GAM vs. VWENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAM vs. VWENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General American Investors Company, Inc. (GAM) and Vanguard Wellington Fund Admiral Shares (VWENX). The values are adjusted to include any dividend payments, if applicable.

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GAM vs. VWENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAM
General American Investors Company, Inc.
-0.44%28.63%29.55%26.84%-14.84%20.56%5.85%41.76%-10.25%21.32%
VWENX
Vanguard Wellington Fund Admiral Shares
-5.23%16.63%14.82%14.40%-14.31%19.09%10.66%22.61%-3.35%14.05%

Returns By Period

In the year-to-date period, GAM achieves a -0.44% return, which is significantly higher than VWENX's -5.23% return. Over the past 10 years, GAM has outperformed VWENX with an annualized return of 14.54%, while VWENX has yielded a comparatively lower 9.18% annualized return.


GAM

1D
2.63%
1M
-5.37%
YTD
-0.44%
6M
4.50%
1Y
29.07%
3Y*
25.04%
5Y*
14.77%
10Y*
14.54%

VWENX

1D
-0.03%
1M
-5.92%
YTD
-5.23%
6M
-2.17%
1Y
12.36%
3Y*
11.99%
5Y*
7.43%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GAM vs. VWENX — Risk / Return Rank

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

GAM
GAM Risk / Return Rank: 8989
Overall Rank
GAM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 8888
Sortino Ratio Rank
GAM Omega Ratio Rank: 9191
Omega Ratio Rank
GAM Calmar Ratio Rank: 8484
Calmar Ratio Rank
GAM Martin Ratio Rank: 9494
Martin Ratio Rank

VWENX
VWENX Risk / Return Rank: 6767
Overall Rank
VWENX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VWENX Sortino Ratio Rank: 6666
Sortino Ratio Rank
VWENX Omega Ratio Rank: 6767
Omega Ratio Rank
VWENX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VWENX Martin Ratio Rank: 7171
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.

GAM vs. VWENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General American Investors Company, Inc. (GAM) and Vanguard Wellington Fund Admiral Shares (VWENX). 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.


GAMVWENXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.10

+0.74

Sortino ratio

Return per unit of downside risk

2.63

1.62

+1.01

Omega ratio

Gain probability vs. loss probability

1.41

1.24

+0.16

Calmar ratio

Return relative to maximum drawdown

2.61

1.46

+1.15

Martin ratio

Return relative to average drawdown

14.20

6.70

+7.50

GAM vs. VWENX - Sharpe Ratio Comparison

The current GAM Sharpe Ratio is 1.84, which is higher than the VWENX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of GAM and VWENX, 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


GAMVWENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.10

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.67

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.80

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.64

-0.20

Correlation

The correlation between GAM and VWENX is 0.81, 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

GAM vs. VWENX - Dividend Comparison

GAM's dividend yield for the trailing twelve months is around 10.95%, less than VWENX's 12.25% yield.


TTM20252024202320222021202020192018201720162015
GAM
General American Investors Company, Inc.
10.95%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%
VWENX
Vanguard Wellington Fund Admiral Shares
12.25%11.55%10.85%6.08%8.28%8.72%7.85%4.74%9.58%5.88%4.53%6.58%

Drawdowns

GAM vs. VWENX - Drawdown Comparison

The maximum GAM drawdown since its inception was -66.63%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for GAM and VWENX.


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Drawdown Indicators


GAMVWENXDifference

Max Drawdown

Largest peak-to-trough decline

-66.63%

-36.02%

-30.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-8.02%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-20.84%

-5.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.78%

-25.33%

-16.45%

Current Drawdown

Current decline from peak

-6.09%

-6.77%

+0.68%

Average Drawdown

Average peak-to-trough decline

-11.62%

-4.38%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.75%

+0.28%

Volatility

GAM vs. VWENX - Volatility Comparison

General American Investors Company, Inc. (GAM) has a higher volatility of 5.92% compared to Vanguard Wellington Fund Admiral Shares (VWENX) at 3.36%. This indicates that GAM's price experiences larger fluctuations and is considered to be riskier than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMVWENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

3.36%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

6.36%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

11.74%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

11.09%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

11.48%

+6.14%