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GCAD vs. MMKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCAD vs. MMKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Commercial Aerospace & Defense ETF (GCAD) and Texas Capital Government Money Market ETF (MMKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCAD achieves a 14.09% return, which is significantly higher than MMKT's 1.44% return.


GCAD

1D
-1.56%
1M
5.29%
YTD
14.09%
6M
19.16%
1Y
35.52%
3Y*
33.27%
5Y*
10Y*

MMKT

1D
0.01%
1M
0.28%
YTD
1.44%
6M
1.76%
1Y
3.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCAD vs. MMKT - Yearly Performance Comparison


2026 (YTD)20252024
GCAD
Gabelli Commercial Aerospace & Defense ETF
14.09%39.28%3.75%
MMKT
Texas Capital Government Money Market ETF
1.44%4.13%1.21%

Correlation

The correlation between GCAD and MMKT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

-0.01

The correlation between GCAD and MMKT shifts across timeframes, from -0.11 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GCAD vs. MMKT — Risk / Return Rank

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

GCAD
GCAD Risk / Return Rank: 5252
Overall Rank
GCAD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GCAD Sortino Ratio Rank: 5757
Sortino Ratio Rank
GCAD Omega Ratio Rank: 5252
Omega Ratio Rank
GCAD Calmar Ratio Rank: 4848
Calmar Ratio Rank
GCAD Martin Ratio Rank: 4949
Martin Ratio Rank

MMKT
MMKT Risk / Return Rank: 100100
Overall Rank
MMKT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MMKT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MMKT Omega Ratio Rank: 100100
Omega Ratio Rank
MMKT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MMKT Martin Ratio Rank: 100100
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.

GCAD vs. MMKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Commercial Aerospace & Defense ETF (GCAD) and Texas Capital Government Money Market ETF (MMKT). 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.


GCADMMKTDifference
Sharpe ratioReturn per unit of total volatility

-14.63

Sortino ratioReturn per unit of downside risk

-59.91

Omega ratioGain probability vs. loss probability

1.32

15.14

-13.82

Calmar ratioReturn relative to maximum drawdown

2.38

153.44

-151.05

Martin ratioReturn relative to average drawdown

8.24

910.67

-902.44

GCAD vs. MMKT - Sharpe Ratio Comparison

The current GCAD Sharpe Ratio is 1.86, which is lower than the MMKT Sharpe Ratio of 16.49. The chart below compares the historical Sharpe Ratios of GCAD and MMKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GCADMMKTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

16.49

-14.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

17.60

-16.04

Drawdowns

GCAD vs. MMKT - Drawdown Comparison

The maximum GCAD drawdown since its inception was -16.14%, which is greater than MMKT's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for GCAD and MMKT.


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Drawdown Indicators


GCADMMKTDifference

Max Drawdown

Largest peak-to-trough decline

-16.14%

-0.04%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

-0.02%

-14.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.14%

Current Drawdown

Current decline from peak

-5.92%

0.00%

-5.92%

Average Drawdown

Average peak-to-trough decline

-3.03%

-0.00%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

0.00%

+4.32%

Volatility

GCAD vs. MMKT - Volatility Comparison

Gabelli Commercial Aerospace & Defense ETF (GCAD) has a higher volatility of 7.14% compared to Texas Capital Government Money Market ETF (MMKT) at 0.05%. This indicates that GCAD's price experiences larger fluctuations and is considered to be riskier than MMKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCADMMKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

0.05%

+7.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

0.13%

+16.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

0.23%

+19.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

0.23%

+18.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

0.23%

+18.26%

GCAD vs. MMKT - Expense Ratio Comparison

GCAD has a 0.00% expense ratio, which is lower than MMKT's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GCAD vs. MMKT - Dividend Comparison

GCAD's dividend yield for the trailing twelve months is around 1.81%, less than MMKT's 3.73% yield.


PositionTTM202520242023
GCAD
Gabelli Commercial Aerospace & Defense ETF
1.81%2.06%4.94%3.62%
MMKT
Texas Capital Government Money Market ETF
3.73%3.98%1.07%0.00%

Frequently Asked Questions


GCAD and MMKT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GCAD has higher volatility (7.14%) compared to MMKT (0.05%). In terms of maximum drawdown, GCAD dropped -16.14% vs MMKT's -0.04%.

On 1-year performance, GCAD leads with 35.52% vs 3.81% for MMKT. On fees, GCAD is cheaper at 0.00% per year. On volatility, MMKT has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GCAD has performed better with a 35.52% return vs 3.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GCAD is cheaper with a 0.00% expense ratio, compared with 0.20% for MMKT.

MMKT has the higher dividend yield at 3.73%, compared with 1.81% for GCAD.

GCAD is categorized as Aerospace & Defense, while MMKT is Money Market. They also come from different issuers: Gabelli and Texas Capital. Their fees differ too: 0.00% for GCAD and 0.20% for MMKT.

MMKT currently has the higher Sharpe Ratio (16.49 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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