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GCV vs. GGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCV vs. GGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Convertible and Income Securities Fund Inc (GCV) and The Gabelli Multimedia Trust Inc. (GGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCV achieves a 8.52% return, which is significantly higher than GGT's 2.65% return. Over the past 10 years, GCV has outperformed GGT with an annualized return of 10.01%, while GGT has yielded a comparatively lower 7.83% annualized return.


GCV

1D
-0.68%
1M
4.49%
YTD
8.52%
6M
8.51%
1Y
40.64%
3Y*
13.11%
5Y*
3.44%
10Y*
10.01%

GGT

1D
0.99%
1M
-0.23%
YTD
2.65%
6M
10.07%
1Y
16.65%
3Y*
7.55%
5Y*
-2.68%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCV vs. GGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCV
The Gabelli Convertible and Income Securities Fund Inc
8.52%22.86%19.93%-15.58%-23.95%19.99%16.97%45.72%-19.03%37.30%
GGT
The Gabelli Multimedia Trust Inc.
2.65%15.39%-6.00%22.50%-30.78%19.17%12.71%26.27%-15.38%40.44%

Correlation

The correlation between GCV and GGT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 3, 1995

0.25

The correlation between GCV and GGT shifts across timeframes, from 0.16 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GCV vs. GGT — Risk / Return Rank

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

GCV
GCV Risk / Return Rank: 8181
Overall Rank
GCV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GCV Sortino Ratio Rank: 7474
Sortino Ratio Rank
GCV Omega Ratio Rank: 6666
Omega Ratio Rank
GCV Calmar Ratio Rank: 9494
Calmar Ratio Rank
GCV Martin Ratio Rank: 9191
Martin Ratio Rank

GGT
GGT Risk / Return Rank: 6060
Overall Rank
GGT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GGT Sortino Ratio Rank: 5757
Sortino Ratio Rank
GGT Omega Ratio Rank: 5454
Omega Ratio Rank
GGT Calmar Ratio Rank: 6363
Calmar Ratio Rank
GGT Martin Ratio Rank: 6565
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.

GCV vs. GGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Convertible and Income Securities Fund Inc (GCV) and The Gabelli Multimedia Trust Inc. (GGT). 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.


GCVGGTDifference

Sharpe ratio

Return per unit of total volatility

2.87

1.04

+1.84

Sortino ratio

Return per unit of downside risk

3.91

1.60

+2.31

Omega ratio

Gain probability vs. loss probability

1.50

1.20

+0.31

Calmar ratio

Return relative to maximum drawdown

5.96

1.77

+4.18

Martin ratio

Return relative to average drawdown

21.08

4.59

+16.49

GCV vs. GGT - Sharpe Ratio Comparison

The current GCV Sharpe Ratio is 2.87, which is higher than the GGT Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GCV and GGT, 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


GCVGGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

1.04

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.10

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.27

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.22

-0.04

Drawdowns

GCV vs. GGT - Drawdown Comparison

The maximum GCV drawdown since its inception was -55.67%, smaller than the maximum GGT drawdown of -80.93%. Use the drawdown chart below to compare losses from any high point for GCV and GGT.


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Drawdown Indicators


GCVGGTDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-80.93%

+25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-12.34%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-45.90%

-50.01%

+4.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-57.52%

+11.62%

Current Drawdown

Current decline from peak

-1.57%

-24.81%

+23.24%

Average Drawdown

Average peak-to-trough decline

-12.62%

-25.53%

+12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

4.77%

-2.77%

Volatility

GCV vs. GGT - Volatility Comparison

The Gabelli Convertible and Income Securities Fund Inc (GCV) has a higher volatility of 7.38% compared to The Gabelli Multimedia Trust Inc. (GGT) at 5.41%. This indicates that GCV's price experiences larger fluctuations and is considered to be riskier than GGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCVGGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

5.41%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

13.18%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

17.40%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

26.44%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.48%

29.08%

-5.60%

Dividends

GCV vs. GGT - Dividend Comparison

GCV's dividend yield for the trailing twelve months is around 10.96%, less than GGT's 21.52% yield.


TTM20252024202320222021202020192018201720162015
GCV
The Gabelli Convertible and Income Securities Fund Inc
10.96%11.57%12.60%13.33%10.00%8.14%7.68%8.21%10.93%8.14%8.72%10.04%
GGT
The Gabelli Multimedia Trust Inc.
21.52%20.95%19.59%15.52%16.45%10.14%11.06%10.97%12.75%9.57%11.46%12.53%