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GDL vs. GABEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDL vs. GABEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The GDL Fund (GDL) and Gabelli Equity Income Fund (GABEX). The values are adjusted to include any dividend payments, if applicable.

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GDL vs. GABEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDL
The GDL Fund
-0.23%11.83%5.94%9.02%-6.88%8.04%-0.99%5.87%-1.60%4.74%
GABEX
Gabelli Equity Income Fund
-1.84%4.33%6.62%8.25%-5.22%23.28%7.54%75.11%-11.37%15.16%

Returns By Period

In the year-to-date period, GDL achieves a -0.23% return, which is significantly higher than GABEX's -1.84% return. Over the past 10 years, GDL has underperformed GABEX with an annualized return of 3.75%, while GABEX has yielded a comparatively higher 11.16% annualized return.


GDL

1D
0.18%
1M
-1.51%
YTD
-0.23%
6M
0.24%
1Y
7.09%
3Y*
8.24%
5Y*
4.52%
10Y*
3.75%

GABEX

1D
-0.20%
1M
-10.07%
YTD
-1.84%
6M
0.40%
1Y
0.54%
3Y*
4.95%
5Y*
4.76%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDL vs. GABEX - Expense Ratio Comparison

GDL has a 0.03% expense ratio, which is lower than GABEX's 1.42% expense ratio.


Return for Risk

GDL vs. GABEX — Risk / Return Rank

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

GDL
GDL Risk / Return Rank: 3636
Overall Rank
GDL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GDL Sortino Ratio Rank: 2525
Sortino Ratio Rank
GDL Omega Ratio Rank: 2525
Omega Ratio Rank
GDL Calmar Ratio Rank: 5353
Calmar Ratio Rank
GDL Martin Ratio Rank: 4747
Martin Ratio Rank

GABEX
GABEX Risk / Return Rank: 66
Overall Rank
GABEX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GABEX Sortino Ratio Rank: 66
Sortino Ratio Rank
GABEX Omega Ratio Rank: 66
Omega Ratio Rank
GABEX Calmar Ratio Rank: 66
Calmar Ratio Rank
GABEX Martin Ratio Rank: 66
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.

GDL vs. GABEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The GDL Fund (GDL) and Gabelli Equity Income Fund (GABEX). 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.


GDLGABEXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.04

+0.69

Sortino ratio

Return per unit of downside risk

0.99

0.17

+0.83

Omega ratio

Gain probability vs. loss probability

1.14

1.03

+0.12

Calmar ratio

Return relative to maximum drawdown

1.27

-0.06

+1.33

Martin ratio

Return relative to average drawdown

4.75

-0.13

+4.88

GDL vs. GABEX - Sharpe Ratio Comparison

The current GDL Sharpe Ratio is 0.73, which is higher than the GABEX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of GDL and GABEX, 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


GDLGABEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.04

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.31

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.53

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.59

-0.36

Correlation

The correlation between GDL and GABEX is 0.41, 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

GDL vs. GABEX - Dividend Comparison

GDL's dividend yield for the trailing twelve months is around 5.76%, less than GABEX's 20.00% yield.


TTM20252024202320222021202020192018201720162015
GDL
The GDL Fund
5.76%5.67%5.99%5.97%6.12%5.38%5.28%4.30%4.36%5.96%6.50%6.39%
GABEX
Gabelli Equity Income Fund
20.00%20.83%33.06%23.48%20.49%19.96%32.82%65.43%31.87%17.83%16.63%7.78%

Drawdowns

GDL vs. GABEX - Drawdown Comparison

The maximum GDL drawdown since its inception was -38.74%, smaller than the maximum GABEX drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for GDL and GABEX.


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Drawdown Indicators


GDLGABEXDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-52.25%

+13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.21%

-13.11%

+7.90%

Max Drawdown (5Y)

Largest decline over 5 years

-9.48%

-17.59%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

-37.27%

-1.47%

Current Drawdown

Current decline from peak

-2.15%

-11.17%

+9.02%

Average Drawdown

Average peak-to-trough decline

-4.96%

-5.16%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

6.12%

-4.73%

Volatility

GDL vs. GABEX - Volatility Comparison

The current volatility for The GDL Fund (GDL) is 2.56%, while Gabelli Equity Income Fund (GABEX) has a volatility of 4.86%. This indicates that GDL experiences smaller price fluctuations and is considered to be less risky than GABEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDLGABEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

4.86%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.41%

13.31%

-7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

18.01%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.62%

15.24%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

21.31%

-8.34%