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GDV vs. EPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDV vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Dividend and Income Trust (GDV) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

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GDV vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GDV
The Gabelli Dividend and Income Trust
-1.47%22.83%18.14%11.93%-18.61%32.83%4.89%27.73%-17.13%24.19%
EPD
Enterprise Products Partners L.P.
19.96%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Returns By Period

In the year-to-date period, GDV achieves a -1.47% return, which is significantly lower than EPD's 19.96% return. Over the past 10 years, GDV has underperformed EPD with an annualized return of 10.53%, while EPD has yielded a comparatively higher 12.26% annualized return.


GDV

1D
2.75%
1M
-6.21%
YTD
-1.47%
6M
2.43%
1Y
19.06%
3Y*
16.02%
5Y*
8.77%
10Y*
10.53%

EPD

1D
-3.17%
1M
4.70%
YTD
19.96%
6M
25.15%
1Y
18.72%
3Y*
21.83%
5Y*
19.58%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GDV vs. EPD — Risk / Return Rank

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

GDV
GDV Risk / Return Rank: 6363
Overall Rank
GDV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GDV Sortino Ratio Rank: 5858
Sortino Ratio Rank
GDV Omega Ratio Rank: 6565
Omega Ratio Rank
GDV Calmar Ratio Rank: 6161
Calmar Ratio Rank
GDV Martin Ratio Rank: 6767
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 7070
Overall Rank
EPD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 6666
Sortino Ratio Rank
EPD Omega Ratio Rank: 6969
Omega Ratio Rank
EPD Calmar Ratio Rank: 6868
Calmar Ratio Rank
EPD 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.

GDV vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Dividend and Income Trust (GDV) and Enterprise Products Partners L.P. (EPD). 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.


GDVEPDDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.00

+0.10

Sortino ratio

Return per unit of downside risk

1.54

1.40

+0.14

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.43

1.23

+0.20

Martin ratio

Return relative to average drawdown

6.39

3.48

+2.91

GDV vs. EPD - Sharpe Ratio Comparison

The current GDV Sharpe Ratio is 1.10, which is comparable to the EPD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GDV and EPD, 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


GDVEPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.00

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.15

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.51

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.54

-0.17

Correlation

The correlation between GDV and EPD is 0.42, 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

GDV vs. EPD - Dividend Comparison

GDV's dividend yield for the trailing twelve months is around 6.35%, more than EPD's 5.75% yield.


TTM20252024202320222021202020192018201720162015
GDV
The Gabelli Dividend and Income Trust
6.35%6.05%5.47%6.10%6.84%5.11%6.15%6.01%7.21%5.64%6.59%6.72%
EPD
Enterprise Products Partners L.P.
5.75%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%

Drawdowns

GDV vs. EPD - Drawdown Comparison

The maximum GDV drawdown since its inception was -68.88%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for GDV and EPD.


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Drawdown Indicators


GDVEPDDifference

Max Drawdown

Largest peak-to-trough decline

-68.88%

-58.78%

-10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-15.40%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-18.06%

-10.27%

Max Drawdown (10Y)

Largest decline over 10 years

-53.09%

-58.04%

+4.95%

Current Drawdown

Current decline from peak

-7.20%

-3.67%

-3.53%

Average Drawdown

Average peak-to-trough decline

-9.36%

-10.17%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

5.44%

-2.45%

Volatility

GDV vs. EPD - Volatility Comparison

The Gabelli Dividend and Income Trust (GDV) and Enterprise Products Partners L.P. (EPD) have volatilities of 5.83% and 5.70%, 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


GDVEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

5.70%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

11.89%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

18.77%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

17.08%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

24.26%

-2.60%