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GFSIX vs. FLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFSIX vs. FLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Financial Services Fund (GFSIX) and Flaherty & Crumrine Total Return Fund Inc (FLC). The values are adjusted to include any dividend payments, if applicable.

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GFSIX vs. FLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GFSIX
Gabelli Global Financial Services Fund
-3.88%36.58%28.17%25.77%-11.12%29.11%-1.28%9.12%0.39%
FLC
Flaherty & Crumrine Total Return Fund Inc
-3.43%12.38%23.05%-0.83%-25.11%2.82%14.12%38.65%-5.71%

Returns By Period

In the year-to-date period, GFSIX achieves a -3.88% return, which is significantly lower than FLC's -3.43% return.


GFSIX

1D
0.10%
1M
-7.47%
YTD
-3.88%
6M
4.15%
1Y
26.39%
3Y*
26.34%
5Y*
16.18%
10Y*

FLC

1D
1.59%
1M
-5.90%
YTD
-3.43%
6M
-3.32%
1Y
6.24%
3Y*
11.79%
5Y*
-0.62%
10Y*
5.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFSIX vs. FLC - Expense Ratio Comparison

GFSIX has a 1.00% expense ratio, which is lower than FLC's 1.64% expense ratio.


Return for Risk

GFSIX vs. FLC — Risk / Return Rank

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

GFSIX
GFSIX Risk / Return Rank: 7878
Overall Rank
GFSIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GFSIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GFSIX Omega Ratio Rank: 8080
Omega Ratio Rank
GFSIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GFSIX Martin Ratio Rank: 6868
Martin Ratio Rank

FLC
FLC Risk / Return Rank: 2222
Overall Rank
FLC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLC Sortino Ratio Rank: 1616
Sortino Ratio Rank
FLC Omega Ratio Rank: 2323
Omega Ratio Rank
FLC Calmar Ratio Rank: 2424
Calmar Ratio Rank
FLC Martin Ratio Rank: 2525
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.

GFSIX vs. FLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Financial Services Fund (GFSIX) and Flaherty & Crumrine Total Return Fund Inc (FLC). 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.


GFSIXFLCDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.55

+1.08

Sortino ratio

Return per unit of downside risk

2.14

0.75

+1.39

Omega ratio

Gain probability vs. loss probability

1.31

1.14

+0.18

Calmar ratio

Return relative to maximum drawdown

1.68

0.70

+0.97

Martin ratio

Return relative to average drawdown

6.48

2.71

+3.77

GFSIX vs. FLC - Sharpe Ratio Comparison

The current GFSIX Sharpe Ratio is 1.64, which is higher than the FLC Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of GFSIX and FLC, 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


GFSIXFLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.55

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

-0.04

+0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.28

+0.35

Correlation

The correlation between GFSIX and FLC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GFSIX vs. FLC - Dividend Comparison

GFSIX's dividend yield for the trailing twelve months is around 1.93%, less than FLC's 7.36% yield.


TTM20252024202320222021202020192018201720162015
GFSIX
Gabelli Global Financial Services Fund
1.93%1.85%2.44%2.68%2.96%2.11%1.58%2.69%0.39%0.00%0.00%0.00%
FLC
Flaherty & Crumrine Total Return Fund Inc
7.36%6.81%6.62%7.38%8.95%6.86%6.27%6.31%8.34%7.22%8.20%8.51%

Drawdowns

GFSIX vs. FLC - Drawdown Comparison

The maximum GFSIX drawdown since its inception was -46.39%, smaller than the maximum FLC drawdown of -76.79%. Use the drawdown chart below to compare losses from any high point for GFSIX and FLC.


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Drawdown Indicators


GFSIXFLCDifference

Max Drawdown

Largest peak-to-trough decline

-46.39%

-76.79%

+30.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-8.69%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.07%

-40.14%

+12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-55.27%

Current Drawdown

Current decline from peak

-9.33%

-6.77%

-2.56%

Average Drawdown

Average peak-to-trough decline

-7.72%

-10.92%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.26%

+1.18%

Volatility

GFSIX vs. FLC - Volatility Comparison

The current volatility for Gabelli Global Financial Services Fund (GFSIX) is 3.94%, while Flaherty & Crumrine Total Return Fund Inc (FLC) has a volatility of 4.25%. This indicates that GFSIX experiences smaller price fluctuations and is considered to be less risky than FLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFSIXFLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

4.25%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

5.78%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

11.34%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

14.23%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

22.06%

-0.15%