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GFSIX vs. FTRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFSIX vs. FTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Financial Services Fund (GFSIX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). The values are adjusted to include any dividend payments, if applicable.

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GFSIX vs. FTRIX - 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%
FTRIX
Fidelity Advisor Mega Cap Stock Fund Class I
-5.12%26.92%26.00%26.46%-9.00%26.26%12.96%31.06%-14.86%

Returns By Period

In the year-to-date period, GFSIX achieves a -3.88% return, which is significantly higher than FTRIX's -5.12% return.


GFSIX

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

FTRIX

1D
-0.57%
1M
-7.42%
YTD
-5.12%
6M
-0.56%
1Y
23.01%
3Y*
21.19%
5Y*
14.53%
10Y*
15.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFSIX vs. FTRIX - Expense Ratio Comparison

GFSIX has a 1.00% expense ratio, which is higher than FTRIX's 0.65% expense ratio.


Return for Risk

GFSIX vs. FTRIX — 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

FTRIX
FTRIX Risk / Return Rank: 7676
Overall Rank
FTRIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTRIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTRIX Omega Ratio Rank: 7878
Omega Ratio Rank
FTRIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FTRIX Martin Ratio Rank: 8282
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. FTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Financial Services Fund (GFSIX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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.


GFSIXFTRIXDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.30

+0.34

Sortino ratio

Return per unit of downside risk

2.14

1.86

+0.28

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

1.68

1.73

-0.06

Martin ratio

Return relative to average drawdown

6.48

8.13

-1.65

GFSIX vs. FTRIX - Sharpe Ratio Comparison

The current GFSIX Sharpe Ratio is 1.64, which is comparable to the FTRIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GFSIX and FTRIX, 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


GFSIXFTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.30

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.88

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.07

Correlation

The correlation between GFSIX and FTRIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GFSIX vs. FTRIX - Dividend Comparison

GFSIX's dividend yield for the trailing twelve months is around 1.93%, less than FTRIX's 4.12% 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%
FTRIX
Fidelity Advisor Mega Cap Stock Fund Class I
4.12%3.91%2.68%2.09%4.38%4.75%8.02%12.76%21.72%16.33%1.96%4.15%

Drawdowns

GFSIX vs. FTRIX - Drawdown Comparison

The maximum GFSIX drawdown since its inception was -46.39%, smaller than the maximum FTRIX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for GFSIX and FTRIX.


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Drawdown Indicators


GFSIXFTRIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.39%

-52.46%

+6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-12.15%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.07%

-23.31%

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.22%

Current Drawdown

Current decline from peak

-9.33%

-9.01%

-0.32%

Average Drawdown

Average peak-to-trough decline

-7.72%

-6.59%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.60%

+0.84%

Volatility

GFSIX vs. FTRIX - Volatility Comparison

The current volatility for Gabelli Global Financial Services Fund (GFSIX) is 3.94%, while Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) has a volatility of 4.35%. This indicates that GFSIX experiences smaller price fluctuations and is considered to be less risky than FTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFSIXFTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

4.35%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

9.25%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

18.16%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

16.66%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

18.10%

+3.81%