GFSIX vs. MS

Last updated Apr 1, 2026

Compare and contrast key facts about Gabelli Global Financial Services Fund (GFSIX) and Morgan Stanley (MS).

GFSIX is managed by BlackRock. It was launched on Oct 1, 2018.

Performance

GFSIX vs. MS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Financial Services Fund (GFSIX) and Morgan Stanley (MS). The values are adjusted to include any dividend payments, if applicable.

GFSIX vs. MS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GFSIX Gabelli Global Financial Services Fund	-3.88%	36.58%	28.17%	25.77%	-11.12%	29.11%	-1.28%	9.12%	0.39%
MS Morgan Stanley	-6.79%	45.16%	39.73%	13.93%	-10.34%	46.65%	38.09%	32.67%	-14.38%

Returns By Period

In the year-to-date period, GFSIX achieves a -3.88% return, which is significantly higher than MS's -6.79% return.

GFSIX

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

MS

• 1D: 3.91%
• 1M: -1.17%
• YTD: -6.79%
• 6M: 4.73%
• 1Y: 44.84%
• 3Y*: 27.43%
• 5Y*: 19.81%
• 10Y*: 23.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GFSIX vs. MS — Risk / Return Rank

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

GFSIX

GFSIX Risk / Return Rank: 78
GFSIX Sharpe Ratio Rank: 85
GFSIX Sortino Ratio Rank: 83
GFSIX Omega Ratio Rank: 80
GFSIX Calmar Ratio Rank: 73
GFSIX Martin Ratio Rank: 68

MS

MS Risk / Return Rank: 83
MS Sharpe Ratio Rank: 84
MS Sortino Ratio Rank: 79
MS Omega Ratio Rank: 82
MS Calmar Ratio Rank: 82
MS Martin Ratio Rank: 85

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. MS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Financial Services Fund (GFSIX) and Morgan Stanley (MS). 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.

	GFSIX	MS	Difference
Sharpe ratio Return per unit of total volatility	1.64	1.48	+0.16
Sortino ratio Return per unit of downside risk	2.14	1.97	+0.17
Omega ratio Gain probability vs. loss probability	1.31	1.29	+0.02
Calmar ratio Return relative to maximum drawdown	1.68	2.47	-0.79
Martin ratio Return relative to average drawdown	6.48	7.75	-1.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFSIX vs. MS - Sharpe Ratio Comparison

The current GFSIX Sharpe Ratio is 1.64, which is comparable to the MS Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of GFSIX and MS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GFSIX	MS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	1.48	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.70	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.27	+0.36

Correlation

The correlation between GFSIX and MS is 0.73, 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. MS - Dividend Comparison

GFSIX's dividend yield for the trailing twelve months is around 1.93%, less than MS's 2.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MS Morgan Stanley	2.39%	2.17%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%

Drawdowns

GFSIX vs. MS - Drawdown Comparison

The maximum GFSIX drawdown since its inception was -46.39%, smaller than the maximum MS drawdown of -88.12%. Use the drawdown chart below to compare losses from any high point for GFSIX and MS.

Drawdown Indicators

	GFSIX	MS	Difference
Max Drawdown Largest peak-to-trough decline	-46.39%	-88.12%	+41.73%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-18.83%	+6.91%
Max Drawdown (5Y) Largest decline over 5 years	-28.07%	-32.38%	+4.31%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.33%	—
Current Drawdown Current decline from peak	-9.33%	-13.47%	+4.14%
Average Drawdown Average peak-to-trough decline	-7.72%	-33.88%	+26.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	6.00%	-2.56%

Volatility

GFSIX vs. MS - Volatility Comparison

The current volatility for Gabelli Global Financial Services Fund (GFSIX) is 3.94%, while Morgan Stanley (MS) has a volatility of 8.31%. This indicates that GFSIX experiences smaller price fluctuations and is considered to be less risky than MS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFSIX	MS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	8.31%	-4.37%
Volatility (6M) Calculated over the trailing 6-month period	8.52%	20.70%	-12.18%
Volatility (1Y) Calculated over the trailing 1-year period	15.18%	30.56%	-15.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	28.58%	-11.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.91%	31.51%	-9.60%