GGMMX vs. VMNVX
Compare and contrast key facts about Gabelli Global Mini MitesTM Fund (GGMMX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX).
GGMMX is managed by Gabelli. It was launched on Sep 30, 2018. VMNVX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
GGMMX vs. VMNVX - Performance Comparison
Loading graphics...
GGMMX vs. VMNVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GGMMX Gabelli Global Mini MitesTM Fund | 2.00% | 10.57% | 1.65% | 39.12% | -16.24% | 19.30% | 15.86% | 3.52% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 9.90% |
Returns By Period
In the year-to-date period, GGMMX achieves a 2.00% return, which is significantly lower than VMNVX's 2.89% return.
GGMMX
- 1D
- 1.39%
- 1M
- -6.84%
- YTD
- 2.00%
- 6M
- 3.88%
- 1Y
- 19.81%
- 3Y*
- 13.98%
- 5Y*
- 6.40%
- 10Y*
- —
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GGMMX vs. VMNVX - Expense Ratio Comparison
GGMMX has a 0.90% expense ratio, which is higher than VMNVX's 0.14% expense ratio.
Return for Risk
GGMMX vs. VMNVX — Risk / Return Rank
GGMMX
VMNVX
GGMMX vs. VMNVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Mini MitesTM Fund (GGMMX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.
| GGMMX | VMNVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.94 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.35 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.30 | +0.89 |
Martin ratioReturn relative to average drawdown | 7.08 | 6.22 | +0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GGMMX | VMNVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.94 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.90 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.76 | -0.27 |
Correlation
The correlation between GGMMX and VMNVX is 0.56, 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
GGMMX vs. VMNVX - Dividend Comparison
GGMMX's dividend yield for the trailing twelve months is around 6.64%, less than VMNVX's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGMMX Gabelli Global Mini MitesTM Fund | 6.64% | 6.77% | 0.00% | 11.14% | 6.22% | 14.98% | 0.54% | 3.96% | 0.00% | 0.00% | 0.00% | 0.00% |
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
Drawdowns
GGMMX vs. VMNVX - Drawdown Comparison
The maximum GGMMX drawdown since its inception was -40.23%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for GGMMX and VMNVX.
Loading graphics...
Drawdown Indicators
| GGMMX | VMNVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -33.11% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -7.93% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.83% | -12.93% | -18.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.11% | — |
Current DrawdownCurrent decline from peak | -6.84% | -4.95% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -2.82% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.66% | +1.07% |
Volatility
GGMMX vs. VMNVX - Volatility Comparison
Gabelli Global Mini MitesTM Fund (GGMMX) has a higher volatility of 4.25% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that GGMMX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GGMMX | VMNVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.93% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 5.02% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 10.09% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 9.53% | +8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 11.96% | +8.16% |