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GGRW vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRW vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Growth Innovators ETF (GGRW) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGRW achieves a 6.10% return, which is significantly higher than IBID's 1.99% return.


GGRW

1D
-1.10%
1M
1.11%
YTD
6.10%
6M
5.75%
1Y
17.78%
3Y*
25.98%
5Y*
8.54%
10Y*

IBID

1D
0.00%
1M
-0.19%
YTD
1.99%
6M
2.08%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRW vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
GGRW
Gabelli Growth Innovators ETF
6.10%18.29%41.78%7.71%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
1.99%5.66%4.71%2.61%

Correlation

The correlation between GGRW and IBID is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

-0.04

The correlation between GGRW and IBID shifts across timeframes, from -0.20 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GGRW vs. IBID — Risk / Return Rank

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

GGRW
GGRW Risk / Return Rank: 3232
Overall Rank
GGRW Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GGRW Sortino Ratio Rank: 3232
Sortino Ratio Rank
GGRW Omega Ratio Rank: 3131
Omega Ratio Rank
GGRW Calmar Ratio Rank: 2828
Calmar Ratio Rank
GGRW Martin Ratio Rank: 3535
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9595
Overall Rank
IBID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

GGRW vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Growth Innovators ETF (GGRW) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GGRWIBIDDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-3.91

Omega ratioGain probability vs. loss probability

1.20

1.75

-0.54

Calmar ratioReturn relative to maximum drawdown

1.35

8.22

-6.87

Martin ratioReturn relative to average drawdown

5.05

30.99

-25.94

GGRW vs. IBID - Sharpe Ratio Comparison

The current GGRW Sharpe Ratio is 1.15, which is lower than the IBID Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of GGRW and IBID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGRW vs. IBID - Drawdown Comparison

The maximum GGRW drawdown since its inception was -50.28%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for GGRW and IBID.


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Drawdown Indicators


GGRWIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-50.28%

-1.28%

-49.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-0.49%

-12.70%

Max Drawdown (3Y)

Largest decline over 3 years

-20.53%

Max Drawdown (5Y)

Largest decline over 5 years

-50.28%

Current Drawdown

Current decline from peak

-1.10%

-0.49%

-0.61%

Average Drawdown

Average peak-to-trough decline

-17.24%

-0.22%

-17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

0.13%

+3.40%

Volatility

GGRW vs. IBID - Volatility Comparison

Gabelli Growth Innovators ETF (GGRW) has a higher volatility of 5.83% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that GGRW's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGRWIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

0.35%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

0.86%

+11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

1.23%

+14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.41%

2.24%

+23.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.48%

2.24%

+23.24%

GGRW vs. IBID - Expense Ratio Comparison

GGRW has a 0.90% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

GGRW vs. IBID - Dividend Comparison

GGRW's dividend yield for the trailing twelve months is around 0.40%, less than IBID's 3.68% yield.


PositionTTM202520242023
GGRW
Gabelli Growth Innovators ETF
0.40%0.43%0.00%0.00%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.68%4.43%4.24%0.81%

Frequently Asked Questions


GGRW and IBID have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGRW has higher volatility (5.83%) compared to IBID (0.35%). In terms of maximum drawdown, GGRW dropped -50.28% vs IBID's -1.28%.

On 1-year performance, GGRW leads with 17.78% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GGRW has performed better with a 17.78% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.90% for GGRW.

IBID has the higher dividend yield at 3.68%, compared with 0.40% for GGRW.

GGRW is categorized as Large Cap Growth Equities, while IBID is Inflation-Protected Bonds. They also come from different issuers: GAMCO Investors, Inc. and iShares. Their fees differ too: 0.90% for GGRW and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.29 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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