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GGT vs. DX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GGT vs. DX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Multimedia Trust Inc. (GGT) and Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGT achieves a 8.66% return, which is significantly higher than DX's 0.77% return. Both investments have delivered pretty close results over the past 10 years, with GGT having a 8.19% annualized return and DX not far behind at 7.93%.


GGT

1D
-2.14%
1M
-1.93%
YTD
8.66%
6M
9.97%
1Y
27.62%
3Y*
1.95%
5Y*
-3.25%
10Y*
8.19%

DX

1D
0.62%
1M
2.91%
YTD
0.77%
6M
2.23%
1Y
25.67%
3Y*
18.02%
5Y*
4.93%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGT vs. DX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGT
The Gabelli Multimedia Trust Inc.
8.66%15.39%-6.00%22.50%-30.78%19.17%12.71%26.27%-15.38%40.44%
DX
Dynex Capital, Inc.
0.77%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%

Correlation

The correlation between GGT and DX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 19, 1994

0.20

The correlation between GGT and DX shifts across timeframes, from 0.05 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GGT:

$157.73M

DX:

$2.59B

EPS

GGT:

$1.23

DX:

$1.59

PE Ratio

GGT:

3.35

DX:

8.11

PS Ratio

GGT:

15.91

DX:

2.82

PB Ratio

GGT:

1.08

DX:

0.99

Total Revenue (TTM)

GGT:

$9.60M

DX:

$695.85M

Gross Profit (TTM)

GGT:

$11.66M

DX:

$695.85M

EBITDA (TTM)

GGT:

$32.69M

DX:

$900.29M

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Return for Risk

GGT vs. DX — Risk / Return Rank

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

GGT
GGT Risk / Return Rank: 8585
Overall Rank
GGT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GGT Sortino Ratio Rank: 8383
Sortino Ratio Rank
GGT Omega Ratio Rank: 8181
Omega Ratio Rank
GGT Calmar Ratio Rank: 8787
Calmar Ratio Rank
GGT Martin Ratio Rank: 8989
Martin Ratio Rank

DX
DX Risk / Return Rank: 7777
Overall Rank
DX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DX Omega Ratio Rank: 7575
Omega Ratio Rank
DX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DX Martin Ratio Rank: 7777
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.

GGT vs. DX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Multimedia Trust Inc. (GGT) and Dynex Capital, Inc. (DX). 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.


GGTDXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

3.63

1.69

+1.94

Martin ratioReturn relative to average drawdown

10.62

5.07

+5.56

GGT vs. DX - Sharpe Ratio Comparison

The current GGT Sharpe Ratio is 1.69, which is comparable to the DX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of GGT and DX, 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

GGT vs. DX - Drawdown Comparison

The maximum GGT drawdown since its inception was -80.93%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for GGT and DX.


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Drawdown Indicators


GGTDXDifference

Max Drawdown

Largest peak-to-trough decline

-80.93%

-99.12%

+18.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-15.27%

+7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-34.61%

-25.81%

-8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-50.01%

-35.01%

-15.00%

Max Drawdown (10Y)

Largest decline over 10 years

-57.52%

-56.76%

-0.76%

Current Drawdown

Current decline from peak

-20.41%

-31.03%

+10.62%

Average Drawdown

Average peak-to-trough decline

-25.50%

-56.77%

+31.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

5.08%

-2.47%

Volatility

GGT vs. DX - Volatility Comparison

The current volatility for The Gabelli Multimedia Trust Inc. (GGT) is 3.62%, while Dynex Capital, Inc. (DX) has a volatility of 5.06%. This indicates that GGT experiences smaller price fluctuations and is considered to be less risky than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGTDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

5.06%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

13.79%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

17.65%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.18%

23.85%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.14%

29.89%

-0.75%

Dividends

GGT vs. DX - Dividend Comparison

GGT's dividend yield for the trailing twelve months is around 21.41%, more than DX's 15.79% yield.


PositionTTM20252024202320222021202020192018201720162015
DX
Dynex Capital, Inc.
15.79%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%
GGT
The Gabelli Multimedia Trust Inc.
21.41%20.95%19.59%15.52%16.45%10.14%11.06%10.97%12.75%9.57%11.46%12.53%

Financials

GGT vs. DX - Financials Comparison

This section allows you to compare key financial metrics between The Gabelli Multimedia Trust Inc. and Dynex Capital, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-100.00M0.00100.00M200.00M300.00M202120222023202420252026
5.50M
257.39M
(GGT) Total Revenue
(DX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GGT and DX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DX has higher volatility (5.06%) compared to GGT (3.62%). In terms of maximum drawdown, GGT dropped -80.93% vs DX's -99.12%.

GGT currently has the higher Sharpe Ratio (1.69 vs 1.46), 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

Find the right allocation for GGT and DX

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