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GICPX vs. GABGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GICPX and GABGX is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

GICPX vs. GABGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Growth Fund (GICPX) and Gabelli Growth Fund (GABGX). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
486.68%
355.72%
GICPX
GABGX

Key characteristics

Sharpe Ratio

GICPX:

0.45

GABGX:

0.25

Sortino Ratio

GICPX:

0.75

GABGX:

0.52

Omega Ratio

GICPX:

1.10

GABGX:

1.07

Calmar Ratio

GICPX:

0.51

GABGX:

0.26

Martin Ratio

GICPX:

1.71

GABGX:

0.78

Ulcer Index

GICPX:

5.58%

GABGX:

8.46%

Daily Std Dev

GICPX:

21.26%

GABGX:

26.15%

Max Drawdown

GICPX:

-74.90%

GABGX:

-69.52%

Current Drawdown

GICPX:

-9.11%

GABGX:

-14.92%

Returns By Period

In the year-to-date period, GICPX achieves a -2.50% return, which is significantly higher than GABGX's -5.81% return. Over the past 10 years, GICPX has underperformed GABGX with an annualized return of 6.15%, while GABGX has yielded a comparatively higher 7.48% annualized return.


GICPX

YTD

-2.50%

1M

2.43%

6M

-3.10%

1Y

11.19%

5Y*

11.05%

10Y*

6.15%

GABGX

YTD

-5.81%

1M

2.95%

6M

-8.65%

1Y

8.90%

5Y*

10.01%

10Y*

7.48%

*Annualized

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GICPX vs. GABGX - Expense Ratio Comparison

GICPX has a 0.90% expense ratio, which is lower than GABGX's 1.34% expense ratio.


Expense ratio chart for GABGX: current value is 1.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GABGX: 1.34%
Expense ratio chart for GICPX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GICPX: 0.90%

Risk-Adjusted Performance

GICPX vs. GABGX — Risk-Adjusted Performance Rank

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

GICPX
The Risk-Adjusted Performance Rank of GICPX is 5252
Overall Rank
The Sharpe Ratio Rank of GICPX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of GICPX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of GICPX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of GICPX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GICPX is 5151
Martin Ratio Rank

GABGX
The Risk-Adjusted Performance Rank of GABGX is 3737
Overall Rank
The Sharpe Ratio Rank of GABGX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of GABGX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of GABGX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of GABGX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GABGX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GICPX vs. GABGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Growth Fund (GICPX) and Gabelli Growth Fund (GABGX). 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.


The chart of Sharpe ratio for GICPX, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
GICPX: 0.45
GABGX: 0.25
The chart of Sortino ratio for GICPX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
GICPX: 0.75
GABGX: 0.52
The chart of Omega ratio for GICPX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
GICPX: 1.10
GABGX: 1.07
The chart of Calmar ratio for GICPX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
GICPX: 0.51
GABGX: 0.26
The chart of Martin ratio for GICPX, currently valued at 1.71, compared to the broader market0.0010.0020.0030.0040.00
GICPX: 1.71
GABGX: 0.78

The current GICPX Sharpe Ratio is 0.45, which is higher than the GABGX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of GICPX and GABGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.45
0.25
GICPX
GABGX

Dividends

GICPX vs. GABGX - Dividend Comparison

GICPX's dividend yield for the trailing twelve months is around 0.19%, while GABGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GICPX
Gabelli Global Growth Fund
0.19%0.18%0.30%0.00%0.04%0.20%0.00%0.00%0.00%0.50%0.07%0.39%
GABGX
Gabelli Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GICPX vs. GABGX - Drawdown Comparison

The maximum GICPX drawdown since its inception was -74.90%, which is greater than GABGX's maximum drawdown of -69.52%. Use the drawdown chart below to compare losses from any high point for GICPX and GABGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.11%
-14.92%
GICPX
GABGX

Volatility

GICPX vs. GABGX - Volatility Comparison

The current volatility for Gabelli Global Growth Fund (GICPX) is 12.17%, while Gabelli Growth Fund (GABGX) has a volatility of 15.70%. This indicates that GICPX experiences smaller price fluctuations and is considered to be less risky than GABGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.17%
15.70%
GICPX
GABGX