GRZZX vs. DRCVX
Compare and contrast key facts about Grizzly Short Fund (GRZZX) and Comstock Capital Value Fund (DRCVX).
GRZZX is managed by Leuthold. It was launched on Jun 18, 2000. DRCVX is managed by Gabelli. It was launched on Oct 9, 1985.
Performance
GRZZX vs. DRCVX - Performance Comparison
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GRZZX vs. DRCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | 5.45% | -2.98% | -6.74% | -18.72% | 22.43% | -15.87% | -41.33% | -29.43% | 301.98% | -19.84% |
DRCVX Comstock Capital Value Fund | 1.13% | 11.55% | 2.02% | 6.55% | 4.13% | -2.16% | -5.36% | -25.76% | 7.76% | -20.58% |
Returns By Period
In the year-to-date period, GRZZX achieves a 5.45% return, which is significantly higher than DRCVX's 1.13% return. Over the past 10 years, GRZZX has outperformed DRCVX with an annualized return of -0.79%, while DRCVX has yielded a comparatively lower -4.63% annualized return.
GRZZX
- 1D
- -2.44%
- 1M
- 5.87%
- YTD
- 5.45%
- 6M
- 6.28%
- 1Y
- -2.53%
- 3Y*
- -4.54%
- 5Y*
- -2.29%
- 10Y*
- -0.79%
DRCVX
- 1D
- 0.22%
- 1M
- -0.00%
- YTD
- 1.13%
- 6M
- 2.42%
- 1Y
- 9.03%
- 3Y*
- 6.85%
- 5Y*
- 4.72%
- 10Y*
- -4.63%
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GRZZX vs. DRCVX - Expense Ratio Comparison
GRZZX has a 1.61% expense ratio, which is higher than DRCVX's 0.00% expense ratio.
Return for Risk
GRZZX vs. DRCVX — Risk / Return Rank
GRZZX
DRCVX
GRZZX vs. DRCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grizzly Short Fund (GRZZX) and Comstock Capital Value Fund (DRCVX). 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.
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 1.91 | -2.04 |
Sortino ratioReturn per unit of downside risk | -0.05 | 2.59 | -2.65 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.50 | -0.51 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.30 | -2.43 |
Martin ratioReturn relative to average drawdown | -0.16 | 12.01 | -12.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 1.91 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 1.04 | -1.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | -0.47 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | -0.01 | -0.10 |
Correlation
The correlation between GRZZX and DRCVX is 0.66, 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
GRZZX vs. DRCVX - Dividend Comparison
GRZZX's dividend yield for the trailing twelve months is around 4.91%, more than DRCVX's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GRZZX Grizzly Short Fund | 4.91% | 6.00% | 10.30% | 6.61% | 0.00% | 0.00% | 0.00% | 1.14% |
DRCVX Comstock Capital Value Fund | 1.94% | 1.96% | 0.00% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GRZZX vs. DRCVX - Drawdown Comparison
The maximum GRZZX drawdown since its inception was -91.80%, smaller than the maximum DRCVX drawdown of -97.47%. Use the drawdown chart below to compare losses from any high point for GRZZX and DRCVX.
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Drawdown Indicators
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.80% | -97.47% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.23% | -3.82% | -18.41% |
Max Drawdown (5Y)Largest decline over 5 years | -36.02% | -4.34% | -31.68% |
Max Drawdown (10Y)Largest decline over 10 years | -71.73% | -54.27% | -17.46% |
Current DrawdownCurrent decline from peak | -88.24% | -96.68% | +8.44% |
Average DrawdownAverage peak-to-trough decline | -69.22% | -65.76% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.82% | 0.73% | +17.09% |
Volatility
GRZZX vs. DRCVX - Volatility Comparison
Grizzly Short Fund (GRZZX) has a higher volatility of 5.16% compared to Comstock Capital Value Fund (DRCVX) at 0.98%. This indicates that GRZZX's price experiences larger fluctuations and is considered to be riskier than DRCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRZZX | DRCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 0.98% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 2.03% | +8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 4.92% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 4.55% | +14.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.65% | 9.95% | +86.70% |