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GTTIX vs. STPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTTIX vs. STPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Content & Connectivity Fund Class I (GTTIX) and Saratoga Technology & Communications Portfolio (STPAX). The values are adjusted to include any dividend payments, if applicable.

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GTTIX vs. STPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTTIX
Gabelli Global Content & Connectivity Fund Class I
-2.99%27.42%14.93%22.82%-28.59%5.17%16.44%16.44%-11.28%14.18%
STPAX
Saratoga Technology & Communications Portfolio
-13.24%16.20%20.02%45.01%-31.89%16.54%26.75%45.00%0.06%27.77%

Returns By Period

In the year-to-date period, GTTIX achieves a -2.99% return, which is significantly higher than STPAX's -13.24% return. Over the past 10 years, GTTIX has underperformed STPAX with an annualized return of 5.96%, while STPAX has yielded a comparatively higher 13.99% annualized return.


GTTIX

1D
-0.88%
1M
-7.81%
YTD
-2.99%
6M
-2.67%
1Y
19.49%
3Y*
16.42%
5Y*
4.59%
10Y*
5.96%

STPAX

1D
-0.28%
1M
-7.59%
YTD
-13.24%
6M
-11.57%
1Y
9.86%
3Y*
14.93%
5Y*
5.91%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTTIX vs. STPAX - Expense Ratio Comparison

GTTIX has a 0.90% expense ratio, which is lower than STPAX's 2.53% expense ratio.


Return for Risk

GTTIX vs. STPAX — Risk / Return Rank

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

GTTIX
GTTIX Risk / Return Rank: 6565
Overall Rank
GTTIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GTTIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GTTIX Omega Ratio Rank: 6060
Omega Ratio Rank
GTTIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GTTIX Martin Ratio Rank: 4545
Martin Ratio Rank

STPAX
STPAX Risk / Return Rank: 1616
Overall Rank
STPAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
STPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
STPAX Omega Ratio Rank: 1717
Omega Ratio Rank
STPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
STPAX Martin Ratio Rank: 1515
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.

GTTIX vs. STPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Content & Connectivity Fund Class I (GTTIX) and Saratoga Technology & Communications Portfolio (STPAX). 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.


GTTIXSTPAXDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.44

+0.86

Sortino ratio

Return per unit of downside risk

1.81

0.79

+1.02

Omega ratio

Gain probability vs. loss probability

1.24

1.11

+0.13

Calmar ratio

Return relative to maximum drawdown

1.78

0.45

+1.34

Martin ratio

Return relative to average drawdown

4.64

1.53

+3.11

GTTIX vs. STPAX - Sharpe Ratio Comparison

The current GTTIX Sharpe Ratio is 1.30, which is higher than the STPAX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of GTTIX and STPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTTIXSTPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.44

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.27

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.64

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.23

+0.17

Correlation

The correlation between GTTIX and STPAX is 0.73, 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.


Dividends

GTTIX vs. STPAX - Dividend Comparison

GTTIX's dividend yield for the trailing twelve months is around 18.49%, less than STPAX's 19.94% yield.


TTM20252024202320222021202020192018201720162015
GTTIX
Gabelli Global Content & Connectivity Fund Class I
18.49%17.94%0.00%0.32%2.29%6.74%3.09%7.22%6.96%7.11%7.34%8.62%
STPAX
Saratoga Technology & Communications Portfolio
19.94%17.30%13.90%7.63%22.55%13.94%14.21%12.52%4.84%8.32%9.28%12.58%

Drawdowns

GTTIX vs. STPAX - Drawdown Comparison

The maximum GTTIX drawdown since its inception was -39.84%, smaller than the maximum STPAX drawdown of -94.25%. Use the drawdown chart below to compare losses from any high point for GTTIX and STPAX.


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Drawdown Indicators


GTTIXSTPAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.84%

-94.25%

+54.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-15.49%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-39.84%

-37.07%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-37.07%

-2.77%

Current Drawdown

Current decline from peak

-7.99%

-15.49%

+7.50%

Average Drawdown

Average peak-to-trough decline

-8.22%

-59.11%

+50.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

4.54%

-0.87%

Volatility

GTTIX vs. STPAX - Volatility Comparison

The current volatility for Gabelli Global Content & Connectivity Fund Class I (GTTIX) is 4.71%, while Saratoga Technology & Communications Portfolio (STPAX) has a volatility of 5.08%. This indicates that GTTIX experiences smaller price fluctuations and is considered to be less risky than STPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTTIXSTPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

5.08%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

12.41%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

22.65%

-8.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

21.65%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

21.95%

-5.65%