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GTTIX vs. VTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTTIX vs. VTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Content & Connectivity Fund Class I (GTTIX) and Vanguard Communication Services Index Fund Admiral Shares (VTCAX). The values are adjusted to include any dividend payments, if applicable.

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GTTIX vs. VTCAX - 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%
VTCAX
Vanguard Communication Services Index Fund Admiral Shares
-10.02%26.27%33.10%44.73%-38.78%14.09%28.95%28.03%-16.51%-5.57%

Returns By Period

In the year-to-date period, GTTIX achieves a -2.99% return, which is significantly higher than VTCAX's -10.02% return. Over the past 10 years, GTTIX has underperformed VTCAX with an annualized return of 5.96%, while VTCAX has yielded a comparatively higher 8.09% 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%

VTCAX

1D
0.56%
1M
-9.34%
YTD
-10.02%
6M
-6.89%
1Y
18.31%
3Y*
22.92%
5Y*
7.15%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTTIX vs. VTCAX - Expense Ratio Comparison

GTTIX has a 0.90% expense ratio, which is higher than VTCAX's 0.10% expense ratio.


Return for Risk

GTTIX vs. VTCAX — 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

VTCAX
VTCAX Risk / Return Rank: 4848
Overall Rank
VTCAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VTCAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTCAX Omega Ratio Rank: 5151
Omega Ratio Rank
VTCAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTCAX Martin Ratio Rank: 4040
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. VTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Content & Connectivity Fund Class I (GTTIX) and Vanguard Communication Services Index Fund Admiral Shares (VTCAX). 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.


GTTIXVTCAXDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.94

+0.36

Sortino ratio

Return per unit of downside risk

1.81

1.48

+0.33

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.78

1.11

+0.68

Martin ratio

Return relative to average drawdown

4.64

4.16

+0.48

GTTIX vs. VTCAX - Sharpe Ratio Comparison

The current GTTIX Sharpe Ratio is 1.30, which is higher than the VTCAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of GTTIX and VTCAX, 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


GTTIXVTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.94

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.34

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.39

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

0.00

Correlation

The correlation between GTTIX and VTCAX 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.


Dividends

GTTIX vs. VTCAX - Dividend Comparison

GTTIX's dividend yield for the trailing twelve months is around 18.49%, more than VTCAX's 1.09% 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%
VTCAX
Vanguard Communication Services Index Fund Admiral Shares
1.09%0.95%1.06%1.04%0.88%1.20%0.73%0.89%2.77%3.84%2.68%3.55%

Drawdowns

GTTIX vs. VTCAX - Drawdown Comparison

The maximum GTTIX drawdown since its inception was -39.84%, smaller than the maximum VTCAX drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for GTTIX and VTCAX.


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Drawdown Indicators


GTTIXVTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.84%

-57.11%

+17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-13.56%

+4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-39.84%

-46.58%

+6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-46.58%

+6.74%

Current Drawdown

Current decline from peak

-7.99%

-13.08%

+5.09%

Average Drawdown

Average peak-to-trough decline

-8.22%

-11.96%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.61%

+0.06%

Volatility

GTTIX vs. VTCAX - Volatility Comparison

The current volatility for Gabelli Global Content & Connectivity Fund Class I (GTTIX) is 4.71%, while Vanguard Communication Services Index Fund Admiral Shares (VTCAX) has a volatility of 5.02%. This indicates that GTTIX experiences smaller price fluctuations and is considered to be less risky than VTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTTIXVTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

5.02%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

11.16%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

20.09%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

21.23%

-4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

20.95%

-4.65%