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GUT vs. GABSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUT vs. GABSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Utility Trust (GUT) and Gabelli Small Cap Growth Fund (GABSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GUT achieves a 11.38% return, which is significantly lower than GABSX's 14.32% return. Over the past 10 years, GUT has underperformed GABSX with an annualized return of 9.25%, while GABSX has yielded a comparatively higher 10.52% annualized return.


GUT

1D
0.00%
1M
-3.06%
6M
11.41%
YTD
11.38%
1Y
16.67%
3Y*
8.63%
5Y*
5.18%
10Y*
9.25%
ALL TIME*
7.32%

GABSX

1D
0.72%
1M
0.27%
6M
8.49%
YTD
14.32%
1Y
22.80%
3Y*
12.64%
5Y*
9.12%
10Y*
10.52%
ALL TIME*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.44M$1.84M$1.53M

GUT vs. GABSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUT
The Gabelli Utility Trust
11.38%33.14%6.01%-21.07%-1.10%9.51%13.19%42.32%-7.87%22.98%
GABSX
Gabelli Small Cap Growth Fund
14.32%8.65%10.22%21.45%-12.63%24.82%13.63%21.56%-15.25%19.05%

Correlation

The correlation between GUT and GABSX is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.18

Correlation (3Y)
Balances recent behavior with more history.

0.22

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 12, 1999

0.23

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Return for Risk

GUT vs. GABSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GUT
GUT Risk / Return Rank: 3838
Overall Rank
GUT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GUT Sortino Ratio Rank: 3131
Sortino Ratio Rank
GUT Omega Ratio Rank: 3232
Omega Ratio Rank
GUT Calmar Ratio Rank: 4343
Calmar Ratio Rank
GUT Martin Ratio Rank: 5353
Martin Ratio Rank

GABSX
GABSX Risk / Return Rank: 4747
Overall Rank
GABSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GABSX Sortino Ratio Rank: 5454
Sortino Ratio Rank
GABSX Omega Ratio Rank: 4242
Omega Ratio Rank
GABSX Calmar Ratio Rank: 5151
Calmar Ratio Rank
GABSX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GUT vs. GABSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Utility Trust (GUT) and Gabelli Small Cap Growth Fund (GABSX). 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.


GUTGABSXDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.71

1.85

-0.15

Martin ratioReturn relative to average drawdown

7.17

6.09

+1.08

GUT vs. GABSX - Sharpe Ratio Comparison

The current GUT Sharpe Ratio is 1.02, which is comparable to the GABSX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of GUT and GABSX, 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

GUT vs. GABSX - Drawdown Comparison

The maximum GUT drawdown since its inception was -52.79%, smaller than the maximum GABSX drawdown of -57.24%. Use the drawdown chart below to compare losses from any high point for GUT and GABSX.


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Drawdown Indicators


GUTGABSXDifference

Max Drawdown

Largest peak-to-trough decline

-52.79%

-57.24%

+4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-11.45%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-29.63%

-23.43%

-6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.94%

-25.19%

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-42.21%

-40.74%

-1.47%

Current Drawdown

Current decline from peak

-8.86%

-2.10%

-6.76%

Average Drawdown

Average peak-to-trough decline

-8.48%

-6.95%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

3.48%

-1.20%

Volatility

GUT vs. GABSX - Volatility Comparison

The Gabelli Utility Trust (GUT) has a higher volatility of 7.15% compared to Gabelli Small Cap Growth Fund (GABSX) at 4.50%. This indicates that GUT's price experiences larger fluctuations and is considered to be riskier than GABSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUTGABSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

4.50%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

12.53%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

16.77%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

19.08%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

19.98%

+3.85%

GUT vs. GABSX - Expense Ratio Comparison

GUT has a 0.01% expense ratio, which is lower than GABSX's 1.38% expense ratio.


Dividends

GUT vs. GABSX - Dividend Comparison

GUT's dividend yield for the trailing twelve months is around 9.45%, more than GABSX's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
GABSX
Gabelli Small Cap Growth Fund
3.48%3.98%6.61%8.68%9.53%13.50%22.21%21.36%4.70%5.38%3.87%3.78%
GUT
The Gabelli Utility Trust
9.45%9.95%11.73%11.07%7.99%7.28%7.39%7.72%10.10%8.45%9.52%10.53%

Frequently Asked Questions


GUT and GABSX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUT has higher volatility (7.15%) compared to GABSX (4.50%). In terms of maximum drawdown, GUT dropped -52.79% vs GABSX's -57.24%.

GABSX currently has the higher Sharpe Ratio (1.27 vs 1.02), 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

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