GUT vs. GOLDX
GUT (The Gabelli Utility Trust) and GOLDX (Gabelli Gold Fund) are both mutual funds - GUT is a Utilities Equities fund managed by Gabelli, while GOLDX is a Gold fund actively managed by Gabelli. Over the past 10 years, GUT returned 9.25%/yr vs 10.45%/yr for GOLDX. Their 0.11 correlation means their historical movements had little consistent relationship. GUT charges 0.01%/yr vs 1.51%/yr for GOLDX.
Performance
GUT vs. GOLDX - Performance Comparison
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Returns By Period
In the year-to-date period, GUT achieves a 11.38% return, which is significantly higher than GOLDX's -10.82% return. Over the past 10 years, GUT has underperformed GOLDX with an annualized return of 9.25%, while GOLDX has yielded a comparatively higher 10.45% 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%
GOLDX
- 1D
- 3.25%
- 1M
- -3.19%
- 6M
- -28.68%
- YTD
- -10.82%
- 1Y
- 55.76%
- 3Y*
- 40.50%
- 5Y*
- 19.69%
- 10Y*
- 10.45%
- ALL TIME*
- 7.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GOLDX Gabelli Gold Fund | $0.00 | $0.00 | $0.00 |
| $1.44M | $1.84M | $1.53M |
GUT vs. GOLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GOLDX Gabelli Gold Fund | -10.82% | 165.59% | 14.92% | 7.85% | -11.02% | -8.97% | 26.30% | 43.94% | -14.80% | 6.22% |
Correlation
The correlation between GUT and GOLDX is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 1999 | 0.11 |
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Return for Risk
GUT vs. GOLDX — Risk / Return Rank
GUT
GOLDX
GUT vs. GOLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Gabelli Utility Trust (GUT) and Gabelli Gold Fund (GOLDX). 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.
| GUT | GOLDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.45 | +0.25 |
| Martin ratioReturn relative to average drawdown | 7.17 | 3.19 | +3.98 |
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Drawdowns
GUT vs. GOLDX - Drawdown Comparison
The maximum GUT drawdown since its inception was -52.79%, smaller than the maximum GOLDX drawdown of -73.40%. Use the drawdown chart below to compare losses from any high point for GUT and GOLDX.
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Drawdown Indicators
| GUT | GOLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.79% | -73.40% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -39.55% | +29.97% |
Max Drawdown (3Y)Largest decline over 3 years | -29.63% | -39.55% | +9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -33.94% | -44.73% | +10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -42.21% | -49.42% | +7.21% |
Current DrawdownCurrent decline from peak | -8.86% | -34.65% | +25.79% |
Average DrawdownAverage peak-to-trough decline | -8.48% | -34.49% | +26.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 17.94% | -15.66% |
Volatility
GUT vs. GOLDX - Volatility Comparison
The current volatility for The Gabelli Utility Trust (GUT) is 7.15%, while Gabelli Gold Fund (GOLDX) has a volatility of 12.57%. This indicates that GUT experiences smaller price fluctuations and is considered to be less risky than GOLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GUT | GOLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 12.57% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 38.76% | -26.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 46.08% | -30.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 33.54% | -11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 32.43% | -8.60% |
GUT vs. GOLDX - Expense Ratio Comparison
GUT has a 0.01% expense ratio, which is lower than GOLDX's 1.51% expense ratio.
Dividends
GUT vs. GOLDX - Dividend Comparison
GUT's dividend yield for the trailing twelve months is around 9.45%, less than GOLDX's 17.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOLDX Gabelli Gold Fund | 17.46% | 15.57% | 2.11% | 1.13% | 0.00% | 0.00% | 1.69% | 0.83% | 0.34% | 0.51% | 2.18% | 0.00% |
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 GOLDX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLDX has higher volatility (12.57%) compared to GUT (7.15%). In terms of maximum drawdown, GUT dropped -52.79% vs GOLDX's -73.40%.
GOLDX currently has the higher Sharpe Ratio (1.25 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.
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