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GWSAX vs. GDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWSAX vs. GDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Focused Growth and Income Fund (GWSAX) and The GDL Fund (GDL). The values are adjusted to include any dividend payments, if applicable.

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GWSAX vs. GDL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWSAX
Gabelli Focused Growth and Income Fund
5.40%2.11%13.19%11.90%-13.71%27.12%8.69%26.78%-25.30%17.07%
GDL
The GDL Fund
0.07%11.83%5.94%9.02%-6.88%8.04%-0.99%5.87%-1.60%4.74%

Returns By Period

In the year-to-date period, GWSAX achieves a 5.40% return, which is significantly higher than GDL's 0.07% return. Over the past 10 years, GWSAX has outperformed GDL with an annualized return of 6.03%, while GDL has yielded a comparatively lower 3.79% annualized return.


GWSAX

1D
0.23%
1M
-3.16%
YTD
5.40%
6M
5.61%
1Y
6.01%
3Y*
10.39%
5Y*
6.14%
10Y*
6.03%

GDL

1D
0.30%
1M
-0.98%
YTD
0.07%
6M
0.66%
1Y
7.22%
3Y*
8.35%
5Y*
4.59%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWSAX vs. GDL - Expense Ratio Comparison

GWSAX has a 1.25% expense ratio, which is higher than GDL's 0.03% expense ratio.


Return for Risk

GWSAX vs. GDL — Risk / Return Rank

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

GWSAX
GWSAX Risk / Return Rank: 1111
Overall Rank
GWSAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GWSAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GWSAX Omega Ratio Rank: 1111
Omega Ratio Rank
GWSAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GWSAX Martin Ratio Rank: 1010
Martin Ratio Rank

GDL
GDL Risk / Return Rank: 3333
Overall Rank
GDL Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GDL Sortino Ratio Rank: 2121
Sortino Ratio Rank
GDL Omega Ratio Rank: 2121
Omega Ratio Rank
GDL Calmar Ratio Rank: 4949
Calmar Ratio Rank
GDL Martin Ratio Rank: 4646
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.

GWSAX vs. GDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Focused Growth and Income Fund (GWSAX) and The GDL Fund (GDL). 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.


GWSAXGDLDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.74

-0.38

Sortino ratio

Return per unit of downside risk

0.56

1.01

-0.45

Omega ratio

Gain probability vs. loss probability

1.09

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.33

1.42

-1.10

Martin ratio

Return relative to average drawdown

1.09

5.31

-4.22

GWSAX vs. GDL - Sharpe Ratio Comparison

The current GWSAX Sharpe Ratio is 0.36, which is lower than the GDL Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of GWSAX and GDL, 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


GWSAXGDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.74

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.53

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.29

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.23

+0.12

Correlation

The correlation between GWSAX and GDL is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GWSAX vs. GDL - Dividend Comparison

GWSAX's dividend yield for the trailing twelve months is around 4.95%, less than GDL's 5.75% yield.


TTM20252024202320222021202020192018201720162015
GWSAX
Gabelli Focused Growth and Income Fund
4.95%5.11%4.39%4.57%5.00%3.90%0.00%0.00%0.09%0.49%1.16%0.00%
GDL
The GDL Fund
5.75%5.67%5.99%5.97%6.12%5.38%5.28%4.30%4.36%5.96%6.50%6.39%

Drawdowns

GWSAX vs. GDL - Drawdown Comparison

The maximum GWSAX drawdown since its inception was -55.75%, which is greater than GDL's maximum drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for GWSAX and GDL.


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Drawdown Indicators


GWSAXGDLDifference

Max Drawdown

Largest peak-to-trough decline

-55.75%

-38.74%

-17.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-5.21%

-7.96%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-9.48%

-9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-50.67%

-38.74%

-11.93%

Current Drawdown

Current decline from peak

-3.37%

-1.86%

-1.51%

Average Drawdown

Average peak-to-trough decline

-9.31%

-4.96%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

1.40%

+2.54%

Volatility

GWSAX vs. GDL - Volatility Comparison

Gabelli Focused Growth and Income Fund (GWSAX) has a higher volatility of 3.03% compared to The GDL Fund (GDL) at 2.58%. This indicates that GWSAX's price experiences larger fluctuations and is considered to be riskier than GDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWSAXGDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

2.58%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

5.41%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.07%

9.83%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

8.62%

+6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

12.96%

+7.10%