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JGLO vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGLO and GABF is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

JGLO vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-1.54%
20.09%
JGLO
GABF

Key characteristics

Sharpe Ratio

JGLO:

1.50

GABF:

2.69

Sortino Ratio

JGLO:

2.10

GABF:

3.65

Omega Ratio

JGLO:

1.27

GABF:

1.49

Calmar Ratio

JGLO:

2.25

GABF:

4.65

Martin Ratio

JGLO:

8.66

GABF:

17.96

Ulcer Index

JGLO:

2.07%

GABF:

2.53%

Daily Std Dev

JGLO:

11.97%

GABF:

16.88%

Max Drawdown

JGLO:

-7.96%

GABF:

-17.14%

Current Drawdown

JGLO:

-4.71%

GABF:

-6.36%

Returns By Period

The year-to-date returns for both investments are quite close, with JGLO having a -0.43% return and GABF slightly higher at -0.42%.


JGLO

YTD

-0.43%

1M

-4.35%

6M

-1.54%

1Y

17.14%

5Y*

N/A

10Y*

N/A

GABF

YTD

-0.42%

1M

-4.52%

6M

20.09%

1Y

45.58%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JGLO vs. GABF - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than GABF's 0.10% expense ratio.


JGLO
Jpmorgan Global Select Equity ETF
Expense ratio chart for JGLO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

JGLO vs. GABF — Risk-Adjusted Performance Rank

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

JGLO
The Risk-Adjusted Performance Rank of JGLO is 6969
Overall Rank
The Sharpe Ratio Rank of JGLO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JGLO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JGLO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JGLO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of JGLO is 7171
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 9494
Overall Rank
The Sharpe Ratio Rank of GABF is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 9494
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGLO vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Gabelli Financial Services Opportunities ETF (GABF). 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.


Sharpe ratio
The chart of Sharpe ratio for JGLO, currently valued at 1.50, compared to the broader market0.002.004.001.502.69
The chart of Sortino ratio for JGLO, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.103.65
The chart of Omega ratio for JGLO, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.49
The chart of Calmar ratio for JGLO, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.254.65
The chart of Martin ratio for JGLO, currently valued at 8.66, compared to the broader market0.0020.0040.0060.0080.00100.008.6617.96
JGLO
GABF

The current JGLO Sharpe Ratio is 1.50, which is lower than the GABF Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of JGLO and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
1.50
2.69
JGLO
GABF

Dividends

JGLO vs. GABF - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 2.01%, less than GABF's 4.21% yield.


TTM202420232022
JGLO
Jpmorgan Global Select Equity ETF
2.01%2.00%0.32%0.00%
GABF
Gabelli Financial Services Opportunities ETF
4.21%4.19%4.95%1.31%

Drawdowns

JGLO vs. GABF - Drawdown Comparison

The maximum JGLO drawdown since its inception was -7.96%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for JGLO and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.71%
-6.36%
JGLO
GABF

Volatility

JGLO vs. GABF - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 3.93%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.44%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
3.93%
5.44%
JGLO
GABF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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