PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JSTC vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JSTC and GABF is 0.80, 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.


-0.50.00.51.00.8

Performance

JSTC vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.27%
18.97%
JSTC
GABF

Key characteristics

Sharpe Ratio

JSTC:

1.12

GABF:

2.51

Sortino Ratio

JSTC:

1.55

GABF:

3.45

Omega Ratio

JSTC:

1.20

GABF:

1.46

Calmar Ratio

JSTC:

1.83

GABF:

4.28

Martin Ratio

JSTC:

5.20

GABF:

15.49

Ulcer Index

JSTC:

2.51%

GABF:

2.70%

Daily Std Dev

JSTC:

11.68%

GABF:

16.68%

Max Drawdown

JSTC:

-26.82%

GABF:

-17.14%

Current Drawdown

JSTC:

-1.30%

GABF:

-2.54%

Returns By Period

In the year-to-date period, JSTC achieves a 4.28% return, which is significantly higher than GABF's 3.81% return.


JSTC

YTD

4.28%

1M

1.24%

6M

5.68%

1Y

13.82%

5Y*

N/A

10Y*

N/A

GABF

YTD

3.81%

1M

0.28%

6M

20.38%

1Y

42.71%

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.


JSTC vs. GABF - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than GABF's 0.10% expense ratio.


JSTC
Adasina Social Justice All Cap Global ETF
Expense ratio chart for JSTC: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
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

JSTC vs. GABF — Risk-Adjusted Performance Rank

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

JSTC
The Risk-Adjusted Performance Rank of JSTC is 4949
Overall Rank
The Sharpe Ratio Rank of JSTC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of JSTC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of JSTC is 4444
Omega Ratio Rank
The Calmar Ratio Rank of JSTC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of JSTC is 5151
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 9191
Overall Rank
The Sharpe Ratio Rank of GABF is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 9191
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 9090
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.

JSTC vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) 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 JSTC, currently valued at 1.12, compared to the broader market0.002.004.001.122.51
The chart of Sortino ratio for JSTC, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.553.45
The chart of Omega ratio for JSTC, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.46
The chart of Calmar ratio for JSTC, currently valued at 1.95, compared to the broader market0.005.0010.0015.001.954.28
The chart of Martin ratio for JSTC, currently valued at 5.20, compared to the broader market0.0020.0040.0060.0080.00100.005.2015.49
JSTC
GABF

The current JSTC Sharpe Ratio is 1.12, which is lower than the GABF Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of JSTC 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
1.12
2.51
JSTC
GABF

Dividends

JSTC vs. GABF - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.07%, less than GABF's 4.04% yield.


TTM2024202320222021
JSTC
Adasina Social Justice All Cap Global ETF
1.07%1.11%1.03%0.83%0.97%
GABF
Gabelli Financial Services Opportunities ETF
4.04%4.19%4.95%1.31%0.00%

Drawdowns

JSTC vs. GABF - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, which is greater than GABF's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for JSTC and GABF. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.30%
-2.54%
JSTC
GABF

Volatility

JSTC vs. GABF - Volatility Comparison

The current volatility for Adasina Social Justice All Cap Global ETF (JSTC) is 2.47%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 3.97%. This indicates that JSTC 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%SeptemberOctoberNovemberDecember2025February
2.47%
3.97%
JSTC
GABF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab