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LQIG vs. GABF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQIG vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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LQIG vs. GABF - Yearly Performance Comparison


2026 (YTD)2025202420232022
LQIG
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF
-0.27%7.62%1.52%9.46%-3.25%
GABF
Gabelli Financial Services Opportunities ETF
-9.67%3.60%44.38%38.92%1.33%

Returns By Period

In the year-to-date period, LQIG achieves a -0.27% return, which is significantly higher than GABF's -9.67% return.


LQIG

1D
-0.00%
1M
-1.54%
YTD
-0.27%
6M
-0.20%
1Y
4.49%
3Y*
4.41%
5Y*
10Y*

GABF

1D
0.28%
1M
-3.90%
YTD
-9.67%
6M
-10.83%
1Y
-3.40%
3Y*
20.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQIG vs. GABF - Expense Ratio Comparison

LQIG has a 0.07% expense ratio, which is lower than GABF's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LQIG vs. GABF — Risk / Return Rank

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

LQIG
LQIG Risk / Return Rank: 3737
Overall Rank
LQIG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LQIG Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQIG Omega Ratio Rank: 3131
Omega Ratio Rank
LQIG Calmar Ratio Rank: 5050
Calmar Ratio Rank
LQIG Martin Ratio Rank: 3939
Martin Ratio Rank

GABF
GABF Risk / Return Rank: 99
Overall Rank
GABF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GABF Sortino Ratio Rank: 99
Sortino Ratio Rank
GABF Omega Ratio Rank: 99
Omega Ratio Rank
GABF Calmar Ratio Rank: 99
Calmar Ratio Rank
GABF Martin Ratio Rank: 88
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.

LQIG vs. GABF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) 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.


LQIGGABFDifference

Sharpe ratio

Return per unit of total volatility

0.71

-0.15

+0.86

Sortino ratio

Return per unit of downside risk

1.01

-0.05

+1.06

Omega ratio

Gain probability vs. loss probability

1.14

0.99

+0.14

Calmar ratio

Return relative to maximum drawdown

1.45

-0.18

+1.63

Martin ratio

Return relative to average drawdown

4.03

-0.48

+4.51

LQIG vs. GABF - Sharpe Ratio Comparison

The current LQIG Sharpe Ratio is 0.71, which is higher than the GABF Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of LQIG 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.


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Sharpe Ratios by Period


LQIGGABFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

-0.15

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.86

-0.40

Correlation

The correlation between LQIG and GABF is 0.27, 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

LQIG vs. GABF - Dividend Comparison

LQIG's dividend yield for the trailing twelve months is around 5.08%, more than GABF's 2.17% yield.


TTM2025202420232022
LQIG
SPDR MarketAxess Investment Grade 400 Corporate Bond ETF
5.08%5.12%5.49%4.85%4.04%
GABF
Gabelli Financial Services Opportunities ETF
2.17%1.96%4.19%4.95%1.31%

Drawdowns

LQIG vs. GABF - Drawdown Comparison

The maximum LQIG drawdown since its inception was -11.86%, smaller than the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for LQIG and GABF.


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Drawdown Indicators


LQIGGABFDifference

Max Drawdown

Largest peak-to-trough decline

-11.86%

-20.86%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-17.16%

+13.83%

Current Drawdown

Current decline from peak

-2.02%

-14.11%

+12.09%

Average Drawdown

Average peak-to-trough decline

-2.53%

-4.64%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

6.49%

-5.29%

Volatility

LQIG vs. GABF - Volatility Comparison

The current volatility for SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) is 2.49%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.73%. This indicates that LQIG 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.


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Volatility by Period


LQIGGABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

5.73%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

13.62%

-10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.33%

22.80%

-16.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.14%

20.69%

-12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.14%

20.69%

-12.55%