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MERFX vs. GABCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MERFX vs. GABCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Merger Fund (MERFX) and Gabelli ABC Fund (GABCX). The values are adjusted to include any dividend payments, if applicable.

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MERFX vs. GABCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MERFX
The Merger Fund
0.46%8.11%3.27%4.17%0.71%-0.19%4.87%5.96%7.68%2.39%
GABCX
Gabelli ABC Fund
1.20%5.86%2.97%6.84%-2.02%4.37%2.90%4.80%0.20%2.20%

Returns By Period

In the year-to-date period, MERFX achieves a 0.46% return, which is significantly lower than GABCX's 1.20% return. Over the past 10 years, MERFX has outperformed GABCX with an annualized return of 3.88%, while GABCX has yielded a comparatively lower 3.13% annualized return.


MERFX

1D
0.00%
1M
0.00%
YTD
0.46%
6M
1.84%
1Y
6.26%
3Y*
5.30%
5Y*
3.09%
10Y*
3.88%

GABCX

1D
-0.09%
1M
-2.14%
YTD
1.20%
6M
1.45%
1Y
6.72%
3Y*
5.01%
5Y*
3.35%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MERFX vs. GABCX - Expense Ratio Comparison

MERFX has a 1.50% expense ratio, which is higher than GABCX's 0.79% expense ratio.


Return for Risk

MERFX vs. GABCX — Risk / Return Rank

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

MERFX
MERFX Risk / Return Rank: 9999
Overall Rank
MERFX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MERFX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MERFX Omega Ratio Rank: 9898
Omega Ratio Rank
MERFX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MERFX Martin Ratio Rank: 100100
Martin Ratio Rank

GABCX
GABCX Risk / Return Rank: 6969
Overall Rank
GABCX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GABCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
GABCX Omega Ratio Rank: 6363
Omega Ratio Rank
GABCX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GABCX Martin Ratio Rank: 6464
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.

MERFX vs. GABCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Merger Fund (MERFX) and Gabelli ABC Fund (GABCX). 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.


MERFXGABCXDifference

Sharpe ratio

Return per unit of total volatility

4.24

1.25

+2.99

Sortino ratio

Return per unit of downside risk

8.05

1.79

+6.26

Omega ratio

Gain probability vs. loss probability

2.09

1.24

+0.85

Calmar ratio

Return relative to maximum drawdown

12.42

1.78

+10.64

Martin ratio

Return relative to average drawdown

58.81

6.15

+52.66

MERFX vs. GABCX - Sharpe Ratio Comparison

The current MERFX Sharpe Ratio is 4.24, which is higher than the GABCX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of MERFX and GABCX, 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


MERFXGABCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.24

1.25

+2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.72

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

0.74

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.88

-0.20

Correlation

The correlation between MERFX and GABCX is 0.45, 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.


Dividends

MERFX vs. GABCX - Dividend Comparison

MERFX's dividend yield for the trailing twelve months is around 7.38%, more than GABCX's 4.56% yield.


TTM20252024202320222021202020192018201720162015
MERFX
The Merger Fund
7.38%7.42%3.24%2.59%3.50%0.27%3.31%1.34%4.52%0.59%0.32%1.25%
GABCX
Gabelli ABC Fund
4.56%4.61%0.00%3.35%1.38%4.55%0.44%2.95%3.69%0.13%2.37%2.63%

Drawdowns

MERFX vs. GABCX - Drawdown Comparison

The maximum MERFX drawdown since its inception was -20.82%, which is greater than GABCX's maximum drawdown of -10.80%. Use the drawdown chart below to compare losses from any high point for MERFX and GABCX.


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Drawdown Indicators


MERFXGABCXDifference

Max Drawdown

Largest peak-to-trough decline

-20.82%

-10.80%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-0.52%

-3.60%

+3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-8.67%

+2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-9.35%

-10.80%

+1.45%

Current Drawdown

Current decline from peak

-0.17%

-2.14%

+1.97%

Average Drawdown

Average peak-to-trough decline

-2.68%

-0.95%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

1.05%

-0.94%

Volatility

MERFX vs. GABCX - Volatility Comparison

The current volatility for The Merger Fund (MERFX) is 0.47%, while Gabelli ABC Fund (GABCX) has a volatility of 1.32%. This indicates that MERFX experiences smaller price fluctuations and is considered to be less risky than GABCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MERFXGABCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

1.32%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

3.44%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

5.47%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

4.68%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

4.24%

-0.48%