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MERIX vs. EMAYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MERIX vs. EMAYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Merger Fund Class I (MERIX) and Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX). The values are adjusted to include any dividend payments, if applicable.

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MERIX vs. EMAYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MERIX
The Merger Fund Class I
0.59%8.41%3.54%4.51%1.01%0.10%5.14%6.32%7.98%2.74%
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
2.42%21.17%4.10%5.96%-8.78%9.83%5.29%7.71%-2.78%5.61%

Returns By Period

In the year-to-date period, MERIX achieves a 0.59% return, which is significantly lower than EMAYX's 2.42% return. Over the past 10 years, MERIX has underperformed EMAYX with an annualized return of 4.19%, while EMAYX has yielded a comparatively higher 5.49% annualized return.


MERIX

1D
0.06%
1M
0.06%
YTD
0.59%
6M
2.05%
1Y
6.59%
3Y*
5.63%
5Y*
3.40%
10Y*
4.19%

EMAYX

1D
-0.05%
1M
-4.32%
YTD
2.42%
6M
6.81%
1Y
19.97%
3Y*
10.35%
5Y*
5.43%
10Y*
5.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MERIX vs. EMAYX - Expense Ratio Comparison

MERIX has a 1.32% expense ratio, which is higher than EMAYX's 1.01% expense ratio.


Return for Risk

MERIX vs. EMAYX — Risk / Return Rank

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

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

EMAYX
EMAYX Risk / Return Rank: 8686
Overall Rank
EMAYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMAYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
EMAYX Calmar Ratio Rank: 8282
Calmar Ratio Rank
EMAYX Martin Ratio Rank: 8989
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.

MERIX vs. EMAYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Merger Fund Class I (MERIX) and Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX). 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.


MERIXEMAYXDifference

Sharpe ratio

Return per unit of total volatility

4.51

1.74

+2.77

Sortino ratio

Return per unit of downside risk

8.79

2.41

+6.38

Omega ratio

Gain probability vs. loss probability

2.18

1.34

+0.84

Calmar ratio

Return relative to maximum drawdown

14.49

2.01

+12.48

Martin ratio

Return relative to average drawdown

63.54

9.70

+53.84

MERIX vs. EMAYX - Sharpe Ratio Comparison

The current MERIX Sharpe Ratio is 4.51, which is higher than the EMAYX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of MERIX and EMAYX, 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


MERIXEMAYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.51

1.74

+2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.50

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

0.52

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.43

+0.51

Correlation

The correlation between MERIX and EMAYX is 0.51, 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

MERIX vs. EMAYX - Dividend Comparison

MERIX's dividend yield for the trailing twelve months is around 7.91%, more than EMAYX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
MERIX
The Merger Fund Class I
7.91%7.95%3.75%2.91%4.75%0.27%3.64%1.34%4.85%0.98%0.89%1.63%
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
4.11%4.21%0.00%3.00%0.80%6.84%0.24%1.80%5.52%1.24%0.00%0.00%

Drawdowns

MERIX vs. EMAYX - Drawdown Comparison

The maximum MERIX drawdown since its inception was -9.33%, smaller than the maximum EMAYX drawdown of -47.93%. Use the drawdown chart below to compare losses from any high point for MERIX and EMAYX.


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Drawdown Indicators


MERIXEMAYXDifference

Max Drawdown

Largest peak-to-trough decline

-9.33%

-47.93%

+38.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-9.69%

+9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-5.68%

-15.95%

+10.27%

Max Drawdown (10Y)

Largest decline over 10 years

-9.33%

-24.90%

+15.57%

Current Drawdown

Current decline from peak

-0.12%

-4.32%

+4.20%

Average Drawdown

Average peak-to-trough decline

-1.04%

-4.50%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

2.01%

-1.90%

Volatility

MERIX vs. EMAYX - Volatility Comparison

The current volatility for The Merger Fund Class I (MERIX) is 0.44%, while Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX) has a volatility of 3.19%. This indicates that MERIX experiences smaller price fluctuations and is considered to be less risky than EMAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MERIXEMAYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

3.19%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

6.55%

-5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

11.79%

-10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.65%

10.87%

-7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.86%

10.50%

-6.64%