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MIG vs. GABF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIG vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Moody's Analytics IG Corporate Bond ETF (MIG) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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MIG vs. GABF - Yearly Performance Comparison


2026 (YTD)2025202420232022
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
-0.32%7.34%3.38%8.88%-2.13%
GABF
Gabelli Financial Services Opportunities ETF
-9.67%3.60%44.38%38.92%0.40%

Returns By Period

In the year-to-date period, MIG achieves a -0.32% return, which is significantly higher than GABF's -9.67% return.


MIG

1D
-0.02%
1M
-1.47%
YTD
-0.32%
6M
-0.04%
1Y
4.56%
3Y*
5.20%
5Y*
1.10%
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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MIG vs. GABF - Expense Ratio Comparison

MIG has a 0.20% expense ratio, which is higher than GABF's 0.10% expense ratio. However, 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

MIG vs. GABF — Risk / Return Rank

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

MIG
MIG Risk / Return Rank: 4747
Overall Rank
MIG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
MIG Omega Ratio Rank: 4040
Omega Ratio Rank
MIG Calmar Ratio Rank: 5959
Calmar Ratio Rank
MIG Martin Ratio Rank: 4545
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.

MIG vs. GABF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) 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.


MIGGABFDifference

Sharpe ratio

Return per unit of total volatility

0.90

-0.15

+1.05

Sortino ratio

Return per unit of downside risk

1.26

-0.05

+1.31

Omega ratio

Gain probability vs. loss probability

1.17

0.99

+0.18

Calmar ratio

Return relative to maximum drawdown

1.69

-0.18

+1.87

Martin ratio

Return relative to average drawdown

4.92

-0.48

+5.40

MIG vs. GABF - Sharpe Ratio Comparison

The current MIG Sharpe Ratio is 0.90, which is higher than the GABF Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of MIG 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


MIGGABFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.15

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.86

-0.73

Correlation

The correlation between MIG and GABF is 0.28, 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

MIG vs. GABF - Dividend Comparison

MIG's dividend yield for the trailing twelve months is around 4.79%, more than GABF's 2.17% yield.


TTM202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.79%4.81%4.68%4.38%3.06%2.15%0.18%
GABF
Gabelli Financial Services Opportunities ETF
2.17%1.96%4.19%4.95%1.31%0.00%0.00%

Drawdowns

MIG vs. GABF - Drawdown Comparison

The maximum MIG drawdown since its inception was -20.98%, roughly equal to the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for MIG and GABF.


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Drawdown Indicators


MIGGABFDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-20.86%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-17.16%

+14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

Current Drawdown

Current decline from peak

-1.93%

-14.11%

+12.18%

Average Drawdown

Average peak-to-trough decline

-6.98%

-4.64%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

6.49%

-5.52%

Volatility

MIG vs. GABF - Volatility Comparison

The current volatility for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) is 2.03%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.73%. This indicates that MIG 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


MIGGABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

5.73%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

13.62%

-10.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

22.80%

-17.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

20.69%

-14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

20.69%

-14.42%