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MOGLX vs. GICPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MOGLX vs. GICPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Media Mogul Fund (MOGLX) and Gabelli Global Growth Fund (GICPX). The values are adjusted to include any dividend payments, if applicable.

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MOGLX vs. GICPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MOGLX
Gabelli Media Mogul Fund
3.88%22.85%1.12%10.23%-31.12%7.69%0.25%5.24%
GICPX
Gabelli Global Growth Fund
-7.56%13.90%26.70%34.47%-37.45%21.09%35.45%12.34%

Returns By Period

In the year-to-date period, MOGLX achieves a 3.88% return, which is significantly higher than GICPX's -7.56% return.


MOGLX

1D
2.59%
1M
-3.36%
YTD
3.88%
6M
8.77%
1Y
26.50%
3Y*
10.34%
5Y*
-1.12%
10Y*

GICPX

1D
3.41%
1M
-6.35%
YTD
-7.56%
6M
-7.05%
1Y
9.99%
3Y*
15.52%
5Y*
6.53%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MOGLX vs. GICPX - Expense Ratio Comparison

Both MOGLX and GICPX have an expense ratio of 0.90%.


Return for Risk

MOGLX vs. GICPX — Risk / Return Rank

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

MOGLX
MOGLX Risk / Return Rank: 7575
Overall Rank
MOGLX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MOGLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MOGLX Omega Ratio Rank: 6767
Omega Ratio Rank
MOGLX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MOGLX Martin Ratio Rank: 7171
Martin Ratio Rank

GICPX
GICPX Risk / Return Rank: 2121
Overall Rank
GICPX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
GICPX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GICPX Omega Ratio Rank: 2020
Omega Ratio Rank
GICPX Calmar Ratio Rank: 1818
Calmar Ratio Rank
GICPX Martin Ratio Rank: 2121
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.

MOGLX vs. GICPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Media Mogul Fund (MOGLX) and Gabelli Global Growth Fund (GICPX). 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.


MOGLXGICPXDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.63

+0.92

Sortino ratio

Return per unit of downside risk

2.20

1.04

+1.16

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.15

Calmar ratio

Return relative to maximum drawdown

2.29

0.66

+1.63

Martin ratio

Return relative to average drawdown

8.01

2.67

+5.34

MOGLX vs. GICPX - Sharpe Ratio Comparison

The current MOGLX Sharpe Ratio is 1.54, which is higher than the GICPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of MOGLX and GICPX, 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


MOGLXGICPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.63

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.30

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.48

-0.41

Correlation

The correlation between MOGLX and GICPX is 0.58, 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

MOGLX vs. GICPX - Dividend Comparison

MOGLX's dividend yield for the trailing twelve months is around 0.47%, less than GICPX's 14.99% yield.


TTM20252024202320222021202020192018201720162015
MOGLX
Gabelli Media Mogul Fund
0.47%0.49%1.44%0.93%1.33%2.09%0.74%0.00%0.00%0.00%0.00%0.00%
GICPX
Gabelli Global Growth Fund
14.99%13.85%0.00%0.30%0.18%4.21%2.37%10.11%8.42%3.16%7.08%5.73%

Drawdowns

MOGLX vs. GICPX - Drawdown Comparison

The maximum MOGLX drawdown since its inception was -45.76%, smaller than the maximum GICPX drawdown of -72.92%. Use the drawdown chart below to compare losses from any high point for MOGLX and GICPX.


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Drawdown Indicators


MOGLXGICPXDifference

Max Drawdown

Largest peak-to-trough decline

-45.76%

-72.92%

+27.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-12.45%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-40.66%

-43.93%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-43.93%

Current Drawdown

Current decline from peak

-13.33%

-9.46%

-3.87%

Average Drawdown

Average peak-to-trough decline

-21.88%

-22.23%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.10%

+0.25%

Volatility

MOGLX vs. GICPX - Volatility Comparison

The current volatility for Gabelli Media Mogul Fund (MOGLX) is 5.75%, while Gabelli Global Growth Fund (GICPX) has a volatility of 6.35%. This indicates that MOGLX experiences smaller price fluctuations and is considered to be less risky than GICPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOGLXGICPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

6.35%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

10.33%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

17.12%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

22.23%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

20.73%

+1.16%