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PCF vs. GAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCF vs. GAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in High Income Securities Fund (PCF) and General American Investors Company, Inc. (GAM). The values are adjusted to include any dividend payments, if applicable.

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PCF vs. GAM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCF
High Income Securities Fund
-0.20%5.31%16.66%10.45%-15.56%11.44%8.13%4.22%5.46%14.58%
GAM
General American Investors Company, Inc.
-0.44%28.63%29.55%26.84%-14.84%20.56%5.85%41.76%-10.25%21.32%

Returns By Period


PCF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

GAM

1D
2.63%
1M
-5.37%
YTD
-0.44%
6M
4.50%
1Y
29.07%
3Y*
25.04%
5Y*
14.77%
10Y*
14.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PCF vs. GAM — Risk / Return Rank

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

PCF
PCF Risk / Return Rank: 1010
Overall Rank
PCF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PCF Sortino Ratio Rank: 1010
Sortino Ratio Rank
PCF Omega Ratio Rank: 1010
Omega Ratio Rank
PCF Calmar Ratio Rank: 1111
Calmar Ratio Rank
PCF Martin Ratio Rank: 1010
Martin Ratio Rank

GAM
GAM Risk / Return Rank: 8989
Overall Rank
GAM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GAM Sortino Ratio Rank: 8888
Sortino Ratio Rank
GAM Omega Ratio Rank: 9191
Omega Ratio Rank
GAM Calmar Ratio Rank: 8484
Calmar Ratio Rank
GAM Martin Ratio Rank: 9494
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.

PCF vs. GAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for High Income Securities Fund (PCF) and General American Investors Company, Inc. (GAM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PCF vs. GAM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PCFGAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Correlation

The correlation between PCF and GAM is 0.22, 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

PCF vs. GAM - Dividend Comparison

PCF's dividend yield for the trailing twelve months is around 11.68%, more than GAM's 10.95% yield.


TTM20252024202320222021202020192018201720162015
PCF
High Income Securities Fund
9.73%11.57%11.29%11.29%13.48%10.82%11.46%3.29%6.88%3.97%4.52%5.07%
GAM
General American Investors Company, Inc.
10.95%11.32%8.82%6.17%4.15%1.38%6.72%6.49%9.67%9.56%10.20%3.60%

Drawdowns

PCF vs. GAM - Drawdown Comparison


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Drawdown Indicators


PCFGAMDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-66.63%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-11.00%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

-26.09%

-2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-45.13%

-41.78%

-3.35%

Current Drawdown

Current decline from peak

-2.21%

-6.09%

+3.88%

Average Drawdown

Average peak-to-trough decline

-10.53%

-11.62%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

2.03%

+2.11%

Volatility

PCF vs. GAM - Volatility Comparison


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Volatility by Period


PCFGAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%