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PGZ vs. GABF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGZ vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Real Estate Income Fund (PGZ) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGZ achieves a 6.74% return, which is significantly higher than GABF's -3.61% return.


PGZ

1D
-0.03%
1M
3.28%
YTD
6.74%
6M
7.55%
1Y
8.40%
3Y*
15.84%
5Y*
2.17%
10Y*
4.01%

GABF

1D
0.99%
1M
2.96%
YTD
-3.61%
6M
-4.39%
1Y
-0.71%
3Y*
20.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGZ vs. GABF - Yearly Performance Comparison


2026 (YTD)2025202420232022
PGZ
Principal Real Estate Income Fund
6.74%14.50%17.99%4.05%-16.76%
GABF
Gabelli Financial Services Opportunities ETF
-3.61%3.60%44.38%38.92%-0.04%

Correlation

The correlation between PGZ and GABF is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since May 10, 2022

0.43

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Return for Risk

PGZ vs. GABF — Risk / Return Rank

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

PGZ
PGZ Risk / Return Rank: 6565
Overall Rank
PGZ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PGZ Sortino Ratio Rank: 6262
Sortino Ratio Rank
PGZ Omega Ratio Rank: 6363
Omega Ratio Rank
PGZ Calmar Ratio Rank: 6161
Calmar Ratio Rank
PGZ Martin Ratio Rank: 6969
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: 99
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.

PGZ vs. GABF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Income Fund (PGZ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGZGABFDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.17

1.01

+0.16

Calmar ratioReturn relative to maximum drawdown

0.86

-0.04

+0.90

Martin ratioReturn relative to average drawdown

3.22

-0.10

+3.32

PGZ vs. GABF - Sharpe Ratio Comparison

The current PGZ Sharpe Ratio is 0.82, which is higher than the GABF Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of PGZ and GABF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PGZ vs. GABF - Drawdown Comparison

The maximum PGZ drawdown since its inception was -53.58%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for PGZ and GABF.


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Drawdown Indicators


PGZGABFDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

-20.86%

-32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-17.16%

+7.34%

Max Drawdown (3Y)

Largest decline over 3 years

-10.56%

-20.86%

+10.30%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

Max Drawdown (10Y)

Largest decline over 10 years

-53.58%

Current Drawdown

Current decline from peak

-9.07%

-8.35%

-0.72%

Average Drawdown

Average peak-to-trough decline

-16.12%

-4.88%

-11.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

7.44%

-4.83%

Volatility

PGZ vs. GABF - Volatility Comparison

The current volatility for Principal Real Estate Income Fund (PGZ) is 3.05%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 4.81%. This indicates that PGZ 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


PGZGABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.81%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

13.27%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.27%

17.57%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

20.52%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

20.52%

+1.28%

Dividends

PGZ vs. GABF - Dividend Comparison

PGZ's dividend yield for the trailing twelve months is around 12.42%, more than GABF's 2.04% yield.


PositionTTM20252024202320222021202020192018201720162015
GABF
Gabelli Financial Services Opportunities ETF
2.04%1.96%4.19%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGZ
Principal Real Estate Income Fund
12.42%12.59%12.75%13.33%11.86%6.32%10.34%6.25%7.98%9.51%10.90%10.40%

Frequently Asked Questions


PGZ and GABF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GABF has higher volatility (4.81%) compared to PGZ (3.05%). In terms of maximum drawdown, PGZ dropped -53.58% vs GABF's -20.86%.

PGZ currently has the higher Sharpe Ratio (0.82 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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