PortfoliosLab logo
PSCF vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCF and GABF is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PSCF vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Financials ETF (PSCF) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
7.54%
88.23%
PSCF
GABF

Key characteristics

Sharpe Ratio

PSCF:

0.47

GABF:

0.90

Sortino Ratio

PSCF:

0.84

GABF:

1.33

Omega Ratio

PSCF:

1.11

GABF:

1.20

Calmar Ratio

PSCF:

0.47

GABF:

1.03

Martin Ratio

PSCF:

1.44

GABF:

3.86

Ulcer Index

PSCF:

7.92%

GABF:

5.60%

Daily Std Dev

PSCF:

24.17%

GABF:

24.01%

Max Drawdown

PSCF:

-45.46%

GABF:

-20.86%

Current Drawdown

PSCF:

-17.36%

GABF:

-12.25%

Returns By Period

In the year-to-date period, PSCF achieves a -8.78% return, which is significantly lower than GABF's -6.53% return.


PSCF

YTD

-8.78%

1M

-6.43%

6M

-9.08%

1Y

9.48%

5Y*

10.78%

10Y*

5.17%

GABF

YTD

-6.53%

1M

-6.03%

6M

-3.14%

1Y

20.47%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSCF vs. GABF - Expense Ratio Comparison

PSCF has a 0.29% expense ratio, which is higher than GABF's 0.10% expense ratio.


Expense ratio chart for PSCF: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCF: 0.29%
Expense ratio chart for GABF: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GABF: 0.10%

Risk-Adjusted Performance

PSCF vs. GABF — Risk-Adjusted Performance Rank

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

PSCF
The Risk-Adjusted Performance Rank of PSCF is 5656
Overall Rank
The Sharpe Ratio Rank of PSCF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PSCF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PSCF is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PSCF is 5151
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 8080
Overall Rank
The Sharpe Ratio Rank of GABF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSCF vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Financials ETF (PSCF) 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.


The chart of Sharpe ratio for PSCF, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.00
PSCF: 0.47
GABF: 0.90
The chart of Sortino ratio for PSCF, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.00
PSCF: 0.84
GABF: 1.33
The chart of Omega ratio for PSCF, currently valued at 1.11, compared to the broader market0.501.001.502.00
PSCF: 1.11
GABF: 1.20
The chart of Calmar ratio for PSCF, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
PSCF: 0.47
GABF: 1.03
The chart of Martin ratio for PSCF, currently valued at 1.44, compared to the broader market0.0020.0040.0060.00
PSCF: 1.44
GABF: 3.86

The current PSCF Sharpe Ratio is 0.47, which is lower than the GABF Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PSCF 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.47
0.90
PSCF
GABF

Dividends

PSCF vs. GABF - Dividend Comparison

PSCF's dividend yield for the trailing twelve months is around 2.48%, less than GABF's 4.49% yield.


TTM20242023202220212020201920182017201620152014
PSCF
Invesco S&P SmallCap Financials ETF
2.48%2.48%3.33%2.93%1.83%3.57%3.40%4.21%2.26%3.01%2.28%2.43%
GABF
Gabelli Financial Services Opportunities ETF
4.49%4.19%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSCF vs. GABF - Drawdown Comparison

The maximum PSCF drawdown since its inception was -45.46%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for PSCF and GABF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.36%
-12.25%
PSCF
GABF

Volatility

PSCF vs. GABF - Volatility Comparison

The current volatility for Invesco S&P SmallCap Financials ETF (PSCF) is 13.15%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 15.89%. This indicates that PSCF 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.15%
15.89%
PSCF
GABF