SROI vs. GABF
Compare and contrast key facts about Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Gabelli Financial Services Opportunities ETF (GABF).
SROI and GABF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SROI is an actively managed fund by Calamos. It was launched on Feb 3, 2023. GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SROI or GABF.
Key characteristics
| SROI | GABF | |
|---|---|---|
| YTD Return | 13.20% | 47.99% |
| 1Y Return | 25.96% | 74.43% |
| Sharpe Ratio | 2.16 | 4.37 |
| Sortino Ratio | 3.05 | 5.73 |
| Omega Ratio | 1.39 | 1.79 |
| Calmar Ratio | 2.70 | 7.50 |
| Martin Ratio | 12.68 | 36.05 |
| Ulcer Index | 1.98% | 2.03% |
| Daily Std Dev | 11.59% | 16.76% |
| Max Drawdown | -13.89% | -17.14% |
| Current Drawdown | -1.83% | -0.10% |
Correlation
The correlation between SROI and GABF is 0.70, 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.
Performance
SROI vs. GABF - Performance Comparison
In the year-to-date period, SROI achieves a 13.20% return, which is significantly lower than GABF's 47.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SROI vs. GABF - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than GABF's 0.10% expense ratio.
Risk-Adjusted Performance
SROI vs. GABF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) 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.
Dividends
SROI vs. GABF - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.83%, less than GABF's 3.34% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.83% | 0.94% | 0.00% |
GABF Gabelli Financial Services Opportunities ETF | 3.34% | 4.95% | 1.31% |
Drawdowns
SROI vs. GABF - Drawdown Comparison
The maximum SROI drawdown since its inception was -13.89%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for SROI and GABF. For additional features, visit the drawdowns tool.
Volatility
SROI vs. GABF - Volatility Comparison
The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 2.99%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 7.78%. This indicates that SROI 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.