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VBK vs. GABSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBK vs. GABSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) and Gabelli Small Cap Growth Fund (GABSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBK achieves a 14.98% return, which is significantly higher than GABSX's 13.92% return. Both investments have delivered pretty close results over the past 10 years, with VBK having a 10.92% annualized return and GABSX not far behind at 10.61%.


VBK

1D
1.81%
1M
-3.14%
6M
10.32%
YTD
14.98%
1Y
25.41%
3Y*
15.04%
5Y*
4.55%
10Y*
10.92%
ALL TIME*
9.83%

GABSX

1D
-0.35%
1M
-0.08%
6M
6.78%
YTD
13.92%
1Y
22.37%
3Y*
12.50%
5Y*
9.05%
10Y*
10.61%
ALL TIME*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$70.46M$72.06M$83.50M

VBK vs. GABSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBK
Vanguard Small-Cap Growth ETF
14.98%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%
GABSX
Gabelli Small Cap Growth Fund
13.92%8.65%10.22%21.45%-12.63%24.82%13.63%21.56%-15.25%19.05%

Correlation

The correlation between VBK and GABSX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.90

The correlation between VBK and GABSX shifts across timeframes, from 0.73 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VBK vs. GABSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VBK
VBK Risk / Return Rank: 5454
Overall Rank
VBK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 5050
Sortino Ratio Rank
VBK Omega Ratio Rank: 4646
Omega Ratio Rank
VBK Calmar Ratio Rank: 6262
Calmar Ratio Rank
VBK Martin Ratio Rank: 6161
Martin Ratio Rank

GABSX
GABSX Risk / Return Rank: 4040
Overall Rank
GABSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GABSX Sortino Ratio Rank: 4343
Sortino Ratio Rank
GABSX Omega Ratio Rank: 3636
Omega Ratio Rank
GABSX Calmar Ratio Rank: 4343
Calmar Ratio Rank
GABSX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VBK vs. GABSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and Gabelli Small Cap Growth Fund (GABSX). 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.


VBKGABSXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.22

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

2.23

1.84

+0.39

Martin ratioReturn relative to average drawdown

7.52

6.05

+1.47

VBK vs. GABSX - Sharpe Ratio Comparison

The current VBK Sharpe Ratio is 1.25, which is comparable to the GABSX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VBK and GABSX, 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

VBK vs. GABSX - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.68%, roughly equal to the maximum GABSX drawdown of -57.24%. Use the drawdown chart below to compare losses from any high point for VBK and GABSX.


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Drawdown Indicators


VBKGABSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-57.24%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-11.45%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-23.43%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-25.19%

-13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-40.74%

+2.04%

Current Drawdown

Current decline from peak

-5.22%

-2.45%

-2.77%

Average Drawdown

Average peak-to-trough decline

-10.10%

-6.95%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.48%

-0.09%

Volatility

VBK vs. GABSX - Volatility Comparison

Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 5.46% compared to Gabelli Small Cap Growth Fund (GABSX) at 4.27%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than GABSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBKGABSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.27%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

12.52%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

16.75%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.67%

19.08%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

19.98%

+2.94%

VBK vs. GABSX - Expense Ratio Comparison

VBK has a 0.05% expense ratio, which is lower than GABSX's 1.38% expense ratio.


Dividends

VBK vs. GABSX - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.44%, less than GABSX's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
GABSX
Gabelli Small Cap Growth Fund
3.50%3.98%6.61%8.68%9.53%13.50%22.21%21.36%4.70%5.38%3.87%3.78%
VBK
Vanguard Small-Cap Growth ETF
0.44%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


VBK and GABSX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBK has higher volatility (5.46%) compared to GABSX (4.27%). In terms of maximum drawdown, VBK dropped -58.68% vs GABSX's -57.24%.

GABSX currently has the higher Sharpe Ratio (1.26 vs 1.25), 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.

Portfolio Optimizer

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