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VTCAX vs. GTTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTCAX vs. GTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Communication Services Index Fund Admiral Shares (VTCAX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). The values are adjusted to include any dividend payments, if applicable.

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VTCAX vs. GTTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCAX
Vanguard Communication Services Index Fund Admiral Shares
-10.02%26.27%33.10%44.73%-38.78%14.09%28.95%28.03%-16.51%-5.57%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
-2.99%27.42%14.93%22.82%-28.59%5.17%16.44%16.44%-11.28%14.18%

Returns By Period

In the year-to-date period, VTCAX achieves a -10.02% return, which is significantly lower than GTTIX's -2.99% return. Over the past 10 years, VTCAX has outperformed GTTIX with an annualized return of 8.09%, while GTTIX has yielded a comparatively lower 5.96% annualized return.


VTCAX

1D
0.56%
1M
-9.34%
YTD
-10.02%
6M
-6.89%
1Y
18.31%
3Y*
22.92%
5Y*
7.15%
10Y*
8.09%

GTTIX

1D
-0.88%
1M
-7.81%
YTD
-2.99%
6M
-2.67%
1Y
19.49%
3Y*
16.42%
5Y*
4.59%
10Y*
5.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTCAX vs. GTTIX - Expense Ratio Comparison

VTCAX has a 0.10% expense ratio, which is lower than GTTIX's 0.90% expense ratio.


Return for Risk

VTCAX vs. GTTIX — Risk / Return Rank

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

VTCAX
VTCAX Risk / Return Rank: 4848
Overall Rank
VTCAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VTCAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTCAX Omega Ratio Rank: 5151
Omega Ratio Rank
VTCAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTCAX Martin Ratio Rank: 4040
Martin Ratio Rank

GTTIX
GTTIX Risk / Return Rank: 6565
Overall Rank
GTTIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GTTIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
GTTIX Omega Ratio Rank: 6060
Omega Ratio Rank
GTTIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GTTIX Martin Ratio Rank: 4545
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.

VTCAX vs. GTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services Index Fund Admiral Shares (VTCAX) and Gabelli Global Content & Connectivity Fund Class I (GTTIX). 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.


VTCAXGTTIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.30

-0.36

Sortino ratio

Return per unit of downside risk

1.48

1.81

-0.33

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.11

1.78

-0.68

Martin ratio

Return relative to average drawdown

4.16

4.64

-0.48

VTCAX vs. GTTIX - Sharpe Ratio Comparison

The current VTCAX Sharpe Ratio is 0.94, which is comparable to the GTTIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of VTCAX and GTTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTCAXGTTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.30

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.28

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.37

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

0.00

Correlation

The correlation between VTCAX and GTTIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VTCAX vs. GTTIX - Dividend Comparison

VTCAX's dividend yield for the trailing twelve months is around 1.09%, less than GTTIX's 18.49% yield.


TTM20252024202320222021202020192018201720162015
VTCAX
Vanguard Communication Services Index Fund Admiral Shares
1.09%0.95%1.06%1.04%0.88%1.20%0.73%0.89%2.77%3.84%2.68%3.55%
GTTIX
Gabelli Global Content & Connectivity Fund Class I
18.49%17.94%0.00%0.32%2.29%6.74%3.09%7.22%6.96%7.11%7.34%8.62%

Drawdowns

VTCAX vs. GTTIX - Drawdown Comparison

The maximum VTCAX drawdown since its inception was -57.11%, which is greater than GTTIX's maximum drawdown of -39.84%. Use the drawdown chart below to compare losses from any high point for VTCAX and GTTIX.


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Drawdown Indicators


VTCAXGTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.11%

-39.84%

-17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-9.45%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-46.58%

-39.84%

-6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-46.58%

-39.84%

-6.74%

Current Drawdown

Current decline from peak

-13.08%

-7.99%

-5.09%

Average Drawdown

Average peak-to-trough decline

-11.96%

-8.22%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.67%

-0.06%

Volatility

VTCAX vs. GTTIX - Volatility Comparison

Vanguard Communication Services Index Fund Admiral Shares (VTCAX) has a higher volatility of 5.02% compared to Gabelli Global Content & Connectivity Fund Class I (GTTIX) at 4.71%. This indicates that VTCAX's price experiences larger fluctuations and is considered to be riskier than GTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCAXGTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

4.71%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

9.96%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.09%

14.62%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

16.26%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

16.30%

+4.65%