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Guggenheim RBP Large-Cap Defensive Fund (TVDAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US89386C3088

CUSIP

89386C308

Issuer

Guggenheim

Inception Date

Apr 27, 2010

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

TVDAX has a high expense ratio of 1.20%, indicating higher-than-average management fees.


Expense ratio chart for TVDAX: current value at 1.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.20%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
TVDAX vs. SPXT
Popular comparisons:
TVDAX vs. SPXT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Guggenheim RBP Large-Cap Defensive Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.49%
7.29%
TVDAX (Guggenheim RBP Large-Cap Defensive Fund)
Benchmark (^GSPC)

Returns By Period

Guggenheim RBP Large-Cap Defensive Fund had a return of 22.18% year-to-date (YTD) and 22.92% in the last 12 months. Over the past 10 years, Guggenheim RBP Large-Cap Defensive Fund had an annualized return of 1.16%, while the S&P 500 had an annualized return of 11.01%, indicating that Guggenheim RBP Large-Cap Defensive Fund did not perform as well as the benchmark.


TVDAX

YTD

22.18%

1M

0.00%

6M

5.49%

1Y

22.92%

5Y*

2.47%

10Y*

1.16%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of TVDAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.30%5.14%2.77%-4.30%3.94%3.61%-0.70%3.77%2.20%0.87%0.00%22.18%
20234.95%-2.76%4.85%2.14%-1.32%5.37%0.96%-0.10%-4.42%-0.77%7.66%3.18%20.73%
2022-7.97%-4.53%4.11%-8.61%-1.77%-5.76%8.14%-4.54%-9.51%7.05%5.39%-5.69%-23.08%
2021-0.62%0.27%3.74%3.86%1.24%2.20%2.24%1.41%-6.39%6.83%1.39%-18.01%-4.26%
2020-0.09%-9.22%-15.24%12.83%5.42%-0.71%5.18%3.18%-2.15%-2.68%8.74%2.09%4.16%
20197.96%4.05%0.90%3.76%-3.24%5.91%1.49%0.18%1.19%0.81%2.69%-4.81%22.19%
20184.11%-3.43%-1.07%0.45%0.54%1.69%2.71%3.15%-0.25%-4.96%2.00%-23.65%-20.11%
20172.57%3.27%0.37%1.21%2.29%0.00%2.24%1.14%2.08%1.10%4.62%-9.77%10.89%
2016-4.05%0.84%6.07%0.40%2.16%1.54%2.27%-1.39%-1.97%-2.68%3.25%-3.13%2.86%
2015-0.18%1.45%-0.71%-0.36%1.98%-1.50%2.87%-5.49%-2.31%5.19%-0.18%-10.85%-10.52%
2014-3.81%4.88%0.16%0.00%2.64%3.51%-3.92%4.08%-4.22%4.80%0.90%-17.02%-9.76%
20134.60%1.55%4.59%2.60%0.63%-0.16%4.18%-3.03%4.06%3.22%2.91%-12.78%11.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, TVDAX is among the top 16% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TVDAX is 8484
Overall Rank
The Sharpe Ratio Rank of TVDAX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TVDAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TVDAX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TVDAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of TVDAX is 9090
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Guggenheim RBP Large-Cap Defensive Fund (TVDAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TVDAX, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.281.90
The chart of Sortino ratio for TVDAX, currently valued at 3.15, compared to the broader market-2.000.002.004.006.008.0010.003.152.54
The chart of Omega ratio for TVDAX, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.003.501.471.35
The chart of Calmar ratio for TVDAX, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.782.81
The chart of Martin ratio for TVDAX, currently valued at 13.07, compared to the broader market0.0020.0040.0060.0013.0712.39
TVDAX
^GSPC

The current Guggenheim RBP Large-Cap Defensive Fund Sharpe ratio is 2.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Guggenheim RBP Large-Cap Defensive Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.28
1.90
TVDAX (Guggenheim RBP Large-Cap Defensive Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Guggenheim RBP Large-Cap Defensive Fund provided a 7.14% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%0.70%$0.00$0.02$0.04$0.06$0.0820132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.81$0.02$0.01$0.00$0.03$0.05$0.04$0.04$0.02$0.05$0.08$0.01

Dividend yield

7.14%0.18%0.12%0.00%0.28%0.48%0.39%0.33%0.23%0.49%0.68%0.08%

Monthly Dividends

The table displays the monthly dividend distributions for Guggenheim RBP Large-Cap Defensive Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.81
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2013$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.70%
-3.58%
TVDAX (Guggenheim RBP Large-Cap Defensive Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Guggenheim RBP Large-Cap Defensive Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Guggenheim RBP Large-Cap Defensive Fund was 49.72%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Guggenheim RBP Large-Cap Defensive Fund drawdown is 12.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.72%Dec 27, 20131569Mar 23, 2020
-17.35%Jul 8, 201122Aug 8, 2011128Feb 9, 2012150
-11.37%Oct 8, 201256Dec 28, 201269Apr 10, 2013125
-8.47%May 13, 201077Aug 31, 201033Oct 18, 2010110
-7.37%Apr 30, 201224Jun 1, 201266Sep 6, 201290

Volatility

Volatility Chart

The current Guggenheim RBP Large-Cap Defensive Fund volatility is 0.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.64%
TVDAX (Guggenheim RBP Large-Cap Defensive Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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