BATAX vs. GILHX
Compare and contrast key facts about BlackRock Allocation Target Shares Series A Portfolio (BATAX) and Guggenheim Limited Duration Fund (GILHX).
BATAX is managed by Blackrock. It was launched on Sep 21, 2015. GILHX is managed by Guggenheim. It was launched on Dec 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BATAX or GILHX.
Key characteristics
| BATAX | GILHX | |
|---|---|---|
| YTD Return | 6.96% | 5.31% |
| 1Y Return | 9.80% | 8.15% |
| 3Y Return (Ann) | 3.16% | 2.47% |
| 5Y Return (Ann) | 3.21% | 2.85% |
| Sharpe Ratio | 4.04 | 3.66 |
| Sortino Ratio | 9.28 | 6.81 |
| Omega Ratio | 2.39 | 1.93 |
| Calmar Ratio | 15.21 | 7.17 |
| Martin Ratio | 39.13 | 27.04 |
| Ulcer Index | 0.24% | 0.30% |
| Daily Std Dev | 2.37% | 2.24% |
| Max Drawdown | -17.42% | -7.82% |
| Current Drawdown | -0.52% | -0.40% |
Correlation
The correlation between BATAX and GILHX 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.
Performance
BATAX vs. GILHX - Performance Comparison
In the year-to-date period, BATAX achieves a 6.96% return, which is significantly higher than GILHX's 5.31% 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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BATAX vs. GILHX - Expense Ratio Comparison
BATAX has a 0.00% expense ratio, which is lower than GILHX's 0.49% expense ratio.
Risk-Adjusted Performance
BATAX vs. GILHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series A Portfolio (BATAX) and Guggenheim Limited Duration Fund (GILHX). 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
BATAX vs. GILHX - Dividend Comparison
BATAX's dividend yield for the trailing twelve months is around 5.85%, more than GILHX's 4.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BATAX BlackRock Allocation Target Shares Series A Portfolio | 5.85% | 5.82% | 3.90% | 2.63% | 3.48% | 4.78% | 5.25% | 4.66% | 6.64% | 1.48% | 0.00% |
GILHX Guggenheim Limited Duration Fund | 4.54% | 4.31% | 2.67% | 1.69% | 1.97% | 2.51% | 2.41% | 2.55% | 3.05% | 3.54% | 1.93% |
Drawdowns
BATAX vs. GILHX - Drawdown Comparison
The maximum BATAX drawdown since its inception was -17.42%, which is greater than GILHX's maximum drawdown of -7.82%. Use the drawdown chart below to compare losses from any high point for BATAX and GILHX. For additional features, visit the drawdowns tool.
Volatility
BATAX vs. GILHX - Volatility Comparison
The current volatility for BlackRock Allocation Target Shares Series A Portfolio (BATAX) is 0.28%, while Guggenheim Limited Duration Fund (GILHX) has a volatility of 0.49%. This indicates that BATAX experiences smaller price fluctuations and is considered to be less risky than GILHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.