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CIAOX vs. TVRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIAOX vs. TVRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Advisors Growth Fund (CIAOX) and Guggenheim Directional Allocation Fund (TVRIX). The values are adjusted to include any dividend payments, if applicable.

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CIAOX vs. TVRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIAOX
Capital Advisors Growth Fund
-8.96%16.47%23.36%24.35%-18.96%21.70%29.05%39.88%-4.80%14.99%
TVRIX
Guggenheim Directional Allocation Fund
-7.13%13.83%7.87%11.00%-17.53%27.30%5.08%30.45%-7.53%23.45%

Returns By Period

In the year-to-date period, CIAOX achieves a -8.96% return, which is significantly lower than TVRIX's -7.13% return. Over the past 10 years, CIAOX has outperformed TVRIX with an annualized return of 13.05%, while TVRIX has yielded a comparatively lower 8.46% annualized return.


CIAOX

1D
-0.28%
1M
-8.76%
YTD
-8.96%
6M
-6.92%
1Y
11.07%
3Y*
15.41%
5Y*
9.03%
10Y*
13.05%

TVRIX

1D
-0.65%
1M
-6.83%
YTD
-7.13%
6M
-4.50%
1Y
9.48%
3Y*
7.90%
5Y*
4.51%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIAOX vs. TVRIX - Expense Ratio Comparison

CIAOX has a 1.01% expense ratio, which is lower than TVRIX's 1.09% expense ratio.


Return for Risk

CIAOX vs. TVRIX — Risk / Return Rank

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

CIAOX
CIAOX Risk / Return Rank: 2727
Overall Rank
CIAOX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CIAOX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CIAOX Omega Ratio Rank: 2727
Omega Ratio Rank
CIAOX Calmar Ratio Rank: 2727
Calmar Ratio Rank
CIAOX Martin Ratio Rank: 2727
Martin Ratio Rank

TVRIX
TVRIX Risk / Return Rank: 3636
Overall Rank
TVRIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TVRIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TVRIX Omega Ratio Rank: 3333
Omega Ratio Rank
TVRIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
TVRIX Martin Ratio Rank: 4141
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.

CIAOX vs. TVRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Advisors Growth Fund (CIAOX) and Guggenheim Directional Allocation Fund (TVRIX). 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.


CIAOXTVRIXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.80

-0.17

Sortino ratio

Return per unit of downside risk

1.01

1.18

-0.17

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

0.78

1.01

-0.24

Martin ratio

Return relative to average drawdown

2.96

4.24

-1.28

CIAOX vs. TVRIX - Sharpe Ratio Comparison

The current CIAOX Sharpe Ratio is 0.62, which is comparable to the TVRIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CIAOX and TVRIX, 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


CIAOXTVRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.80

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.31

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.48

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.54

-0.24

Correlation

The correlation between CIAOX and TVRIX is 0.86, 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

CIAOX vs. TVRIX - Dividend Comparison

CIAOX's dividend yield for the trailing twelve months is around 4.73%, less than TVRIX's 10.38% yield.


TTM20252024202320222021202020192018201720162015
CIAOX
Capital Advisors Growth Fund
4.73%4.30%8.00%0.42%1.09%10.43%6.36%7.31%6.80%7.93%0.66%6.45%
TVRIX
Guggenheim Directional Allocation Fund
10.38%9.64%0.00%2.03%0.71%14.34%0.30%16.62%14.33%0.00%0.00%0.00%

Drawdowns

CIAOX vs. TVRIX - Drawdown Comparison

The maximum CIAOX drawdown since its inception was -66.49%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for CIAOX and TVRIX.


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Drawdown Indicators


CIAOXTVRIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.49%

-39.36%

-27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-8.45%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-24.87%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-28.96%

-39.36%

+10.40%

Current Drawdown

Current decline from peak

-11.74%

-11.36%

-0.38%

Average Drawdown

Average peak-to-trough decline

-22.10%

-6.10%

-16.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.02%

+1.06%

Volatility

CIAOX vs. TVRIX - Volatility Comparison

Capital Advisors Growth Fund (CIAOX) has a higher volatility of 4.55% compared to Guggenheim Directional Allocation Fund (TVRIX) at 3.48%. This indicates that CIAOX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIAOXTVRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

3.48%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

7.45%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

12.40%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

14.42%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

17.79%

-0.56%