CTRZX vs. GUGAX
Compare and contrast key facts about Multi-Manager Total Return Bond Strategies Fund (CTRZX) and GMO Multi-Sector Fixed Income Fund (GUGAX).
CTRZX is managed by BlackRock. It was launched on Jan 3, 2017. GUGAX is managed by GMO. It was launched on Apr 30, 1997.
Performance
CTRZX vs. GUGAX - Performance Comparison
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CTRZX vs. GUGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | -0.65% | 7.48% | 2.03% | 5.78% | -14.46% | -0.95% | 8.47% | 9.07% | -0.96% | 3.79% |
GUGAX GMO Multi-Sector Fixed Income Fund | 0.96% | 7.29% | 0.96% | 6.02% | -14.52% | -3.17% | 4.91% | 9.66% | 2.13% | 3.94% |
Returns By Period
In the year-to-date period, CTRZX achieves a -0.65% return, which is significantly lower than GUGAX's 0.96% return.
CTRZX
- 1D
- 0.47%
- 1M
- -2.48%
- YTD
- -0.65%
- 6M
- 0.39%
- 1Y
- 3.89%
- 3Y*
- 3.71%
- 5Y*
- 0.21%
- 10Y*
- —
GUGAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.96%
- 6M
- 1.90%
- 1Y
- 5.20%
- 3Y*
- 4.05%
- 5Y*
- 0.13%
- 10Y*
- 1.60%
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CTRZX vs. GUGAX - Expense Ratio Comparison
CTRZX has a 0.49% expense ratio, which is higher than GUGAX's 0.45% expense ratio.
Return for Risk
CTRZX vs. GUGAX — Risk / Return Rank
CTRZX
GUGAX
CTRZX vs. GUGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Total Return Bond Strategies Fund (CTRZX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.
| CTRZX | GUGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.36 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.98 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.80 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.93 | 6.66 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CTRZX | GUGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.36 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.02 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.08 | +0.29 |
Correlation
The correlation between CTRZX and GUGAX is 0.87, 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
CTRZX vs. GUGAX - Dividend Comparison
CTRZX's dividend yield for the trailing twelve months is around 4.08%, less than GUGAX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRZX Multi-Manager Total Return Bond Strategies Fund | 4.08% | 4.39% | 4.61% | 3.47% | 2.70% | 2.13% | 4.69% | 3.32% | 2.89% | 2.22% | 0.00% | 0.00% |
GUGAX GMO Multi-Sector Fixed Income Fund | 4.52% | 3.69% | 4.34% | 0.00% | 1.94% | 2.90% | 7.96% | 5.74% | 5.08% | 2.43% | 3.29% | 1.76% |
Drawdowns
CTRZX vs. GUGAX - Drawdown Comparison
The maximum CTRZX drawdown since its inception was -19.33%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for CTRZX and GUGAX.
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Drawdown Indicators
| CTRZX | GUGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.33% | -38.57% | +19.24% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -3.08% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -20.53% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.06% | — |
Current DrawdownCurrent decline from peak | -2.59% | -6.72% | +4.13% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -11.29% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.84% | +0.18% |
Volatility
CTRZX vs. GUGAX - Volatility Comparison
Multi-Manager Total Return Bond Strategies Fund (CTRZX) has a higher volatility of 1.68% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that CTRZX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTRZX | GUGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 0.00% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 1.84% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 4.03% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 6.57% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 5.44% | -0.32% |