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DSU vs. GOF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSU and GOF is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DSU vs. GOF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Debt Strategies Fund, Inc. (DSU) and Guggenheim Strategic Opportunities Fund (GOF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DSU:

0.47

GOF:

1.02

Sortino Ratio

DSU:

0.66

GOF:

1.19

Omega Ratio

DSU:

1.12

GOF:

1.22

Calmar Ratio

DSU:

0.42

GOF:

1.05

Martin Ratio

DSU:

2.76

GOF:

4.18

Ulcer Index

DSU:

2.22%

GOF:

3.42%

Daily Std Dev

DSU:

13.64%

GOF:

15.23%

Max Drawdown

DSU:

-71.27%

GOF:

-54.67%

Current Drawdown

DSU:

-0.42%

GOF:

-6.19%

Returns By Period

In the year-to-date period, DSU achieves a 1.72% return, which is significantly higher than GOF's 1.26% return. Over the past 10 years, DSU has underperformed GOF with an annualized return of 7.85%, while GOF has yielded a comparatively higher 8.75% annualized return.


DSU

YTD

1.72%

1M

3.73%

6M

1.61%

1Y

6.13%

3Y*

15.09%

5Y*

11.97%

10Y*

7.85%

GOF

YTD

1.26%

1M

2.15%

6M

-1.12%

1Y

14.45%

3Y*

9.45%

5Y*

11.92%

10Y*

8.75%

*Annualized

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DSU vs. GOF - Expense Ratio Comparison

DSU has a 2.47% expense ratio, which is higher than GOF's 1.62% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DSU vs. GOF — Risk-Adjusted Performance Rank

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

DSU
The Risk-Adjusted Performance Rank of DSU is 5151
Overall Rank
The Sharpe Ratio Rank of DSU is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DSU is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DSU is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DSU is 4949
Calmar Ratio Rank
The Martin Ratio Rank of DSU is 7070
Martin Ratio Rank

GOF
The Risk-Adjusted Performance Rank of GOF is 8181
Overall Rank
The Sharpe Ratio Rank of GOF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of GOF is 7575
Sortino Ratio Rank
The Omega Ratio Rank of GOF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of GOF is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GOF is 8383
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.

DSU vs. GOF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) and Guggenheim Strategic Opportunities Fund (GOF). 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.


The current DSU Sharpe Ratio is 0.47, which is lower than the GOF Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DSU and GOF, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DSU vs. GOF - Dividend Comparison

DSU's dividend yield for the trailing twelve months is around 11.38%, less than GOF's 15.01% yield.


TTM20242023202220212020201920182017201620152014
DSU
BlackRock Debt Strategies Fund, Inc.
11.38%11.04%9.71%7.62%6.26%7.96%7.46%8.47%7.03%6.60%8.07%7.96%
GOF
Guggenheim Strategic Opportunities Fund
15.01%14.31%17.06%14.35%11.92%11.26%12.07%11.95%10.12%11.12%12.98%10.45%

Drawdowns

DSU vs. GOF - Drawdown Comparison

The maximum DSU drawdown since its inception was -71.27%, which is greater than GOF's maximum drawdown of -54.67%. Use the drawdown chart below to compare losses from any high point for DSU and GOF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DSU vs. GOF - Volatility Comparison

The current volatility for BlackRock Debt Strategies Fund, Inc. (DSU) is 1.86%, while Guggenheim Strategic Opportunities Fund (GOF) has a volatility of 3.29%. This indicates that DSU experiences smaller price fluctuations and is considered to be less risky than GOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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