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FSCO vs. GUDIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCO and GUDIX is 0.61, 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

FSCO vs. GUDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Credit Opportunities Corp. (FSCO) and Guggenheim Diversified Income Fund (GUDIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FSCO

YTD

6.70%

1M

7.75%

6M

13.81%

1Y

27.71%

5Y*

N/A

10Y*

N/A

GUDIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FSCO vs. GUDIX — Risk-Adjusted Performance Rank

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

FSCO
The Risk-Adjusted Performance Rank of FSCO is 8787
Overall Rank
The Sharpe Ratio Rank of FSCO is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9393
Martin Ratio Rank

GUDIX
The Risk-Adjusted Performance Rank of GUDIX is 55
Overall Rank
The Sharpe Ratio Rank of GUDIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of GUDIX is 66
Sortino Ratio Rank
The Omega Ratio Rank of GUDIX is 22
Omega Ratio Rank
The Calmar Ratio Rank of GUDIX is 88
Calmar Ratio Rank
The Martin Ratio Rank of GUDIX is 00
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.

FSCO vs. GUDIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and Guggenheim Diversified Income Fund (GUDIX). 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.



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Dividends

FSCO vs. GUDIX - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 10.53%, while GUDIX has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
FSCO
FS Credit Opportunities Corp.
10.53%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%
GUDIX
Guggenheim Diversified Income Fund
0.00%99.99%3.98%3.49%3.49%3.36%3.44%3.42%3.99%3.62%

Drawdowns

FSCO vs. GUDIX - Drawdown Comparison


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Volatility

FSCO vs. GUDIX - Volatility Comparison


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