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

Correlation

The correlation between FSCO and GUDIX is 0.22, 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.


-0.50.00.51.00.2

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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
16.65%
0
FSCO
GUDIX

Key characteristics

Sharpe Ratio

FSCO:

2.37

GUDIX:

-0.11

Sortino Ratio

FSCO:

3.32

GUDIX:

-0.14

Omega Ratio

FSCO:

1.43

GUDIX:

0.90

Calmar Ratio

FSCO:

4.34

GUDIX:

-0.04

Martin Ratio

FSCO:

16.57

GUDIX:

-2.94

Ulcer Index

FSCO:

2.30%

GUDIX:

0.03%

Daily Std Dev

FSCO:

16.10%

GUDIX:

0.73%

Max Drawdown

FSCO:

-25.13%

GUDIX:

-19.80%

Current Drawdown

FSCO:

-0.14%

GUDIX:

-1.39%

Returns By Period


FSCO

YTD

1.91%

1M

4.81%

6M

14.65%

1Y

36.73%

5Y*

N/A

10Y*

N/A

GUDIX

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.28%

5Y*

2.64%

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 9595
Overall Rank
The Sharpe Ratio Rank of FSCO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCO is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FSCO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of FSCO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of FSCO is 9797
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.


Sharpe ratio
The chart of Sharpe ratio for FSCO, currently valued at 2.37, compared to the broader market-2.000.002.002.37-0.11
The chart of Sortino ratio for FSCO, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.32-0.14
The chart of Omega ratio for FSCO, currently valued at 1.43, compared to the broader market0.501.001.502.001.430.90
The chart of Calmar ratio for FSCO, currently valued at 4.34, compared to the broader market0.002.004.006.004.34-0.07
The chart of Martin ratio for FSCO, currently valued at 16.57, compared to the broader market-30.00-20.00-10.000.0010.0020.0016.57-2.94
FSCO
GUDIX

The current FSCO Sharpe Ratio is 2.37, which is higher than the GUDIX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of FSCO and GUDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.37
-0.11
FSCO
GUDIX

Dividends

FSCO vs. GUDIX - Dividend Comparison

FSCO's dividend yield for the trailing twelve months is around 10.27%, less than GUDIX's 99.99% yield.


TTM202420232022202120202019201820172016
FSCO
FS Credit Opportunities Corp.
10.27%10.47%11.22%1.95%0.00%0.00%0.00%0.00%0.00%0.00%
GUDIX
Guggenheim Diversified Income Fund
99.99%99.99%3.98%3.49%3.49%3.36%3.44%3.42%3.99%3.62%

Drawdowns

FSCO vs. GUDIX - Drawdown Comparison

The maximum FSCO drawdown since its inception was -25.13%, which is greater than GUDIX's maximum drawdown of -19.80%. Use the drawdown chart below to compare losses from any high point for FSCO and GUDIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.14%
-0.39%
FSCO
GUDIX

Volatility

FSCO vs. GUDIX - Volatility Comparison

FS Credit Opportunities Corp. (FSCO) has a higher volatility of 4.93% compared to Guggenheim Diversified Income Fund (GUDIX) at 0.00%. This indicates that FSCO's price experiences larger fluctuations and is considered to be riskier than GUDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.93%
0
FSCO
GUDIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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