GIBIX vs. BND
Compare and contrast key facts about Guggenheim Total Return Bond Fund (GIBIX) and Vanguard Total Bond Market ETF (BND).
GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIBIX or BND.
Key characteristics
| GIBIX | BND | |
|---|---|---|
| YTD Return | 2.98% | 1.52% |
| 1Y Return | 9.47% | 7.09% |
| 3Y Return (Ann) | -2.35% | -2.25% |
| 5Y Return (Ann) | 0.79% | -0.27% |
| 10Y Return (Ann) | 2.32% | 1.40% |
| Sharpe Ratio | 1.57 | 1.14 |
| Sortino Ratio | 2.30 | 1.66 |
| Omega Ratio | 1.28 | 1.20 |
| Calmar Ratio | 0.52 | 0.43 |
| Martin Ratio | 5.81 | 3.87 |
| Ulcer Index | 1.52% | 1.68% |
| Daily Std Dev | 5.63% | 5.71% |
| Max Drawdown | -22.03% | -18.84% |
| Current Drawdown | -9.07% | -9.23% |
Correlation
The correlation between GIBIX and BND is 0.84, 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.
Performance
GIBIX vs. BND - Performance Comparison
In the year-to-date period, GIBIX achieves a 2.98% return, which is significantly higher than BND's 1.52% return. Over the past 10 years, GIBIX has outperformed BND with an annualized return of 2.32%, while BND has yielded a comparatively lower 1.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GIBIX vs. BND - Expense Ratio Comparison
GIBIX has a 0.50% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
GIBIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
GIBIX vs. BND - Dividend Comparison
GIBIX's dividend yield for the trailing twelve months is around 4.70%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIBIX Guggenheim Total Return Bond Fund | 4.70% | 4.45% | 4.13% | 2.87% | 2.62% | 2.61% | 2.90% | 3.38% | 4.25% | 4.70% | 4.79% | 5.45% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
GIBIX vs. BND - Drawdown Comparison
The maximum GIBIX drawdown since its inception was -22.03%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for GIBIX and BND. For additional features, visit the drawdowns tool.
Volatility
GIBIX vs. BND - Volatility Comparison
The current volatility for Guggenheim Total Return Bond Fund (GIBIX) is 1.54%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.69%. This indicates that GIBIX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.