PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GIBIX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GIBIX and FXAIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

GIBIX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Total Return Bond Fund (GIBIX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
56.56%
495.64%
GIBIX
FXAIX

Key characteristics

Sharpe Ratio

GIBIX:

0.70

FXAIX:

2.03

Sortino Ratio

GIBIX:

1.01

FXAIX:

2.71

Omega Ratio

GIBIX:

1.12

FXAIX:

1.38

Calmar Ratio

GIBIX:

0.26

FXAIX:

3.03

Martin Ratio

GIBIX:

2.22

FXAIX:

13.52

Ulcer Index

GIBIX:

1.68%

FXAIX:

1.89%

Daily Std Dev

GIBIX:

5.32%

FXAIX:

12.59%

Max Drawdown

GIBIX:

-22.03%

FXAIX:

-33.79%

Current Drawdown

GIBIX:

-9.34%

FXAIX:

-3.54%

Returns By Period

In the year-to-date period, GIBIX achieves a 2.68% return, which is significantly lower than FXAIX's 24.76% return. Over the past 10 years, GIBIX has underperformed FXAIX with an annualized return of 2.27%, while FXAIX has yielded a comparatively higher 12.94% annualized return.


GIBIX

YTD

2.68%

1M

-0.34%

6M

1.84%

1Y

3.55%

5Y*

0.77%

10Y*

2.27%

FXAIX

YTD

24.76%

1M

-0.24%

6M

7.73%

1Y

24.84%

5Y*

14.60%

10Y*

12.94%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GIBIX vs. FXAIX - Expense Ratio Comparison

GIBIX has a 0.50% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


GIBIX
Guggenheim Total Return Bond Fund
Expense ratio chart for GIBIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

GIBIX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Fidelity 500 Index Fund (FXAIX). 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 GIBIX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.000.702.03
The chart of Sortino ratio for GIBIX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.012.71
The chart of Omega ratio for GIBIX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.38
The chart of Calmar ratio for GIBIX, currently valued at 0.26, compared to the broader market0.005.0010.0015.000.263.03
The chart of Martin ratio for GIBIX, currently valued at 2.22, compared to the broader market0.0020.0040.0060.002.2213.52
GIBIX
FXAIX

The current GIBIX Sharpe Ratio is 0.70, which is lower than the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of GIBIX and FXAIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.70
2.03
GIBIX
FXAIX

Dividends

GIBIX vs. FXAIX - Dividend Comparison

GIBIX's dividend yield for the trailing twelve months is around 4.30%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
GIBIX
Guggenheim Total Return Bond Fund
4.30%4.45%4.13%2.87%2.62%2.61%2.90%3.38%4.25%4.70%4.79%5.45%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

GIBIX vs. FXAIX - Drawdown Comparison

The maximum GIBIX drawdown since its inception was -22.03%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GIBIX and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.34%
-3.54%
GIBIX
FXAIX

Volatility

GIBIX vs. FXAIX - Volatility Comparison

The current volatility for Guggenheim Total Return Bond Fund (GIBIX) is 1.47%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.65%. This indicates that GIBIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.47%
3.65%
GIBIX
FXAIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab