GIBIX vs. GIOIX
Compare and contrast key facts about Guggenheim Total Return Bond Fund (GIBIX) and Guggenheim Macro Opportunities Fund (GIOIX).
GIBIX is managed by Guggenheim. It was launched on Nov 30, 2011. GIOIX is an actively managed fund by Guggenheim. It was launched on Nov 29, 2011.
Performance
GIBIX vs. GIOIX - Performance Comparison
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GIBIX vs. GIOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIBIX Guggenheim Total Return Bond Fund | -0.73% | 8.22% | 3.18% | 7.45% | -16.38% | -0.58% | 14.94% | 4.45% | 0.89% | 6.50% |
GIOIX Guggenheim Macro Opportunities Fund | -1.19% | 7.64% | 7.78% | 9.69% | -9.57% | 1.71% | 11.09% | 2.25% | 0.46% | 5.32% |
Returns By Period
In the year-to-date period, GIBIX achieves a -0.73% return, which is significantly higher than GIOIX's -1.19% return. Over the past 10 years, GIBIX has underperformed GIOIX with an annualized return of 2.94%, while GIOIX has yielded a comparatively higher 4.37% annualized return.
GIBIX
- 1D
- 0.51%
- 1M
- -2.50%
- YTD
- -0.73%
- 6M
- 0.34%
- 1Y
- 4.43%
- 3Y*
- 4.66%
- 5Y*
- 0.65%
- 10Y*
- 2.94%
GIOIX
- 1D
- 0.20%
- 1M
- -1.92%
- YTD
- -1.19%
- 6M
- 0.35%
- 1Y
- 4.78%
- 3Y*
- 6.88%
- 5Y*
- 3.05%
- 10Y*
- 4.37%
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GIBIX vs. GIOIX - Expense Ratio Comparison
GIBIX has a 0.50% expense ratio, which is lower than GIOIX's 0.96% expense ratio.
Return for Risk
GIBIX vs. GIOIX — Risk / Return Rank
GIBIX
GIOIX
GIBIX vs. GIOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guggenheim Total Return Bond Fund (GIBIX) and Guggenheim Macro Opportunities Fund (GIOIX). 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.
| GIBIX | GIOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 2.15 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.68 | 3.55 | -1.87 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.51 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.41 | -0.60 |
Martin ratioReturn relative to average drawdown | 5.70 | 10.54 | -4.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GIBIX | GIOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.15 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.98 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 1.53 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.70 | -0.79 |
Correlation
The correlation between GIBIX and GIOIX is 0.51, 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.
Dividends
GIBIX vs. GIOIX - Dividend Comparison
GIBIX's dividend yield for the trailing twelve months is around 4.67%, less than GIOIX's 5.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIBIX Guggenheim Total Return Bond Fund | 4.67% | 5.03% | 4.71% | 4.44% | 3.08% | 3.36% | 4.80% | 2.38% | 3.25% | 3.38% | 4.68% | 4.39% |
GIOIX Guggenheim Macro Opportunities Fund | 5.61% | 5.86% | 5.88% | 6.45% | 3.78% | 3.10% | 3.61% | 3.29% | 3.55% | 3.54% | 5.38% | 5.82% |
Drawdowns
GIBIX vs. GIOIX - Drawdown Comparison
The maximum GIBIX drawdown since its inception was -21.44%, which is greater than GIOIX's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for GIBIX and GIOIX.
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Drawdown Indicators
| GIBIX | GIOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.44% | -13.38% | -8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -2.12% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.44% | -13.38% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -21.44% | -13.38% | -8.06% |
Current DrawdownCurrent decline from peak | -2.50% | -1.92% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -1.43% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.49% | +0.46% |
Volatility
GIBIX vs. GIOIX - Volatility Comparison
Guggenheim Total Return Bond Fund (GIBIX) has a higher volatility of 1.59% compared to Guggenheim Macro Opportunities Fund (GIOIX) at 0.92%. This indicates that GIBIX's price experiences larger fluctuations and is considered to be riskier than GIOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GIBIX | GIOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 0.92% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 1.60% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 2.43% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 3.14% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 2.87% | +1.87% |